ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
135-14 |
135-22 |
0-08 |
0.2% |
134-01 |
| High |
135-28 |
135-24 |
-0-04 |
-0.1% |
135-28 |
| Low |
135-14 |
135-16 |
0-02 |
0.0% |
134-01 |
| Close |
135-15 |
135-24 |
0-09 |
0.2% |
135-15 |
| Range |
0-14 |
0-08 |
-0-06 |
-42.9% |
1-27 |
| ATR |
0-15 |
0-14 |
0-00 |
-2.8% |
0-00 |
| Volume |
11 |
47 |
36 |
327.3% |
17 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-13 |
136-11 |
135-28 |
|
| R3 |
136-05 |
136-03 |
135-26 |
|
| R2 |
135-29 |
135-29 |
135-25 |
|
| R1 |
135-27 |
135-27 |
135-25 |
135-28 |
| PP |
135-21 |
135-21 |
135-21 |
135-22 |
| S1 |
135-19 |
135-19 |
135-23 |
135-20 |
| S2 |
135-13 |
135-13 |
135-23 |
|
| S3 |
135-05 |
135-11 |
135-22 |
|
| S4 |
134-29 |
135-03 |
135-20 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-21 |
139-29 |
136-15 |
|
| R3 |
138-26 |
138-02 |
135-31 |
|
| R2 |
136-31 |
136-31 |
135-26 |
|
| R1 |
136-07 |
136-07 |
135-20 |
136-19 |
| PP |
135-04 |
135-04 |
135-04 |
135-10 |
| S1 |
134-12 |
134-12 |
135-10 |
134-24 |
| S2 |
133-09 |
133-09 |
135-04 |
|
| S3 |
131-14 |
132-17 |
134-31 |
|
| S4 |
129-19 |
130-22 |
134-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-26 |
|
2.618 |
136-13 |
|
1.618 |
136-05 |
|
1.000 |
136-00 |
|
0.618 |
135-29 |
|
HIGH |
135-24 |
|
0.618 |
135-21 |
|
0.500 |
135-20 |
|
0.382 |
135-19 |
|
LOW |
135-16 |
|
0.618 |
135-11 |
|
1.000 |
135-08 |
|
1.618 |
135-03 |
|
2.618 |
134-27 |
|
4.250 |
134-14 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-23 |
135-22 |
| PP |
135-21 |
135-20 |
| S1 |
135-20 |
135-18 |
|