ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
137-28 |
138-17 |
0-21 |
0.5% |
137-24 |
| High |
138-22 |
140-06 |
1-16 |
1.1% |
140-06 |
| Low |
137-24 |
138-15 |
0-23 |
0.5% |
137-02 |
| Close |
138-20 |
139-19 |
0-31 |
0.7% |
139-19 |
| Range |
0-30 |
1-23 |
0-25 |
83.3% |
3-04 |
| ATR |
0-27 |
0-29 |
0-02 |
7.4% |
0-00 |
| Volume |
884 |
3,505 |
2,621 |
296.5% |
9,385 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-18 |
143-26 |
140-17 |
|
| R3 |
142-27 |
142-03 |
140-02 |
|
| R2 |
141-04 |
141-04 |
139-29 |
|
| R1 |
140-12 |
140-12 |
139-24 |
140-24 |
| PP |
139-13 |
139-13 |
139-13 |
139-20 |
| S1 |
138-21 |
138-21 |
139-14 |
139-01 |
| S2 |
137-22 |
137-22 |
139-09 |
|
| S3 |
135-31 |
136-30 |
139-04 |
|
| S4 |
134-08 |
135-07 |
138-21 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-10 |
147-03 |
141-10 |
|
| R3 |
145-06 |
143-31 |
140-14 |
|
| R2 |
142-02 |
142-02 |
140-05 |
|
| R1 |
140-27 |
140-27 |
139-28 |
141-14 |
| PP |
138-30 |
138-30 |
138-30 |
139-08 |
| S1 |
137-23 |
137-23 |
139-10 |
138-10 |
| S2 |
135-26 |
135-26 |
139-01 |
|
| S3 |
132-22 |
134-19 |
138-24 |
|
| S4 |
129-18 |
131-15 |
137-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-06 |
137-02 |
3-04 |
2.2% |
0-30 |
0.7% |
81% |
True |
False |
1,877 |
| 10 |
140-06 |
136-05 |
4-01 |
2.9% |
0-30 |
0.7% |
85% |
True |
False |
1,418 |
| 20 |
140-06 |
134-31 |
5-07 |
3.7% |
0-29 |
0.7% |
89% |
True |
False |
1,028 |
| 40 |
140-06 |
133-01 |
7-05 |
5.1% |
0-23 |
0.5% |
92% |
True |
False |
558 |
| 60 |
140-06 |
133-01 |
7-05 |
5.1% |
0-17 |
0.4% |
92% |
True |
False |
373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-16 |
|
2.618 |
144-22 |
|
1.618 |
142-31 |
|
1.000 |
141-29 |
|
0.618 |
141-08 |
|
HIGH |
140-06 |
|
0.618 |
139-17 |
|
0.500 |
139-10 |
|
0.382 |
139-04 |
|
LOW |
138-15 |
|
0.618 |
137-13 |
|
1.000 |
136-24 |
|
1.618 |
135-22 |
|
2.618 |
133-31 |
|
4.250 |
131-05 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-16 |
139-09 |
| PP |
139-13 |
138-30 |
| S1 |
139-10 |
138-20 |
|