ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 29-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
141-09 |
141-22 |
0-13 |
0.3% |
140-11 |
High |
141-30 |
141-29 |
-0-01 |
0.0% |
141-30 |
Low |
141-07 |
141-12 |
0-05 |
0.1% |
140-11 |
Close |
141-23 |
141-17 |
-0-06 |
-0.1% |
141-17 |
Range |
0-23 |
0-17 |
-0-06 |
-26.1% |
1-19 |
ATR |
0-29 |
0-29 |
-0-01 |
-3.0% |
0-00 |
Volume |
613,612 |
86,771 |
-526,841 |
-85.9% |
2,235,702 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-06 |
142-29 |
141-26 |
|
R3 |
142-21 |
142-12 |
141-22 |
|
R2 |
142-04 |
142-04 |
141-20 |
|
R1 |
141-27 |
141-27 |
141-19 |
141-23 |
PP |
141-19 |
141-19 |
141-19 |
141-18 |
S1 |
141-10 |
141-10 |
141-15 |
141-06 |
S2 |
141-02 |
141-02 |
141-14 |
|
S3 |
140-17 |
140-25 |
141-12 |
|
S4 |
140-00 |
140-08 |
141-08 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-02 |
145-12 |
142-13 |
|
R3 |
144-15 |
143-25 |
141-31 |
|
R2 |
142-28 |
142-28 |
141-26 |
|
R1 |
142-06 |
142-06 |
141-22 |
142-17 |
PP |
141-09 |
141-09 |
141-09 |
141-14 |
S1 |
140-19 |
140-19 |
141-12 |
140-30 |
S2 |
139-22 |
139-22 |
141-08 |
|
S3 |
138-03 |
139-00 |
141-03 |
|
S4 |
136-16 |
137-13 |
140-21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141-30 |
140-11 |
1-19 |
1.1% |
0-22 |
0.5% |
75% |
False |
False |
447,140 |
10 |
141-30 |
139-11 |
2-19 |
1.8% |
0-26 |
0.6% |
84% |
False |
False |
378,409 |
20 |
141-30 |
137-18 |
4-12 |
3.1% |
0-28 |
0.6% |
91% |
False |
False |
370,112 |
40 |
141-30 |
134-29 |
7-01 |
5.0% |
0-30 |
0.7% |
94% |
False |
False |
345,588 |
60 |
141-30 |
134-11 |
7-19 |
5.4% |
0-30 |
0.7% |
95% |
False |
False |
333,880 |
80 |
141-30 |
134-11 |
7-19 |
5.4% |
0-30 |
0.7% |
95% |
False |
False |
288,079 |
100 |
141-30 |
132-12 |
9-18 |
6.8% |
0-29 |
0.6% |
96% |
False |
False |
230,587 |
120 |
141-30 |
130-23 |
11-07 |
7.9% |
0-25 |
0.6% |
96% |
False |
False |
192,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-05 |
2.618 |
143-10 |
1.618 |
142-25 |
1.000 |
142-14 |
0.618 |
142-08 |
HIGH |
141-29 |
0.618 |
141-23 |
0.500 |
141-20 |
0.382 |
141-18 |
LOW |
141-12 |
0.618 |
141-01 |
1.000 |
140-27 |
1.618 |
140-16 |
2.618 |
139-31 |
4.250 |
139-04 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
141-20 |
141-13 |
PP |
141-19 |
141-09 |
S1 |
141-18 |
141-05 |
|