ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
140-01 |
140-31 |
0-30 |
0.7% |
139-09 |
| High |
141-21 |
141-01 |
-0-20 |
-0.4% |
141-21 |
| Low |
139-29 |
140-00 |
0-03 |
0.1% |
138-16 |
| Close |
141-01 |
140-05 |
-0-28 |
-0.6% |
141-01 |
| Range |
1-24 |
1-01 |
-0-23 |
-41.1% |
3-05 |
| ATR |
1-00 |
1-00 |
0-00 |
0.1% |
0-00 |
| Volume |
512,939 |
250,946 |
-261,993 |
-51.1% |
1,848,446 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-16 |
142-27 |
140-23 |
|
| R3 |
142-15 |
141-26 |
140-14 |
|
| R2 |
141-14 |
141-14 |
140-11 |
|
| R1 |
140-25 |
140-25 |
140-08 |
140-19 |
| PP |
140-13 |
140-13 |
140-13 |
140-10 |
| S1 |
139-24 |
139-24 |
140-02 |
139-18 |
| S2 |
139-12 |
139-12 |
139-31 |
|
| S3 |
138-11 |
138-23 |
139-28 |
|
| S4 |
137-10 |
137-22 |
139-19 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-28 |
148-19 |
142-25 |
|
| R3 |
146-23 |
145-14 |
141-29 |
|
| R2 |
143-18 |
143-18 |
141-20 |
|
| R1 |
142-09 |
142-09 |
141-10 |
142-30 |
| PP |
140-13 |
140-13 |
140-13 |
140-23 |
| S1 |
139-04 |
139-04 |
140-24 |
139-24 |
| S2 |
137-08 |
137-08 |
140-14 |
|
| S3 |
134-03 |
135-31 |
140-05 |
|
| S4 |
130-30 |
132-26 |
139-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-21 |
138-16 |
3-05 |
2.3% |
1-03 |
0.8% |
52% |
False |
False |
370,426 |
| 10 |
141-21 |
137-18 |
4-03 |
2.9% |
1-01 |
0.7% |
63% |
False |
False |
364,718 |
| 20 |
141-21 |
136-14 |
5-07 |
3.7% |
1-00 |
0.7% |
71% |
False |
False |
357,903 |
| 40 |
141-21 |
134-11 |
7-10 |
5.2% |
0-30 |
0.7% |
79% |
False |
False |
320,356 |
| 60 |
141-21 |
134-11 |
7-10 |
5.2% |
0-31 |
0.7% |
79% |
False |
False |
323,730 |
| 80 |
141-21 |
133-02 |
8-19 |
6.1% |
0-31 |
0.7% |
83% |
False |
False |
244,043 |
| 100 |
141-21 |
131-00 |
10-21 |
7.6% |
0-28 |
0.6% |
86% |
False |
False |
195,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-13 |
|
2.618 |
143-23 |
|
1.618 |
142-22 |
|
1.000 |
142-02 |
|
0.618 |
141-21 |
|
HIGH |
141-01 |
|
0.618 |
140-20 |
|
0.500 |
140-16 |
|
0.382 |
140-13 |
|
LOW |
140-00 |
|
0.618 |
139-12 |
|
1.000 |
138-31 |
|
1.618 |
138-11 |
|
2.618 |
137-10 |
|
4.250 |
135-20 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-16 |
140-14 |
| PP |
140-13 |
140-11 |
| S1 |
140-09 |
140-08 |
|