ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
138-02 |
138-07 |
0-05 |
0.1% |
138-22 |
| High |
138-16 |
138-16 |
0-00 |
0.0% |
139-03 |
| Low |
137-28 |
137-18 |
-0-10 |
-0.2% |
136-14 |
| Close |
138-03 |
138-12 |
0-09 |
0.2% |
137-30 |
| Range |
0-20 |
0-30 |
0-10 |
50.0% |
2-21 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.3% |
0-00 |
| Volume |
221,926 |
355,824 |
133,898 |
60.3% |
2,234,451 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-31 |
140-19 |
138-28 |
|
| R3 |
140-01 |
139-21 |
138-20 |
|
| R2 |
139-03 |
139-03 |
138-18 |
|
| R1 |
138-23 |
138-23 |
138-15 |
138-29 |
| PP |
138-05 |
138-05 |
138-05 |
138-08 |
| S1 |
137-25 |
137-25 |
138-09 |
137-31 |
| S2 |
137-07 |
137-07 |
138-06 |
|
| S3 |
136-09 |
136-27 |
138-04 |
|
| S4 |
135-11 |
135-29 |
137-28 |
|
|
| 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 |
139-02 |
136-14 |
2-20 |
1.9% |
1-08 |
0.9% |
74% |
False |
False |
448,969 |
| 10 |
139-03 |
136-14 |
2-21 |
1.9% |
1-00 |
0.7% |
73% |
False |
False |
356,268 |
| 20 |
139-03 |
136-09 |
2-26 |
2.0% |
0-30 |
0.7% |
74% |
False |
False |
325,893 |
| 40 |
139-03 |
134-11 |
4-24 |
3.4% |
0-31 |
0.7% |
85% |
False |
False |
313,828 |
| 60 |
139-03 |
134-11 |
4-24 |
3.4% |
0-31 |
0.7% |
85% |
False |
False |
270,279 |
| 80 |
139-03 |
132-24 |
6-11 |
4.6% |
0-29 |
0.7% |
89% |
False |
False |
202,926 |
| 100 |
139-03 |
130-23 |
8-12 |
6.1% |
0-25 |
0.6% |
91% |
False |
False |
162,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-16 |
|
2.618 |
140-31 |
|
1.618 |
140-01 |
|
1.000 |
139-14 |
|
0.618 |
139-03 |
|
HIGH |
138-16 |
|
0.618 |
138-05 |
|
0.500 |
138-01 |
|
0.382 |
137-29 |
|
LOW |
137-18 |
|
0.618 |
136-31 |
|
1.000 |
136-20 |
|
1.618 |
136-01 |
|
2.618 |
135-03 |
|
4.250 |
133-18 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-08 |
138-04 |
| PP |
138-05 |
137-28 |
| S1 |
138-01 |
137-20 |
|