ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
137-04 |
136-30 |
-0-06 |
-0.1% |
135-28 |
| High |
137-12 |
137-05 |
-0-07 |
-0.2% |
137-07 |
| Low |
137-01 |
136-07 |
-0-26 |
-0.6% |
135-02 |
| Close |
137-04 |
136-13 |
-0-23 |
-0.5% |
136-20 |
| Range |
0-11 |
0-30 |
0-19 |
172.7% |
2-05 |
| ATR |
0-21 |
0-21 |
0-01 |
3.2% |
0-00 |
| Volume |
369 |
342 |
-27 |
-7.3% |
1,369 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-13 |
138-27 |
136-30 |
|
| R3 |
138-15 |
137-29 |
136-21 |
|
| R2 |
137-17 |
137-17 |
136-18 |
|
| R1 |
136-31 |
136-31 |
136-16 |
136-25 |
| PP |
136-19 |
136-19 |
136-19 |
136-16 |
| S1 |
136-01 |
136-01 |
136-10 |
135-27 |
| S2 |
135-21 |
135-21 |
136-08 |
|
| S3 |
134-23 |
135-03 |
136-05 |
|
| S4 |
133-25 |
134-05 |
135-28 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-25 |
141-27 |
137-26 |
|
| R3 |
140-20 |
139-22 |
137-07 |
|
| R2 |
138-15 |
138-15 |
137-01 |
|
| R1 |
137-17 |
137-17 |
136-26 |
138-00 |
| PP |
136-10 |
136-10 |
136-10 |
136-17 |
| S1 |
135-12 |
135-12 |
136-14 |
135-27 |
| S2 |
134-05 |
134-05 |
136-07 |
|
| S3 |
132-00 |
133-07 |
136-01 |
|
| S4 |
129-27 |
131-02 |
135-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-04 |
|
2.618 |
139-20 |
|
1.618 |
138-22 |
|
1.000 |
138-03 |
|
0.618 |
137-24 |
|
HIGH |
137-05 |
|
0.618 |
136-26 |
|
0.500 |
136-22 |
|
0.382 |
136-18 |
|
LOW |
136-07 |
|
0.618 |
135-20 |
|
1.000 |
135-09 |
|
1.618 |
134-22 |
|
2.618 |
133-24 |
|
4.250 |
132-08 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-22 |
136-26 |
| PP |
136-19 |
136-21 |
| S1 |
136-16 |
136-17 |
|