ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
135-28 |
135-14 |
-0-14 |
-0.3% |
133-31 |
| High |
135-28 |
135-27 |
-0-01 |
0.0% |
136-05 |
| Low |
135-14 |
135-02 |
-0-12 |
-0.3% |
133-31 |
| Close |
135-14 |
135-16 |
0-02 |
0.0% |
135-29 |
| Range |
0-14 |
0-25 |
0-11 |
78.6% |
2-06 |
| ATR |
0-19 |
0-19 |
0-00 |
2.2% |
0-00 |
| Volume |
134 |
109 |
-25 |
-18.7% |
281 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-26 |
137-14 |
135-30 |
|
| R3 |
137-01 |
136-21 |
135-23 |
|
| R2 |
136-08 |
136-08 |
135-21 |
|
| R1 |
135-28 |
135-28 |
135-18 |
136-02 |
| PP |
135-15 |
135-15 |
135-15 |
135-18 |
| S1 |
135-03 |
135-03 |
135-14 |
135-09 |
| S2 |
134-22 |
134-22 |
135-11 |
|
| S3 |
133-29 |
134-10 |
135-09 |
|
| S4 |
133-04 |
133-17 |
135-02 |
|
|
| 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 |
139-05 |
|
2.618 |
137-28 |
|
1.618 |
137-03 |
|
1.000 |
136-20 |
|
0.618 |
136-10 |
|
HIGH |
135-27 |
|
0.618 |
135-17 |
|
0.500 |
135-14 |
|
0.382 |
135-12 |
|
LOW |
135-02 |
|
0.618 |
134-19 |
|
1.000 |
134-09 |
|
1.618 |
133-26 |
|
2.618 |
133-01 |
|
4.250 |
131-24 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-16 |
135-18 |
| PP |
135-15 |
135-18 |
| S1 |
135-14 |
135-17 |
|