ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 01-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
135-22 |
135-04 |
-0-18 |
-0.4% |
134-01 |
High |
135-24 |
135-04 |
-0-20 |
-0.5% |
135-28 |
Low |
135-16 |
134-29 |
-0-19 |
-0.4% |
134-01 |
Close |
135-24 |
134-29 |
-0-27 |
-0.6% |
135-15 |
Range |
0-08 |
0-07 |
-0-01 |
-12.5% |
1-27 |
ATR |
0-14 |
0-15 |
0-01 |
6.4% |
0-00 |
Volume |
47 |
5 |
-42 |
-89.4% |
17 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-20 |
135-16 |
135-01 |
|
R3 |
135-13 |
135-09 |
134-31 |
|
R2 |
135-06 |
135-06 |
134-30 |
|
R1 |
135-02 |
135-02 |
134-30 |
135-00 |
PP |
134-31 |
134-31 |
134-31 |
134-31 |
S1 |
134-27 |
134-27 |
134-28 |
134-26 |
S2 |
134-24 |
134-24 |
134-28 |
|
S3 |
134-17 |
134-20 |
134-27 |
|
S4 |
134-10 |
134-13 |
134-25 |
|
|
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 |
136-02 |
2.618 |
135-22 |
1.618 |
135-15 |
1.000 |
135-11 |
0.618 |
135-08 |
HIGH |
135-04 |
0.618 |
135-01 |
0.500 |
135-00 |
0.382 |
135-00 |
LOW |
134-29 |
0.618 |
134-25 |
1.000 |
134-22 |
1.618 |
134-18 |
2.618 |
134-11 |
4.250 |
133-31 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
135-00 |
135-12 |
PP |
134-31 |
135-07 |
S1 |
134-30 |
135-02 |
|