ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
135-21 |
135-27 |
0-06 |
0.1% |
133-31 |
High |
135-25 |
137-02 |
1-09 |
0.9% |
136-05 |
Low |
135-09 |
135-27 |
0-18 |
0.4% |
133-31 |
Close |
135-23 |
136-22 |
0-31 |
0.7% |
135-29 |
Range |
0-16 |
1-07 |
0-23 |
143.8% |
2-06 |
ATR |
0-19 |
0-21 |
0-02 |
8.9% |
0-00 |
Volume |
191 |
826 |
635 |
332.5% |
281 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-06 |
139-21 |
137-11 |
|
R3 |
138-31 |
138-14 |
137-01 |
|
R2 |
137-24 |
137-24 |
136-29 |
|
R1 |
137-07 |
137-07 |
136-26 |
137-16 |
PP |
136-17 |
136-17 |
136-17 |
136-21 |
S1 |
136-00 |
136-00 |
136-18 |
136-08 |
S2 |
135-10 |
135-10 |
136-15 |
|
S3 |
134-03 |
134-25 |
136-11 |
|
S4 |
132-28 |
133-18 |
136-01 |
|
|
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 |
142-08 |
2.618 |
140-08 |
1.618 |
139-01 |
1.000 |
138-09 |
0.618 |
137-26 |
HIGH |
137-02 |
0.618 |
136-19 |
0.500 |
136-14 |
0.382 |
136-10 |
LOW |
135-27 |
0.618 |
135-03 |
1.000 |
134-20 |
1.618 |
133-28 |
2.618 |
132-21 |
4.250 |
130-21 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
136-20 |
136-15 |
PP |
136-17 |
136-09 |
S1 |
136-14 |
136-02 |
|