ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 25-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
136-30 |
136-14 |
-0-16 |
-0.4% |
136-22 |
High |
137-05 |
137-09 |
0-04 |
0.1% |
137-12 |
Low |
136-07 |
136-14 |
0-07 |
0.2% |
136-07 |
Close |
136-13 |
137-06 |
0-25 |
0.6% |
137-06 |
Range |
0-30 |
0-27 |
-0-03 |
-10.0% |
1-05 |
ATR |
0-21 |
0-22 |
0-00 |
2.2% |
0-00 |
Volume |
342 |
497 |
155 |
45.3% |
2,003 |
|
Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-16 |
139-06 |
137-21 |
|
R3 |
138-21 |
138-11 |
137-13 |
|
R2 |
137-26 |
137-26 |
137-11 |
|
R1 |
137-16 |
137-16 |
137-08 |
137-21 |
PP |
136-31 |
136-31 |
136-31 |
137-02 |
S1 |
136-21 |
136-21 |
137-04 |
136-26 |
S2 |
136-04 |
136-04 |
137-01 |
|
S3 |
135-09 |
135-26 |
136-31 |
|
S4 |
134-14 |
134-31 |
136-23 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-13 |
139-30 |
137-26 |
|
R3 |
139-08 |
138-25 |
137-16 |
|
R2 |
138-03 |
138-03 |
137-13 |
|
R1 |
137-20 |
137-20 |
137-09 |
137-28 |
PP |
136-30 |
136-30 |
136-30 |
137-01 |
S1 |
136-15 |
136-15 |
137-03 |
136-22 |
S2 |
135-25 |
135-25 |
136-31 |
|
S3 |
134-20 |
135-10 |
136-28 |
|
S4 |
133-15 |
134-05 |
136-18 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-28 |
2.618 |
139-16 |
1.618 |
138-21 |
1.000 |
138-04 |
0.618 |
137-26 |
HIGH |
137-09 |
0.618 |
136-31 |
0.500 |
136-28 |
0.382 |
136-24 |
LOW |
136-14 |
0.618 |
135-29 |
1.000 |
135-19 |
1.618 |
135-02 |
2.618 |
134-07 |
4.250 |
132-27 |
|
|
Fisher Pivots for day following 25-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
137-02 |
137-02 |
PP |
136-31 |
136-30 |
S1 |
136-28 |
136-26 |
|