ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 28-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
136-14 |
137-04 |
0-22 |
0.5% |
136-22 |
High |
137-09 |
137-09 |
0-00 |
0.0% |
137-12 |
Low |
136-14 |
136-25 |
0-11 |
0.3% |
136-07 |
Close |
137-06 |
136-26 |
-0-12 |
-0.3% |
137-06 |
Range |
0-27 |
0-16 |
-0-11 |
-40.7% |
1-05 |
ATR |
0-22 |
0-21 |
0-00 |
-1.9% |
0-00 |
Volume |
497 |
329 |
-168 |
-33.8% |
2,003 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-15 |
138-04 |
137-03 |
|
R3 |
137-31 |
137-20 |
136-30 |
|
R2 |
137-15 |
137-15 |
136-29 |
|
R1 |
137-04 |
137-04 |
136-27 |
137-02 |
PP |
136-31 |
136-31 |
136-31 |
136-29 |
S1 |
136-20 |
136-20 |
136-25 |
136-18 |
S2 |
136-15 |
136-15 |
136-23 |
|
S3 |
135-31 |
136-04 |
136-22 |
|
S4 |
135-15 |
135-20 |
136-17 |
|
|
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 |
139-13 |
2.618 |
138-19 |
1.618 |
138-03 |
1.000 |
137-25 |
0.618 |
137-19 |
HIGH |
137-09 |
0.618 |
137-03 |
0.500 |
137-01 |
0.382 |
136-31 |
LOW |
136-25 |
0.618 |
136-15 |
1.000 |
136-09 |
1.618 |
135-31 |
2.618 |
135-15 |
4.250 |
134-21 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
137-01 |
136-25 |
PP |
136-31 |
136-25 |
S1 |
136-28 |
136-24 |
|