ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
138-30 |
137-14 |
-1-16 |
-1.1% |
138-03 |
| High |
139-02 |
137-24 |
-1-10 |
-0.9% |
138-27 |
| Low |
137-12 |
136-14 |
-0-30 |
-0.7% |
137-21 |
| Close |
137-16 |
137-13 |
-0-03 |
-0.1% |
138-21 |
| Range |
1-22 |
1-10 |
-0-12 |
-22.2% |
1-06 |
| ATR |
0-30 |
0-31 |
0-01 |
2.9% |
0-00 |
| Volume |
501,553 |
553,604 |
52,051 |
10.4% |
1,289,318 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-04 |
140-19 |
138-04 |
|
| R3 |
139-26 |
139-09 |
137-25 |
|
| R2 |
138-16 |
138-16 |
137-21 |
|
| R1 |
137-31 |
137-31 |
137-17 |
137-18 |
| PP |
137-06 |
137-06 |
137-06 |
137-00 |
| S1 |
136-21 |
136-21 |
137-09 |
136-08 |
| S2 |
135-28 |
135-28 |
137-05 |
|
| S3 |
134-18 |
135-11 |
137-01 |
|
| S4 |
133-08 |
134-01 |
136-22 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-30 |
141-16 |
139-10 |
|
| R3 |
140-24 |
140-10 |
138-31 |
|
| R2 |
139-18 |
139-18 |
138-28 |
|
| R1 |
139-04 |
139-04 |
138-24 |
139-11 |
| PP |
138-12 |
138-12 |
138-12 |
138-16 |
| S1 |
137-30 |
137-30 |
138-18 |
138-05 |
| S2 |
137-06 |
137-06 |
138-14 |
|
| S3 |
136-00 |
136-24 |
138-11 |
|
| S4 |
134-26 |
135-18 |
138-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-03 |
136-14 |
2-21 |
1.9% |
1-02 |
0.8% |
36% |
False |
True |
378,112 |
| 10 |
139-03 |
136-14 |
2-21 |
1.9% |
0-30 |
0.7% |
36% |
False |
True |
318,689 |
| 20 |
139-03 |
134-11 |
4-24 |
3.5% |
0-30 |
0.7% |
64% |
False |
False |
307,301 |
| 40 |
139-03 |
134-11 |
4-24 |
3.5% |
0-30 |
0.7% |
64% |
False |
False |
311,446 |
| 60 |
139-03 |
134-11 |
4-24 |
3.5% |
0-30 |
0.7% |
64% |
False |
False |
250,569 |
| 80 |
139-03 |
132-11 |
6-24 |
4.9% |
0-28 |
0.6% |
75% |
False |
False |
188,057 |
| 100 |
139-03 |
130-07 |
8-28 |
6.5% |
0-24 |
0.5% |
81% |
False |
False |
150,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-10 |
|
2.618 |
141-06 |
|
1.618 |
139-28 |
|
1.000 |
139-02 |
|
0.618 |
138-18 |
|
HIGH |
137-24 |
|
0.618 |
137-08 |
|
0.500 |
137-03 |
|
0.382 |
136-30 |
|
LOW |
136-14 |
|
0.618 |
135-20 |
|
1.000 |
135-04 |
|
1.618 |
134-10 |
|
2.618 |
133-00 |
|
4.250 |
130-28 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-10 |
137-24 |
| PP |
137-06 |
137-21 |
| S1 |
137-03 |
137-17 |
|