ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
139-12 |
139-09 |
-0-03 |
-0.1% |
141-17 |
| High |
139-14 |
139-11 |
-0-03 |
-0.1% |
141-18 |
| Low |
138-29 |
138-17 |
-0-12 |
-0.3% |
139-09 |
| Close |
139-05 |
138-20 |
-0-17 |
-0.4% |
139-12 |
| Range |
0-17 |
0-26 |
0-09 |
52.9% |
2-09 |
| ATR |
0-31 |
0-30 |
0-00 |
-1.1% |
0-00 |
| Volume |
11,389 |
3,040 |
-8,349 |
-73.3% |
166,450 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-09 |
140-24 |
139-02 |
|
| R3 |
140-15 |
139-30 |
138-27 |
|
| R2 |
139-21 |
139-21 |
138-25 |
|
| R1 |
139-04 |
139-04 |
138-22 |
139-00 |
| PP |
138-27 |
138-27 |
138-27 |
138-24 |
| S1 |
138-10 |
138-10 |
138-18 |
138-06 |
| S2 |
138-01 |
138-01 |
138-15 |
|
| S3 |
137-07 |
137-16 |
138-13 |
|
| S4 |
136-13 |
136-22 |
138-06 |
|
|
| 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 |
140-24 |
138-17 |
2-07 |
1.6% |
0-30 |
0.7% |
4% |
False |
True |
14,373 |
| 10 |
141-30 |
138-17 |
3-13 |
2.5% |
0-31 |
0.7% |
3% |
False |
True |
157,419 |
| 20 |
141-30 |
138-16 |
3-14 |
2.5% |
0-31 |
0.7% |
4% |
False |
False |
263,470 |
| 40 |
141-30 |
136-14 |
5-16 |
4.0% |
0-31 |
0.7% |
40% |
False |
False |
300,409 |
| 60 |
141-30 |
134-11 |
7-19 |
5.5% |
0-31 |
0.7% |
56% |
False |
False |
299,368 |
| 80 |
141-30 |
134-11 |
7-19 |
5.5% |
0-31 |
0.7% |
56% |
False |
False |
290,216 |
| 100 |
141-30 |
132-24 |
9-06 |
6.6% |
0-30 |
0.7% |
64% |
False |
False |
232,438 |
| 120 |
141-30 |
131-00 |
10-30 |
7.9% |
0-27 |
0.6% |
70% |
False |
False |
193,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-26 |
|
2.618 |
141-15 |
|
1.618 |
140-21 |
|
1.000 |
140-05 |
|
0.618 |
139-27 |
|
HIGH |
139-11 |
|
0.618 |
139-01 |
|
0.500 |
138-30 |
|
0.382 |
138-27 |
|
LOW |
138-17 |
|
0.618 |
138-01 |
|
1.000 |
137-23 |
|
1.618 |
137-07 |
|
2.618 |
136-13 |
|
4.250 |
135-02 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-30 |
139-10 |
| PP |
138-27 |
139-03 |
| S1 |
138-23 |
138-28 |
|