ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
139-22 |
140-03 |
0-13 |
0.3% |
140-31 |
High |
140-09 |
140-18 |
0-09 |
0.2% |
141-01 |
Low |
139-12 |
139-21 |
0-09 |
0.2% |
139-11 |
Close |
140-02 |
140-14 |
0-12 |
0.3% |
140-14 |
Range |
0-29 |
0-29 |
0-00 |
0.0% |
1-22 |
ATR |
0-31 |
0-31 |
0-00 |
-0.6% |
0-00 |
Volume |
323,658 |
386,880 |
63,222 |
19.5% |
1,548,392 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-30 |
142-19 |
140-30 |
|
R3 |
142-01 |
141-22 |
140-22 |
|
R2 |
141-04 |
141-04 |
140-19 |
|
R1 |
140-25 |
140-25 |
140-17 |
140-30 |
PP |
140-07 |
140-07 |
140-07 |
140-10 |
S1 |
139-28 |
139-28 |
140-11 |
140-02 |
S2 |
139-10 |
139-10 |
140-09 |
|
S3 |
138-13 |
138-31 |
140-06 |
|
S4 |
137-16 |
138-02 |
139-30 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-11 |
144-18 |
141-12 |
|
R3 |
143-21 |
142-28 |
140-29 |
|
R2 |
141-31 |
141-31 |
140-24 |
|
R1 |
141-06 |
141-06 |
140-19 |
140-24 |
PP |
140-09 |
140-09 |
140-09 |
140-01 |
S1 |
139-16 |
139-16 |
140-09 |
139-02 |
S2 |
138-19 |
138-19 |
140-04 |
|
S3 |
136-29 |
137-26 |
139-31 |
|
S4 |
135-07 |
136-04 |
139-16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141-01 |
139-11 |
1-22 |
1.2% |
0-29 |
0.6% |
65% |
False |
False |
309,678 |
10 |
141-21 |
138-16 |
3-05 |
2.2% |
0-30 |
0.7% |
61% |
False |
False |
339,683 |
20 |
141-21 |
136-14 |
5-07 |
3.7% |
1-01 |
0.7% |
77% |
False |
False |
370,050 |
40 |
141-21 |
134-11 |
7-10 |
5.2% |
0-30 |
0.7% |
83% |
False |
False |
324,496 |
60 |
141-21 |
134-11 |
7-10 |
5.2% |
0-31 |
0.7% |
83% |
False |
False |
329,015 |
80 |
141-21 |
133-23 |
7-30 |
5.7% |
0-31 |
0.7% |
85% |
False |
False |
260,242 |
100 |
141-21 |
131-00 |
10-21 |
7.6% |
0-28 |
0.6% |
89% |
False |
False |
208,232 |
120 |
141-21 |
129-29 |
11-24 |
8.4% |
0-24 |
0.5% |
90% |
False |
False |
173,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-13 |
2.618 |
142-30 |
1.618 |
142-01 |
1.000 |
141-15 |
0.618 |
141-04 |
HIGH |
140-18 |
0.618 |
140-07 |
0.500 |
140-04 |
0.382 |
140-00 |
LOW |
139-21 |
0.618 |
139-03 |
1.000 |
138-24 |
1.618 |
138-06 |
2.618 |
137-09 |
4.250 |
135-26 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
140-10 |
140-09 |
PP |
140-07 |
140-04 |
S1 |
140-04 |
139-30 |
|