ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
141-22 |
141-17 |
-0-05 |
-0.1% |
140-11 |
| High |
141-29 |
141-18 |
-0-11 |
-0.2% |
141-30 |
| Low |
141-12 |
140-01 |
-1-11 |
-1.0% |
140-11 |
| Close |
141-17 |
140-04 |
-1-13 |
-1.0% |
141-17 |
| Range |
0-17 |
1-17 |
1-00 |
188.2% |
1-19 |
| ATR |
0-29 |
0-30 |
0-01 |
5.1% |
0-00 |
| Volume |
86,771 |
77,424 |
-9,347 |
-10.8% |
2,235,702 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-05 |
144-06 |
140-31 |
|
| R3 |
143-20 |
142-21 |
140-17 |
|
| R2 |
142-03 |
142-03 |
140-13 |
|
| R1 |
141-04 |
141-04 |
140-08 |
140-27 |
| PP |
140-18 |
140-18 |
140-18 |
140-14 |
| S1 |
139-19 |
139-19 |
140-00 |
139-10 |
| S2 |
139-01 |
139-01 |
139-27 |
|
| S3 |
137-16 |
138-02 |
139-23 |
|
| S4 |
135-31 |
136-17 |
139-09 |
|
|
| 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 |
140-01 |
1-29 |
1.4% |
0-28 |
0.6% |
5% |
False |
True |
392,425 |
| 10 |
141-30 |
139-11 |
2-19 |
1.9% |
0-27 |
0.6% |
30% |
False |
False |
361,057 |
| 20 |
141-30 |
137-18 |
4-12 |
3.1% |
0-30 |
0.7% |
59% |
False |
False |
362,887 |
| 40 |
141-30 |
135-20 |
6-10 |
4.5% |
0-30 |
0.7% |
71% |
False |
False |
342,332 |
| 60 |
141-30 |
134-11 |
7-19 |
5.4% |
0-30 |
0.7% |
76% |
False |
False |
328,251 |
| 80 |
141-30 |
134-11 |
7-19 |
5.4% |
0-30 |
0.7% |
76% |
False |
False |
289,006 |
| 100 |
141-30 |
132-23 |
9-07 |
6.6% |
0-29 |
0.7% |
80% |
False |
False |
231,360 |
| 120 |
141-30 |
130-23 |
11-07 |
8.0% |
0-25 |
0.6% |
84% |
False |
False |
192,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-02 |
|
2.618 |
145-18 |
|
1.618 |
144-01 |
|
1.000 |
143-03 |
|
0.618 |
142-16 |
|
HIGH |
141-18 |
|
0.618 |
140-31 |
|
0.500 |
140-26 |
|
0.382 |
140-20 |
|
LOW |
140-01 |
|
0.618 |
139-03 |
|
1.000 |
138-16 |
|
1.618 |
137-18 |
|
2.618 |
136-01 |
|
4.250 |
133-17 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-26 |
141-00 |
| PP |
140-18 |
140-22 |
| S1 |
140-11 |
140-13 |
|