ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 31-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
137-18 |
135-31 |
-1-19 |
-1.2% |
136-22 |
High |
137-19 |
136-05 |
-1-14 |
-1.0% |
137-12 |
Low |
135-28 |
134-31 |
-0-29 |
-0.7% |
136-07 |
Close |
136-01 |
135-31 |
-0-02 |
0.0% |
137-06 |
Range |
1-23 |
1-06 |
-0-17 |
-30.9% |
1-05 |
ATR |
0-24 |
0-25 |
0-01 |
4.1% |
0-00 |
Volume |
639 |
811 |
172 |
26.9% |
2,003 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-08 |
138-26 |
136-20 |
|
R3 |
138-02 |
137-20 |
136-09 |
|
R2 |
136-28 |
136-28 |
136-06 |
|
R1 |
136-14 |
136-14 |
136-02 |
136-18 |
PP |
135-22 |
135-22 |
135-22 |
135-24 |
S1 |
135-08 |
135-08 |
135-28 |
135-12 |
S2 |
134-16 |
134-16 |
135-24 |
|
S3 |
133-10 |
134-02 |
135-21 |
|
S4 |
132-04 |
132-28 |
135-10 |
|
|
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 |
141-06 |
2.618 |
139-08 |
1.618 |
138-02 |
1.000 |
137-11 |
0.618 |
136-28 |
HIGH |
136-05 |
0.618 |
135-22 |
0.500 |
135-18 |
0.382 |
135-14 |
LOW |
134-31 |
0.618 |
134-08 |
1.000 |
133-25 |
1.618 |
133-02 |
2.618 |
131-28 |
4.250 |
129-30 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
135-27 |
136-09 |
PP |
135-22 |
136-06 |
S1 |
135-18 |
136-02 |
|