ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
137-04 |
136-29 |
-0-07 |
-0.2% |
136-22 |
| High |
137-09 |
137-19 |
0-10 |
0.2% |
137-12 |
| Low |
136-25 |
136-29 |
0-04 |
0.1% |
136-07 |
| Close |
136-26 |
137-15 |
0-21 |
0.5% |
137-06 |
| Range |
0-16 |
0-22 |
0-06 |
37.5% |
1-05 |
| ATR |
0-21 |
0-22 |
0-00 |
1.2% |
0-00 |
| Volume |
329 |
488 |
159 |
48.3% |
2,003 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-12 |
139-04 |
137-27 |
|
| R3 |
138-22 |
138-14 |
137-21 |
|
| R2 |
138-00 |
138-00 |
137-19 |
|
| R1 |
137-24 |
137-24 |
137-17 |
137-28 |
| PP |
137-10 |
137-10 |
137-10 |
137-12 |
| S1 |
137-02 |
137-02 |
137-13 |
137-06 |
| S2 |
136-20 |
136-20 |
137-11 |
|
| S3 |
135-30 |
136-12 |
137-09 |
|
| S4 |
135-08 |
135-22 |
137-03 |
|
|
| 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 |
140-16 |
|
2.618 |
139-13 |
|
1.618 |
138-23 |
|
1.000 |
138-09 |
|
0.618 |
138-01 |
|
HIGH |
137-19 |
|
0.618 |
137-11 |
|
0.500 |
137-08 |
|
0.382 |
137-05 |
|
LOW |
136-29 |
|
0.618 |
136-15 |
|
1.000 |
136-07 |
|
1.618 |
135-25 |
|
2.618 |
135-03 |
|
4.250 |
134-00 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-13 |
137-10 |
| PP |
137-10 |
137-05 |
| S1 |
137-08 |
137-00 |
|