ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
140-02 |
139-28 |
-0-06 |
-0.1% |
139-09 |
| High |
140-23 |
140-02 |
-0-21 |
-0.5% |
141-21 |
| Low |
139-24 |
139-11 |
-0-13 |
-0.3% |
138-16 |
| Close |
139-25 |
139-22 |
-0-03 |
-0.1% |
141-01 |
| Range |
0-31 |
0-23 |
-0-08 |
-25.8% |
3-05 |
| ATR |
1-00 |
1-00 |
-0-01 |
-2.1% |
0-00 |
| Volume |
293,180 |
293,728 |
548 |
0.2% |
1,848,446 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-27 |
141-16 |
140-03 |
|
| R3 |
141-04 |
140-25 |
139-28 |
|
| R2 |
140-13 |
140-13 |
139-26 |
|
| R1 |
140-02 |
140-02 |
139-24 |
139-28 |
| PP |
139-22 |
139-22 |
139-22 |
139-20 |
| S1 |
139-11 |
139-11 |
139-20 |
139-05 |
| S2 |
138-31 |
138-31 |
139-18 |
|
| S3 |
138-08 |
138-20 |
139-16 |
|
| S4 |
137-17 |
137-29 |
139-09 |
|
|
| 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 |
139-07 |
2-14 |
1.7% |
1-02 |
0.8% |
19% |
False |
False |
356,480 |
| 10 |
141-21 |
138-12 |
3-09 |
2.3% |
1-00 |
0.7% |
40% |
False |
False |
352,272 |
| 20 |
141-21 |
136-14 |
5-07 |
3.7% |
1-01 |
0.7% |
62% |
False |
False |
362,969 |
| 40 |
141-21 |
134-11 |
7-10 |
5.2% |
0-30 |
0.7% |
73% |
False |
False |
321,776 |
| 60 |
141-21 |
134-11 |
7-10 |
5.2% |
0-31 |
0.7% |
73% |
False |
False |
332,134 |
| 80 |
141-21 |
133-02 |
8-19 |
6.2% |
0-31 |
0.7% |
77% |
False |
False |
251,369 |
| 100 |
141-21 |
131-00 |
10-21 |
7.6% |
0-28 |
0.6% |
82% |
False |
False |
201,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-04 |
|
2.618 |
141-30 |
|
1.618 |
141-07 |
|
1.000 |
140-25 |
|
0.618 |
140-16 |
|
HIGH |
140-02 |
|
0.618 |
139-25 |
|
0.500 |
139-22 |
|
0.382 |
139-20 |
|
LOW |
139-11 |
|
0.618 |
138-29 |
|
1.000 |
138-20 |
|
1.618 |
138-06 |
|
2.618 |
137-15 |
|
4.250 |
136-09 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-22 |
140-06 |
| PP |
139-22 |
140-01 |
| S1 |
139-22 |
139-27 |
|