ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
135-11 |
135-23 |
0-12 |
0.3% |
133-31 |
High |
136-05 |
136-03 |
-0-02 |
0.0% |
136-05 |
Low |
135-11 |
135-21 |
0-10 |
0.2% |
133-31 |
Close |
135-20 |
135-29 |
0-09 |
0.2% |
135-29 |
Range |
0-26 |
0-14 |
-0-12 |
-46.2% |
2-06 |
ATR |
0-20 |
0-19 |
0-00 |
-1.7% |
0-00 |
Volume |
21 |
58 |
37 |
176.2% |
281 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-06 |
137-00 |
136-05 |
|
R3 |
136-24 |
136-18 |
136-01 |
|
R2 |
136-10 |
136-10 |
136-00 |
|
R1 |
136-04 |
136-04 |
135-30 |
136-07 |
PP |
135-28 |
135-28 |
135-28 |
135-30 |
S1 |
135-22 |
135-22 |
135-28 |
135-25 |
S2 |
135-14 |
135-14 |
135-26 |
|
S3 |
135-00 |
135-08 |
135-25 |
|
S4 |
134-18 |
134-26 |
135-21 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-29 |
141-03 |
137-04 |
|
R3 |
139-23 |
138-29 |
136-16 |
|
R2 |
137-17 |
137-17 |
136-10 |
|
R1 |
136-23 |
136-23 |
136-03 |
137-04 |
PP |
135-11 |
135-11 |
135-11 |
135-18 |
S1 |
134-17 |
134-17 |
135-23 |
134-30 |
S2 |
133-05 |
133-05 |
135-16 |
|
S3 |
130-31 |
132-11 |
135-10 |
|
S4 |
128-25 |
130-05 |
134-22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-30 |
2.618 |
137-08 |
1.618 |
136-26 |
1.000 |
136-17 |
0.618 |
136-12 |
HIGH |
136-03 |
0.618 |
135-30 |
0.500 |
135-28 |
0.382 |
135-26 |
LOW |
135-21 |
0.618 |
135-12 |
1.000 |
135-07 |
1.618 |
134-30 |
2.618 |
134-16 |
4.250 |
133-26 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
135-29 |
135-25 |
PP |
135-28 |
135-21 |
S1 |
135-28 |
135-16 |
|