ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 08-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
137-05 |
137-28 |
0-23 |
0.5% |
136-20 |
High |
138-02 |
138-29 |
0-27 |
0.6% |
138-29 |
Low |
136-31 |
137-25 |
0-26 |
0.6% |
136-05 |
Close |
137-26 |
137-31 |
0-05 |
0.1% |
137-31 |
Range |
1-03 |
1-04 |
0-01 |
2.9% |
2-24 |
ATR |
0-27 |
0-28 |
0-01 |
2.4% |
0-00 |
Volume |
1,425 |
1,164 |
-261 |
-18.3% |
4,796 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-19 |
140-29 |
138-19 |
|
R3 |
140-15 |
139-25 |
138-09 |
|
R2 |
139-11 |
139-11 |
138-06 |
|
R1 |
138-21 |
138-21 |
138-02 |
139-00 |
PP |
138-07 |
138-07 |
138-07 |
138-12 |
S1 |
137-17 |
137-17 |
137-28 |
137-28 |
S2 |
137-03 |
137-03 |
137-24 |
|
S3 |
135-31 |
136-13 |
137-21 |
|
S4 |
134-27 |
135-09 |
137-11 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-30 |
144-22 |
139-15 |
|
R3 |
143-06 |
141-30 |
138-23 |
|
R2 |
140-14 |
140-14 |
138-15 |
|
R1 |
139-06 |
139-06 |
138-07 |
139-26 |
PP |
137-22 |
137-22 |
137-22 |
138-00 |
S1 |
136-14 |
136-14 |
137-23 |
137-02 |
S2 |
134-30 |
134-30 |
137-15 |
|
S3 |
132-06 |
133-22 |
137-07 |
|
S4 |
129-14 |
130-30 |
136-15 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
143-22 |
2.618 |
141-27 |
1.618 |
140-23 |
1.000 |
140-01 |
0.618 |
139-19 |
HIGH |
138-29 |
0.618 |
138-15 |
0.500 |
138-11 |
0.382 |
138-07 |
LOW |
137-25 |
0.618 |
137-03 |
1.000 |
136-21 |
1.618 |
135-31 |
2.618 |
134-27 |
4.250 |
133-00 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
138-11 |
137-30 |
PP |
138-07 |
137-30 |
S1 |
138-03 |
137-29 |
|