ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
139-08 |
138-27 |
-0-13 |
-0.3% |
138-02 |
| High |
139-16 |
139-18 |
0-02 |
0.0% |
140-11 |
| Low |
138-26 |
138-16 |
-0-10 |
-0.2% |
137-18 |
| Close |
138-31 |
139-15 |
0-16 |
0.4% |
139-13 |
| Range |
0-22 |
1-02 |
0-12 |
54.5% |
2-25 |
| ATR |
0-30 |
0-31 |
0-00 |
0.9% |
0-00 |
| Volume |
302,057 |
354,582 |
52,525 |
17.4% |
1,769,717 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-12 |
141-31 |
140-02 |
|
| R3 |
141-10 |
140-29 |
139-24 |
|
| R2 |
140-08 |
140-08 |
139-21 |
|
| R1 |
139-27 |
139-27 |
139-18 |
140-02 |
| PP |
139-06 |
139-06 |
139-06 |
139-09 |
| S1 |
138-25 |
138-25 |
139-12 |
139-00 |
| S2 |
138-04 |
138-04 |
139-09 |
|
| S3 |
137-02 |
137-23 |
139-06 |
|
| S4 |
136-00 |
136-21 |
138-28 |
|
|
| 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 |
138-12 |
1-31 |
1.4% |
0-29 |
0.6% |
56% |
False |
False |
348,063 |
| 10 |
140-11 |
136-14 |
3-29 |
2.8% |
1-00 |
0.7% |
78% |
False |
False |
383,915 |
| 20 |
140-11 |
136-14 |
3-29 |
2.8% |
0-31 |
0.7% |
78% |
False |
False |
344,250 |
| 40 |
140-11 |
134-11 |
6-00 |
4.3% |
0-31 |
0.7% |
85% |
False |
False |
318,780 |
| 60 |
140-11 |
134-11 |
6-00 |
4.3% |
0-31 |
0.7% |
85% |
False |
False |
304,870 |
| 80 |
140-11 |
132-24 |
7-19 |
5.4% |
0-30 |
0.7% |
88% |
False |
False |
229,111 |
| 100 |
140-11 |
131-00 |
9-11 |
6.7% |
0-27 |
0.6% |
91% |
False |
False |
183,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-02 |
|
2.618 |
142-11 |
|
1.618 |
141-09 |
|
1.000 |
140-20 |
|
0.618 |
140-07 |
|
HIGH |
139-18 |
|
0.618 |
139-05 |
|
0.500 |
139-01 |
|
0.382 |
138-29 |
|
LOW |
138-16 |
|
0.618 |
137-27 |
|
1.000 |
137-14 |
|
1.618 |
136-25 |
|
2.618 |
135-23 |
|
4.250 |
134-00 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-10 |
139-10 |
| PP |
139-06 |
139-06 |
| S1 |
139-01 |
139-02 |
|