ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
140-31 |
140-02 |
-0-29 |
-0.6% |
139-09 |
| High |
141-01 |
140-23 |
-0-10 |
-0.2% |
141-21 |
| Low |
140-00 |
139-24 |
-0-08 |
-0.2% |
138-16 |
| Close |
140-05 |
139-25 |
-0-12 |
-0.3% |
141-01 |
| Range |
1-01 |
0-31 |
-0-02 |
-6.1% |
3-05 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.3% |
0-00 |
| Volume |
250,946 |
293,180 |
42,234 |
16.8% |
1,848,446 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-00 |
142-11 |
140-10 |
|
| R3 |
142-01 |
141-12 |
140-02 |
|
| R2 |
141-02 |
141-02 |
139-31 |
|
| R1 |
140-13 |
140-13 |
139-28 |
140-08 |
| PP |
140-03 |
140-03 |
140-03 |
140-00 |
| S1 |
139-14 |
139-14 |
139-22 |
139-09 |
| S2 |
139-04 |
139-04 |
139-19 |
|
| S3 |
138-05 |
138-15 |
139-16 |
|
| S4 |
137-06 |
137-16 |
139-08 |
|
|
| 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% |
1-05 |
0.8% |
41% |
False |
False |
368,651 |
| 10 |
141-21 |
138-06 |
3-15 |
2.5% |
1-01 |
0.7% |
46% |
False |
False |
358,453 |
| 20 |
141-21 |
136-14 |
5-07 |
3.7% |
1-00 |
0.7% |
64% |
False |
False |
357,361 |
| 40 |
141-21 |
134-11 |
7-10 |
5.2% |
0-31 |
0.7% |
74% |
False |
False |
322,454 |
| 60 |
141-21 |
134-11 |
7-10 |
5.2% |
0-31 |
0.7% |
74% |
False |
False |
327,932 |
| 80 |
141-21 |
133-02 |
8-19 |
6.1% |
0-31 |
0.7% |
78% |
False |
False |
247,702 |
| 100 |
141-21 |
131-00 |
10-21 |
7.6% |
0-28 |
0.6% |
82% |
False |
False |
198,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-27 |
|
2.618 |
143-08 |
|
1.618 |
142-09 |
|
1.000 |
141-22 |
|
0.618 |
141-10 |
|
HIGH |
140-23 |
|
0.618 |
140-11 |
|
0.500 |
140-08 |
|
0.382 |
140-04 |
|
LOW |
139-24 |
|
0.618 |
139-05 |
|
1.000 |
138-25 |
|
1.618 |
138-06 |
|
2.618 |
137-07 |
|
4.250 |
135-20 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-08 |
140-22 |
| PP |
140-03 |
140-13 |
| S1 |
139-30 |
140-03 |
|