ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
135-31 |
135-28 |
-0-03 |
-0.1% |
137-04 |
| High |
136-05 |
136-29 |
0-24 |
0.6% |
137-19 |
| Low |
134-31 |
135-13 |
0-14 |
0.3% |
134-31 |
| Close |
135-31 |
136-16 |
0-17 |
0.4% |
136-16 |
| Range |
1-06 |
1-16 |
0-10 |
26.3% |
2-20 |
| ATR |
0-25 |
0-27 |
0-02 |
6.5% |
0-00 |
| Volume |
811 |
2,124 |
1,313 |
161.9% |
4,391 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-25 |
140-04 |
137-10 |
|
| R3 |
139-09 |
138-20 |
136-29 |
|
| R2 |
137-25 |
137-25 |
136-25 |
|
| R1 |
137-04 |
137-04 |
136-20 |
137-14 |
| PP |
136-09 |
136-09 |
136-09 |
136-14 |
| S1 |
135-20 |
135-20 |
136-12 |
135-30 |
| S2 |
134-25 |
134-25 |
136-07 |
|
| S3 |
133-09 |
134-04 |
136-03 |
|
| S4 |
131-25 |
132-20 |
135-22 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-07 |
143-00 |
137-30 |
|
| R3 |
141-19 |
140-12 |
137-07 |
|
| R2 |
138-31 |
138-31 |
136-31 |
|
| R1 |
137-24 |
137-24 |
136-24 |
137-02 |
| PP |
136-11 |
136-11 |
136-11 |
136-00 |
| S1 |
135-04 |
135-04 |
136-08 |
134-14 |
| S2 |
133-23 |
133-23 |
136-01 |
|
| S3 |
131-03 |
132-16 |
135-25 |
|
| S4 |
128-15 |
129-28 |
135-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-09 |
|
2.618 |
140-27 |
|
1.618 |
139-11 |
|
1.000 |
138-13 |
|
0.618 |
137-27 |
|
HIGH |
136-29 |
|
0.618 |
136-11 |
|
0.500 |
136-05 |
|
0.382 |
135-31 |
|
LOW |
135-13 |
|
0.618 |
134-15 |
|
1.000 |
133-29 |
|
1.618 |
132-31 |
|
2.618 |
131-15 |
|
4.250 |
129-01 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-12 |
136-14 |
| PP |
136-09 |
136-11 |
| S1 |
136-05 |
136-09 |
|