ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
137-05 |
137-04 |
-0-01 |
0.0% |
137-15 |
High |
137-21 |
137-29 |
0-08 |
0.2% |
138-04 |
Low |
136-31 |
136-28 |
-0-03 |
-0.1% |
136-28 |
Close |
137-05 |
137-29 |
0-24 |
0.5% |
137-29 |
Range |
0-22 |
1-01 |
0-11 |
50.0% |
1-08 |
ATR |
0-29 |
0-30 |
0-00 |
0.9% |
0-00 |
Volume |
4,876 |
572 |
-4,304 |
-88.3% |
23,263 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-21 |
140-10 |
138-15 |
|
R3 |
139-20 |
139-09 |
138-06 |
|
R2 |
138-19 |
138-19 |
138-03 |
|
R1 |
138-08 |
138-08 |
138-00 |
138-14 |
PP |
137-18 |
137-18 |
137-18 |
137-21 |
S1 |
137-07 |
137-07 |
137-26 |
137-12 |
S2 |
136-17 |
136-17 |
137-23 |
|
S3 |
135-16 |
136-06 |
137-20 |
|
S4 |
134-15 |
135-05 |
137-11 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-12 |
140-29 |
138-19 |
|
R3 |
140-04 |
139-21 |
138-08 |
|
R2 |
138-28 |
138-28 |
138-04 |
|
R1 |
138-13 |
138-13 |
138-01 |
138-20 |
PP |
137-20 |
137-20 |
137-20 |
137-24 |
S1 |
137-05 |
137-05 |
137-25 |
137-12 |
S2 |
136-12 |
136-12 |
137-22 |
|
S3 |
135-04 |
135-29 |
137-18 |
|
S4 |
133-28 |
134-21 |
137-07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-04 |
136-28 |
1-08 |
0.9% |
0-26 |
0.6% |
83% |
False |
True |
4,652 |
10 |
140-04 |
136-28 |
3-08 |
2.4% |
0-26 |
0.6% |
32% |
False |
True |
6,030 |
20 |
141-30 |
136-28 |
5-02 |
3.7% |
0-28 |
0.6% |
20% |
False |
True |
142,467 |
40 |
141-30 |
136-14 |
5-16 |
4.0% |
0-31 |
0.7% |
27% |
False |
False |
253,287 |
60 |
141-30 |
134-11 |
7-19 |
5.5% |
0-30 |
0.7% |
47% |
False |
False |
262,478 |
80 |
141-30 |
134-11 |
7-19 |
5.5% |
0-30 |
0.7% |
47% |
False |
False |
282,606 |
100 |
141-30 |
133-07 |
8-23 |
6.3% |
0-30 |
0.7% |
54% |
False |
False |
232,824 |
120 |
141-30 |
131-00 |
10-30 |
7.9% |
0-28 |
0.6% |
63% |
False |
False |
194,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-09 |
2.618 |
140-19 |
1.618 |
139-18 |
1.000 |
138-30 |
0.618 |
138-17 |
HIGH |
137-29 |
0.618 |
137-16 |
0.500 |
137-12 |
0.382 |
137-09 |
LOW |
136-28 |
0.618 |
136-08 |
1.000 |
135-27 |
1.618 |
135-07 |
2.618 |
134-06 |
4.250 |
132-16 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
137-24 |
137-24 |
PP |
137-18 |
137-19 |
S1 |
137-12 |
137-14 |
|