ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
141-17 |
140-04 |
-1-13 |
-1.0% |
140-11 |
| High |
141-18 |
140-20 |
-0-30 |
-0.7% |
141-30 |
| Low |
140-01 |
139-14 |
-0-19 |
-0.4% |
140-11 |
| Close |
140-04 |
140-12 |
0-08 |
0.2% |
141-17 |
| Range |
1-17 |
1-06 |
-0-11 |
-22.4% |
1-19 |
| ATR |
0-30 |
0-31 |
0-01 |
1.9% |
0-00 |
| Volume |
77,424 |
36,889 |
-40,535 |
-52.4% |
2,235,702 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-23 |
143-07 |
141-01 |
|
| R3 |
142-17 |
142-01 |
140-22 |
|
| R2 |
141-11 |
141-11 |
140-19 |
|
| R1 |
140-27 |
140-27 |
140-15 |
141-03 |
| PP |
140-05 |
140-05 |
140-05 |
140-08 |
| S1 |
139-21 |
139-21 |
140-09 |
139-29 |
| S2 |
138-31 |
138-31 |
140-05 |
|
| S3 |
137-25 |
138-15 |
140-02 |
|
| S4 |
136-19 |
137-09 |
139-23 |
|
|
| 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 |
139-14 |
2-16 |
1.8% |
0-31 |
0.7% |
38% |
False |
True |
300,466 |
| 10 |
141-30 |
139-11 |
2-19 |
1.8% |
0-28 |
0.6% |
40% |
False |
False |
335,428 |
| 20 |
141-30 |
138-06 |
3-24 |
2.7% |
0-30 |
0.7% |
58% |
False |
False |
346,941 |
| 40 |
141-30 |
136-09 |
5-21 |
4.0% |
0-30 |
0.7% |
72% |
False |
False |
336,417 |
| 60 |
141-30 |
134-11 |
7-19 |
5.4% |
0-31 |
0.7% |
79% |
False |
False |
324,865 |
| 80 |
141-30 |
134-11 |
7-19 |
5.4% |
0-31 |
0.7% |
79% |
False |
False |
289,444 |
| 100 |
141-30 |
132-24 |
9-06 |
6.5% |
0-29 |
0.7% |
83% |
False |
False |
231,729 |
| 120 |
141-30 |
130-23 |
11-07 |
8.0% |
0-26 |
0.6% |
86% |
False |
False |
193,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-22 |
|
2.618 |
143-23 |
|
1.618 |
142-17 |
|
1.000 |
141-26 |
|
0.618 |
141-11 |
|
HIGH |
140-20 |
|
0.618 |
140-05 |
|
0.500 |
140-01 |
|
0.382 |
139-29 |
|
LOW |
139-14 |
|
0.618 |
138-23 |
|
1.000 |
138-08 |
|
1.618 |
137-17 |
|
2.618 |
136-11 |
|
4.250 |
134-12 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-08 |
140-22 |
| PP |
140-05 |
140-18 |
| S1 |
140-01 |
140-15 |
|