ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
138-18 |
139-12 |
0-26 |
0.6% |
138-02 |
| High |
139-16 |
140-11 |
0-27 |
0.6% |
140-11 |
| Low |
138-12 |
139-06 |
0-26 |
0.6% |
137-18 |
| Close |
139-08 |
139-13 |
0-05 |
0.1% |
139-13 |
| Range |
1-04 |
1-05 |
0-01 |
2.8% |
2-25 |
| ATR |
1-00 |
1-00 |
0-00 |
1.2% |
0-00 |
| Volume |
363,729 |
472,691 |
108,962 |
30.0% |
1,769,717 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-04 |
142-13 |
140-01 |
|
| R3 |
141-31 |
141-08 |
139-23 |
|
| R2 |
140-26 |
140-26 |
139-20 |
|
| R1 |
140-03 |
140-03 |
139-16 |
140-14 |
| PP |
139-21 |
139-21 |
139-21 |
139-26 |
| S1 |
138-30 |
138-30 |
139-10 |
139-10 |
| S2 |
138-16 |
138-16 |
139-06 |
|
| S3 |
137-11 |
137-25 |
139-03 |
|
| S4 |
136-06 |
136-20 |
138-25 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-14 |
146-07 |
140-30 |
|
| R3 |
144-21 |
143-14 |
140-05 |
|
| R2 |
141-28 |
141-28 |
139-29 |
|
| R1 |
140-21 |
140-21 |
139-21 |
141-08 |
| PP |
139-03 |
139-03 |
139-03 |
139-13 |
| S1 |
137-28 |
137-28 |
139-05 |
138-16 |
| S2 |
136-10 |
136-10 |
138-29 |
|
| S3 |
133-17 |
135-03 |
138-21 |
|
| S4 |
130-24 |
132-10 |
137-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-11 |
137-18 |
2-25 |
2.0% |
0-31 |
0.7% |
66% |
True |
False |
353,943 |
| 10 |
140-11 |
136-14 |
3-29 |
2.8% |
1-03 |
0.8% |
76% |
True |
False |
400,416 |
| 20 |
140-11 |
136-14 |
3-29 |
2.8% |
0-31 |
0.7% |
76% |
True |
False |
337,527 |
| 40 |
140-11 |
134-11 |
6-00 |
4.3% |
0-31 |
0.7% |
84% |
True |
False |
318,382 |
| 60 |
140-11 |
134-11 |
6-00 |
4.3% |
0-31 |
0.7% |
84% |
True |
False |
290,052 |
| 80 |
140-11 |
132-24 |
7-19 |
5.4% |
0-30 |
0.7% |
88% |
True |
False |
217,818 |
| 100 |
140-11 |
130-23 |
9-20 |
6.9% |
0-26 |
0.6% |
90% |
True |
False |
174,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-08 |
|
2.618 |
143-12 |
|
1.618 |
142-07 |
|
1.000 |
141-16 |
|
0.618 |
141-02 |
|
HIGH |
140-11 |
|
0.618 |
139-29 |
|
0.500 |
139-24 |
|
0.382 |
139-20 |
|
LOW |
139-06 |
|
0.618 |
138-15 |
|
1.000 |
138-01 |
|
1.618 |
137-10 |
|
2.618 |
136-05 |
|
4.250 |
134-09 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-24 |
139-12 |
| PP |
139-21 |
139-10 |
| S1 |
139-17 |
139-08 |
|