ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
137-28 |
137-24 |
-0-04 |
-0.1% |
136-20 |
High |
138-29 |
138-04 |
-0-25 |
-0.6% |
138-29 |
Low |
137-25 |
137-22 |
-0-03 |
-0.1% |
136-05 |
Close |
137-31 |
137-31 |
0-00 |
0.0% |
137-31 |
Range |
1-04 |
0-14 |
-0-22 |
-61.1% |
2-24 |
ATR |
0-28 |
0-27 |
-0-01 |
-3.5% |
0-00 |
Volume |
1,164 |
2,559 |
1,395 |
119.8% |
4,796 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-08 |
139-01 |
138-07 |
|
R3 |
138-26 |
138-19 |
138-03 |
|
R2 |
138-12 |
138-12 |
138-02 |
|
R1 |
138-05 |
138-05 |
138-00 |
138-08 |
PP |
137-30 |
137-30 |
137-30 |
137-31 |
S1 |
137-23 |
137-23 |
137-30 |
137-26 |
S2 |
137-16 |
137-16 |
137-28 |
|
S3 |
137-02 |
137-09 |
137-27 |
|
S4 |
136-20 |
136-27 |
137-23 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-29 |
136-05 |
2-24 |
2.0% |
0-28 |
0.6% |
66% |
False |
False |
1,251 |
10 |
138-29 |
134-31 |
3-30 |
2.9% |
1-00 |
0.7% |
76% |
False |
False |
1,141 |
20 |
138-29 |
134-31 |
3-30 |
2.9% |
0-28 |
0.6% |
76% |
False |
False |
749 |
40 |
138-29 |
133-01 |
5-28 |
4.3% |
0-20 |
0.4% |
84% |
False |
False |
387 |
60 |
138-29 |
133-01 |
5-28 |
4.3% |
0-14 |
0.3% |
84% |
False |
False |
259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-00 |
2.618 |
139-09 |
1.618 |
138-27 |
1.000 |
138-18 |
0.618 |
138-13 |
HIGH |
138-04 |
0.618 |
137-31 |
0.500 |
137-29 |
0.382 |
137-27 |
LOW |
137-22 |
0.618 |
137-13 |
1.000 |
137-08 |
1.618 |
136-31 |
2.618 |
136-17 |
4.250 |
135-26 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
137-30 |
137-31 |
PP |
137-30 |
137-30 |
S1 |
137-29 |
137-30 |
|