ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 09-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
134-11 |
135-04 |
0-25 |
0.6% |
135-22 |
High |
135-10 |
135-16 |
0-06 |
0.1% |
135-24 |
Low |
134-11 |
134-28 |
0-17 |
0.4% |
133-01 |
Close |
135-05 |
135-16 |
0-11 |
0.3% |
133-17 |
Range |
0-31 |
0-20 |
-0-11 |
-35.5% |
2-23 |
ATR |
0-19 |
0-19 |
0-00 |
0.3% |
0-00 |
Volume |
66 |
126 |
60 |
90.9% |
89 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-05 |
136-31 |
135-27 |
|
R3 |
136-17 |
136-11 |
135-22 |
|
R2 |
135-29 |
135-29 |
135-20 |
|
R1 |
135-23 |
135-23 |
135-18 |
135-26 |
PP |
135-09 |
135-09 |
135-09 |
135-11 |
S1 |
135-03 |
135-03 |
135-14 |
135-06 |
S2 |
134-21 |
134-21 |
135-12 |
|
S3 |
134-01 |
134-15 |
135-10 |
|
S4 |
133-13 |
133-27 |
135-05 |
|
|
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 |
138-05 |
2.618 |
137-04 |
1.618 |
136-16 |
1.000 |
136-04 |
0.618 |
135-28 |
HIGH |
135-16 |
0.618 |
135-08 |
0.500 |
135-06 |
0.382 |
135-04 |
LOW |
134-28 |
0.618 |
134-16 |
1.000 |
134-08 |
1.618 |
133-28 |
2.618 |
133-08 |
4.250 |
132-07 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
135-13 |
135-08 |
PP |
135-09 |
135-00 |
S1 |
135-06 |
134-24 |
|