ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
135-04 |
134-14 |
-0-22 |
-0.5% |
134-01 |
| High |
135-04 |
134-14 |
-0-22 |
-0.5% |
135-28 |
| Low |
134-29 |
133-25 |
-1-04 |
-0.8% |
134-01 |
| Close |
134-29 |
133-25 |
-1-04 |
-0.8% |
135-15 |
| Range |
0-07 |
0-21 |
0-14 |
200.0% |
1-27 |
| ATR |
0-15 |
0-17 |
0-01 |
9.8% |
0-00 |
| Volume |
5 |
2 |
-3 |
-60.0% |
17 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-31 |
135-17 |
134-05 |
|
| R3 |
135-10 |
134-28 |
133-31 |
|
| R2 |
134-21 |
134-21 |
133-29 |
|
| R1 |
134-07 |
134-07 |
133-27 |
134-04 |
| PP |
134-00 |
134-00 |
134-00 |
133-30 |
| S1 |
133-18 |
133-18 |
133-23 |
133-14 |
| S2 |
133-11 |
133-11 |
133-21 |
|
| S3 |
132-22 |
132-29 |
133-19 |
|
| S4 |
132-01 |
132-08 |
133-13 |
|
|
| 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 |
137-07 |
|
2.618 |
136-05 |
|
1.618 |
135-16 |
|
1.000 |
135-03 |
|
0.618 |
134-27 |
|
HIGH |
134-14 |
|
0.618 |
134-06 |
|
0.500 |
134-04 |
|
0.382 |
134-01 |
|
LOW |
133-25 |
|
0.618 |
133-12 |
|
1.000 |
133-04 |
|
1.618 |
132-23 |
|
2.618 |
132-02 |
|
4.250 |
131-00 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-04 |
134-24 |
| PP |
134-00 |
134-14 |
| S1 |
133-28 |
134-04 |
|