ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
140-15 |
139-22 |
-0-25 |
-0.6% |
141-17 |
| High |
140-24 |
140-17 |
-0-07 |
-0.2% |
141-18 |
| Low |
139-17 |
139-09 |
-0-08 |
-0.2% |
139-09 |
| Close |
139-20 |
139-12 |
-0-08 |
-0.2% |
139-12 |
| Range |
1-07 |
1-08 |
0-01 |
2.6% |
2-09 |
| ATR |
0-31 |
1-00 |
0-01 |
2.0% |
0-00 |
| Volume |
41,915 |
10,222 |
-31,693 |
-75.6% |
166,450 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-15 |
142-22 |
140-02 |
|
| R3 |
142-07 |
141-14 |
139-23 |
|
| R2 |
140-31 |
140-31 |
139-19 |
|
| R1 |
140-06 |
140-06 |
139-16 |
139-30 |
| PP |
139-23 |
139-23 |
139-23 |
139-20 |
| S1 |
138-30 |
138-30 |
139-08 |
138-22 |
| S2 |
138-15 |
138-15 |
139-05 |
|
| S3 |
137-07 |
137-22 |
139-01 |
|
| S4 |
135-31 |
136-14 |
138-22 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-29 |
145-14 |
140-20 |
|
| R3 |
144-20 |
143-05 |
140-00 |
|
| R2 |
142-11 |
142-11 |
139-25 |
|
| R1 |
140-28 |
140-28 |
139-19 |
140-15 |
| PP |
140-02 |
140-02 |
140-02 |
139-28 |
| S1 |
138-19 |
138-19 |
139-05 |
138-06 |
| S2 |
137-25 |
137-25 |
138-31 |
|
| S3 |
135-16 |
136-10 |
138-24 |
|
| S4 |
133-07 |
134-01 |
138-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-29 |
139-09 |
2-20 |
1.9% |
1-05 |
0.8% |
4% |
False |
True |
50,644 |
| 10 |
141-30 |
139-09 |
2-21 |
1.9% |
0-31 |
0.7% |
4% |
False |
True |
278,903 |
| 20 |
141-30 |
138-16 |
3-14 |
2.5% |
0-31 |
0.7% |
25% |
False |
False |
313,584 |
| 40 |
141-30 |
136-14 |
5-16 |
3.9% |
0-31 |
0.7% |
53% |
False |
False |
318,836 |
| 60 |
141-30 |
134-11 |
7-19 |
5.4% |
0-31 |
0.7% |
66% |
False |
False |
316,348 |
| 80 |
141-30 |
134-11 |
7-19 |
5.4% |
0-31 |
0.7% |
66% |
False |
False |
290,059 |
| 100 |
141-30 |
132-24 |
9-06 |
6.6% |
0-30 |
0.7% |
72% |
False |
False |
232,249 |
| 120 |
141-30 |
130-23 |
11-07 |
8.0% |
0-26 |
0.6% |
77% |
False |
False |
193,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-27 |
|
2.618 |
143-26 |
|
1.618 |
142-18 |
|
1.000 |
141-25 |
|
0.618 |
141-10 |
|
HIGH |
140-17 |
|
0.618 |
140-02 |
|
0.500 |
139-29 |
|
0.382 |
139-24 |
|
LOW |
139-09 |
|
0.618 |
138-16 |
|
1.000 |
138-01 |
|
1.618 |
137-08 |
|
2.618 |
136-00 |
|
4.250 |
133-31 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-29 |
140-00 |
| PP |
139-23 |
139-26 |
| S1 |
139-18 |
139-19 |
|