ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
133-01 |
133-31 |
0-30 |
0.7% |
135-22 |
| High |
133-20 |
134-13 |
0-25 |
0.6% |
135-24 |
| Low |
133-01 |
133-31 |
0-30 |
0.7% |
133-01 |
| Close |
133-17 |
134-08 |
0-23 |
0.5% |
133-17 |
| Range |
0-19 |
0-14 |
-0-05 |
-26.3% |
2-23 |
| ATR |
0-17 |
0-18 |
0-01 |
4.5% |
0-00 |
| Volume |
35 |
10 |
-25 |
-71.4% |
89 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-17 |
135-10 |
134-16 |
|
| R3 |
135-03 |
134-28 |
134-12 |
|
| R2 |
134-21 |
134-21 |
134-11 |
|
| R1 |
134-14 |
134-14 |
134-09 |
134-18 |
| PP |
134-07 |
134-07 |
134-07 |
134-08 |
| S1 |
134-00 |
134-00 |
134-07 |
134-04 |
| S2 |
133-25 |
133-25 |
134-05 |
|
| S3 |
133-11 |
133-18 |
134-04 |
|
| S4 |
132-29 |
133-04 |
134-00 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-08 |
140-20 |
135-01 |
|
| R3 |
139-17 |
137-29 |
134-09 |
|
| R2 |
136-26 |
136-26 |
134-01 |
|
| R1 |
135-06 |
135-06 |
133-25 |
134-20 |
| PP |
134-03 |
134-03 |
134-03 |
133-27 |
| S1 |
132-15 |
132-15 |
133-09 |
131-30 |
| S2 |
131-12 |
131-12 |
133-01 |
|
| S3 |
128-21 |
129-24 |
132-25 |
|
| S4 |
125-30 |
127-01 |
132-01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-08 |
|
2.618 |
135-18 |
|
1.618 |
135-04 |
|
1.000 |
134-27 |
|
0.618 |
134-22 |
|
HIGH |
134-13 |
|
0.618 |
134-08 |
|
0.500 |
134-06 |
|
0.382 |
134-04 |
|
LOW |
133-31 |
|
0.618 |
133-22 |
|
1.000 |
133-17 |
|
1.618 |
133-08 |
|
2.618 |
132-26 |
|
4.250 |
132-04 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-07 |
134-02 |
| PP |
134-07 |
133-29 |
| S1 |
134-06 |
133-24 |
|