ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
133-31 |
134-11 |
0-12 |
0.3% |
135-22 |
| High |
134-13 |
135-10 |
0-29 |
0.7% |
135-24 |
| Low |
133-31 |
134-11 |
0-12 |
0.3% |
133-01 |
| Close |
134-08 |
135-05 |
0-29 |
0.7% |
133-17 |
| Range |
0-14 |
0-31 |
0-17 |
121.4% |
2-23 |
| ATR |
0-18 |
0-19 |
0-01 |
6.4% |
0-00 |
| Volume |
10 |
66 |
56 |
560.0% |
89 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-27 |
137-15 |
135-22 |
|
| R3 |
136-28 |
136-16 |
135-14 |
|
| R2 |
135-29 |
135-29 |
135-11 |
|
| R1 |
135-17 |
135-17 |
135-08 |
135-23 |
| PP |
134-30 |
134-30 |
134-30 |
135-01 |
| S1 |
134-18 |
134-18 |
135-02 |
134-24 |
| S2 |
133-31 |
133-31 |
134-31 |
|
| S3 |
133-00 |
133-19 |
134-28 |
|
| S4 |
132-01 |
132-20 |
134-20 |
|
|
| 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 |
139-14 |
|
2.618 |
137-27 |
|
1.618 |
136-28 |
|
1.000 |
136-09 |
|
0.618 |
135-29 |
|
HIGH |
135-10 |
|
0.618 |
134-30 |
|
0.500 |
134-26 |
|
0.382 |
134-23 |
|
LOW |
134-11 |
|
0.618 |
133-24 |
|
1.000 |
133-12 |
|
1.618 |
132-25 |
|
2.618 |
131-26 |
|
4.250 |
130-07 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-02 |
134-26 |
| PP |
134-30 |
134-16 |
| S1 |
134-26 |
134-06 |
|