ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 07-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
137-00 |
137-05 |
0-05 |
0.1% |
137-04 |
High |
137-25 |
138-02 |
0-09 |
0.2% |
137-19 |
Low |
136-29 |
136-31 |
0-02 |
0.0% |
134-31 |
Close |
137-02 |
137-26 |
0-24 |
0.5% |
136-16 |
Range |
0-28 |
1-03 |
0-07 |
25.0% |
2-20 |
ATR |
0-26 |
0-27 |
0-01 |
2.3% |
0-00 |
Volume |
853 |
1,425 |
572 |
67.1% |
4,391 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-29 |
140-14 |
138-13 |
|
R3 |
139-26 |
139-11 |
138-04 |
|
R2 |
138-23 |
138-23 |
138-00 |
|
R1 |
138-08 |
138-08 |
137-29 |
138-16 |
PP |
137-20 |
137-20 |
137-20 |
137-23 |
S1 |
137-05 |
137-05 |
137-23 |
137-12 |
S2 |
136-17 |
136-17 |
137-20 |
|
S3 |
135-14 |
136-02 |
137-16 |
|
S4 |
134-11 |
134-31 |
137-07 |
|
|
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 |
142-23 |
2.618 |
140-30 |
1.618 |
139-27 |
1.000 |
139-05 |
0.618 |
138-24 |
HIGH |
138-02 |
0.618 |
137-21 |
0.500 |
137-16 |
0.382 |
137-12 |
LOW |
136-31 |
0.618 |
136-09 |
1.000 |
135-28 |
1.618 |
135-06 |
2.618 |
134-03 |
4.250 |
132-10 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
137-23 |
137-18 |
PP |
137-20 |
137-11 |
S1 |
137-16 |
137-04 |
|