ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
137-14 |
137-10 |
-0-04 |
-0.1% |
138-22 |
| High |
137-24 |
138-13 |
0-21 |
0.5% |
139-03 |
| Low |
136-14 |
136-25 |
0-11 |
0.3% |
136-14 |
| Close |
137-13 |
137-30 |
0-17 |
0.4% |
137-30 |
| Range |
1-10 |
1-20 |
0-10 |
23.8% |
2-21 |
| ATR |
0-31 |
1-00 |
0-02 |
5.0% |
0-00 |
| Volume |
553,604 |
611,938 |
58,334 |
10.5% |
2,234,451 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-19 |
141-28 |
138-27 |
|
| R3 |
140-31 |
140-08 |
138-12 |
|
| R2 |
139-11 |
139-11 |
138-08 |
|
| R1 |
138-20 |
138-20 |
138-03 |
139-00 |
| PP |
137-23 |
137-23 |
137-23 |
137-28 |
| S1 |
137-00 |
137-00 |
137-25 |
137-12 |
| S2 |
136-03 |
136-03 |
137-20 |
|
| S3 |
134-15 |
135-12 |
137-16 |
|
| S4 |
132-27 |
133-24 |
137-01 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-25 |
144-17 |
139-13 |
|
| R3 |
143-04 |
141-28 |
138-21 |
|
| R2 |
140-15 |
140-15 |
138-14 |
|
| R1 |
139-07 |
139-07 |
138-06 |
138-16 |
| PP |
137-26 |
137-26 |
137-26 |
137-15 |
| S1 |
136-18 |
136-18 |
137-22 |
135-28 |
| S2 |
135-05 |
135-05 |
137-14 |
|
| S3 |
132-16 |
133-29 |
137-07 |
|
| S4 |
129-27 |
131-08 |
136-15 |
|
|
| 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% |
1-06 |
0.9% |
56% |
False |
False |
446,890 |
| 10 |
139-03 |
136-14 |
2-21 |
1.9% |
1-00 |
0.7% |
56% |
False |
False |
352,376 |
| 20 |
139-03 |
134-29 |
4-06 |
3.0% |
0-30 |
0.7% |
72% |
False |
False |
321,064 |
| 40 |
139-03 |
134-11 |
4-24 |
3.4% |
0-31 |
0.7% |
76% |
False |
False |
315,764 |
| 60 |
139-03 |
134-11 |
4-24 |
3.4% |
0-31 |
0.7% |
76% |
False |
False |
260,735 |
| 80 |
139-03 |
132-12 |
6-23 |
4.9% |
0-29 |
0.7% |
83% |
False |
False |
195,705 |
| 100 |
139-03 |
130-23 |
8-12 |
6.1% |
0-24 |
0.6% |
86% |
False |
False |
156,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-10 |
|
2.618 |
142-21 |
|
1.618 |
141-01 |
|
1.000 |
140-01 |
|
0.618 |
139-13 |
|
HIGH |
138-13 |
|
0.618 |
137-25 |
|
0.500 |
137-19 |
|
0.382 |
137-13 |
|
LOW |
136-25 |
|
0.618 |
135-25 |
|
1.000 |
135-05 |
|
1.618 |
134-05 |
|
2.618 |
132-17 |
|
4.250 |
129-28 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-26 |
137-28 |
| PP |
137-23 |
137-26 |
| S1 |
137-19 |
137-24 |
|