ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
140-04 |
140-15 |
0-11 |
0.2% |
140-11 |
| High |
140-20 |
140-24 |
0-04 |
0.1% |
141-30 |
| Low |
139-14 |
139-17 |
0-03 |
0.1% |
140-11 |
| Close |
140-12 |
139-20 |
-0-24 |
-0.5% |
141-17 |
| Range |
1-06 |
1-07 |
0-01 |
2.6% |
1-19 |
| ATR |
0-31 |
0-31 |
0-01 |
2.0% |
0-00 |
| Volume |
36,889 |
41,915 |
5,026 |
13.6% |
2,235,702 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-20 |
142-27 |
140-09 |
|
| R3 |
142-13 |
141-20 |
139-31 |
|
| R2 |
141-06 |
141-06 |
139-27 |
|
| R1 |
140-13 |
140-13 |
139-24 |
140-06 |
| PP |
139-31 |
139-31 |
139-31 |
139-28 |
| S1 |
139-06 |
139-06 |
139-16 |
138-31 |
| S2 |
138-24 |
138-24 |
139-13 |
|
| S3 |
137-17 |
137-31 |
139-09 |
|
| S4 |
136-10 |
136-24 |
138-31 |
|
|
| 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% |
1-01 |
0.7% |
8% |
False |
False |
171,322 |
| 10 |
141-30 |
139-12 |
2-18 |
1.8% |
0-30 |
0.7% |
10% |
False |
False |
310,246 |
| 20 |
141-30 |
138-12 |
3-18 |
2.6% |
0-31 |
0.7% |
35% |
False |
False |
331,259 |
| 40 |
141-30 |
136-14 |
5-16 |
3.9% |
0-30 |
0.7% |
58% |
False |
False |
329,084 |
| 60 |
141-30 |
134-11 |
7-19 |
5.4% |
0-31 |
0.7% |
70% |
False |
False |
321,145 |
| 80 |
141-30 |
134-11 |
7-19 |
5.4% |
0-31 |
0.7% |
70% |
False |
False |
289,954 |
| 100 |
141-30 |
132-24 |
9-06 |
6.6% |
0-30 |
0.7% |
75% |
False |
False |
232,148 |
| 120 |
141-30 |
130-23 |
11-07 |
8.0% |
0-26 |
0.6% |
79% |
False |
False |
193,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-30 |
|
2.618 |
143-30 |
|
1.618 |
142-23 |
|
1.000 |
141-31 |
|
0.618 |
141-16 |
|
HIGH |
140-24 |
|
0.618 |
140-09 |
|
0.500 |
140-04 |
|
0.382 |
140-00 |
|
LOW |
139-17 |
|
0.618 |
138-25 |
|
1.000 |
138-10 |
|
1.618 |
137-18 |
|
2.618 |
136-11 |
|
4.250 |
134-11 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-04 |
140-16 |
| PP |
139-31 |
140-07 |
| S1 |
139-26 |
139-29 |
|