ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
140-03 |
140-11 |
0-08 |
0.2% |
140-31 |
| High |
140-18 |
140-30 |
0-12 |
0.3% |
141-01 |
| Low |
139-21 |
140-11 |
0-22 |
0.5% |
139-11 |
| Close |
140-14 |
140-23 |
0-09 |
0.2% |
140-14 |
| Range |
0-29 |
0-19 |
-0-10 |
-34.5% |
1-22 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.8% |
0-00 |
| Volume |
386,880 |
350,998 |
-35,882 |
-9.3% |
1,548,392 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-14 |
142-06 |
141-01 |
|
| R3 |
141-27 |
141-19 |
140-28 |
|
| R2 |
141-08 |
141-08 |
140-26 |
|
| R1 |
141-00 |
141-00 |
140-25 |
141-04 |
| PP |
140-21 |
140-21 |
140-21 |
140-24 |
| S1 |
140-13 |
140-13 |
140-21 |
140-17 |
| S2 |
140-02 |
140-02 |
140-20 |
|
| S3 |
139-15 |
139-26 |
140-18 |
|
| S4 |
138-28 |
139-07 |
140-13 |
|
|
| 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 |
140-30 |
139-11 |
1-19 |
1.1% |
0-26 |
0.6% |
86% |
True |
False |
329,688 |
| 10 |
141-21 |
138-16 |
3-05 |
2.2% |
0-30 |
0.7% |
70% |
False |
False |
350,057 |
| 20 |
141-21 |
136-14 |
5-07 |
3.7% |
1-01 |
0.7% |
82% |
False |
False |
374,729 |
| 40 |
141-21 |
134-11 |
7-10 |
5.2% |
0-30 |
0.7% |
87% |
False |
False |
327,429 |
| 60 |
141-21 |
134-11 |
7-10 |
5.2% |
0-31 |
0.7% |
87% |
False |
False |
328,138 |
| 80 |
141-21 |
133-23 |
7-30 |
5.6% |
0-31 |
0.7% |
88% |
False |
False |
264,612 |
| 100 |
141-21 |
131-11 |
10-10 |
7.3% |
0-28 |
0.6% |
91% |
False |
False |
211,741 |
| 120 |
141-21 |
129-29 |
11-24 |
8.3% |
0-24 |
0.5% |
92% |
False |
False |
176,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-15 |
|
2.618 |
142-16 |
|
1.618 |
141-29 |
|
1.000 |
141-17 |
|
0.618 |
141-10 |
|
HIGH |
140-30 |
|
0.618 |
140-23 |
|
0.500 |
140-20 |
|
0.382 |
140-18 |
|
LOW |
140-11 |
|
0.618 |
139-31 |
|
1.000 |
139-24 |
|
1.618 |
139-12 |
|
2.618 |
138-25 |
|
4.250 |
137-26 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-22 |
140-17 |
| PP |
140-21 |
140-11 |
| S1 |
140-20 |
140-05 |
|