ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
136-29 |
137-18 |
0-21 |
0.5% |
136-22 |
| High |
137-19 |
137-19 |
0-00 |
0.0% |
137-12 |
| Low |
136-29 |
135-28 |
-1-01 |
-0.8% |
136-07 |
| Close |
137-15 |
136-01 |
-1-14 |
-1.0% |
137-06 |
| Range |
0-22 |
1-23 |
1-01 |
150.0% |
1-05 |
| ATR |
0-22 |
0-24 |
0-02 |
10.9% |
0-00 |
| Volume |
488 |
639 |
151 |
30.9% |
2,003 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-21 |
140-18 |
136-31 |
|
| R3 |
139-30 |
138-27 |
136-16 |
|
| R2 |
138-07 |
138-07 |
136-11 |
|
| R1 |
137-04 |
137-04 |
136-06 |
136-26 |
| PP |
136-16 |
136-16 |
136-16 |
136-11 |
| S1 |
135-13 |
135-13 |
135-28 |
135-03 |
| S2 |
134-25 |
134-25 |
135-23 |
|
| S3 |
133-02 |
133-22 |
135-18 |
|
| S4 |
131-11 |
131-31 |
135-03 |
|
|
| 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 |
144-29 |
|
2.618 |
142-03 |
|
1.618 |
140-12 |
|
1.000 |
139-10 |
|
0.618 |
138-21 |
|
HIGH |
137-19 |
|
0.618 |
136-30 |
|
0.500 |
136-24 |
|
0.382 |
136-17 |
|
LOW |
135-28 |
|
0.618 |
134-26 |
|
1.000 |
134-05 |
|
1.618 |
133-03 |
|
2.618 |
131-12 |
|
4.250 |
128-18 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-24 |
136-24 |
| PP |
136-16 |
136-16 |
| S1 |
136-08 |
136-08 |
|