ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 04-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
135-28 |
136-20 |
0-24 |
0.6% |
137-04 |
High |
136-29 |
137-01 |
0-04 |
0.1% |
137-19 |
Low |
135-13 |
136-15 |
1-02 |
0.8% |
134-31 |
Close |
136-16 |
136-21 |
0-05 |
0.1% |
136-16 |
Range |
1-16 |
0-18 |
-0-30 |
-62.5% |
2-20 |
ATR |
0-27 |
0-26 |
-0-01 |
-2.3% |
0-00 |
Volume |
2,124 |
1,096 |
-1,028 |
-48.4% |
4,391 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-13 |
138-03 |
136-31 |
|
R3 |
137-27 |
137-17 |
136-26 |
|
R2 |
137-09 |
137-09 |
136-24 |
|
R1 |
136-31 |
136-31 |
136-23 |
137-04 |
PP |
136-23 |
136-23 |
136-23 |
136-26 |
S1 |
136-13 |
136-13 |
136-19 |
136-18 |
S2 |
136-05 |
136-05 |
136-18 |
|
S3 |
135-19 |
135-27 |
136-16 |
|
S4 |
135-01 |
135-09 |
136-11 |
|
|
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 |
139-14 |
2.618 |
138-16 |
1.618 |
137-30 |
1.000 |
137-19 |
0.618 |
137-12 |
HIGH |
137-01 |
0.618 |
136-26 |
0.500 |
136-24 |
0.382 |
136-22 |
LOW |
136-15 |
0.618 |
136-04 |
1.000 |
135-29 |
1.618 |
135-18 |
2.618 |
135-00 |
4.250 |
134-02 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
136-24 |
136-14 |
PP |
136-23 |
136-07 |
S1 |
136-22 |
136-00 |
|