ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
138-17 |
139-17 |
1-00 |
0.7% |
137-24 |
| High |
140-06 |
139-18 |
-0-20 |
-0.4% |
140-06 |
| Low |
138-15 |
138-19 |
0-04 |
0.1% |
137-02 |
| Close |
139-19 |
138-23 |
-0-28 |
-0.6% |
139-19 |
| Range |
1-23 |
0-31 |
-0-24 |
-43.6% |
3-04 |
| ATR |
0-29 |
0-29 |
0-00 |
0.8% |
0-00 |
| Volume |
3,505 |
6,857 |
3,352 |
95.6% |
9,385 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-28 |
141-08 |
139-08 |
|
| R3 |
140-29 |
140-09 |
139-00 |
|
| R2 |
139-30 |
139-30 |
138-29 |
|
| R1 |
139-10 |
139-10 |
138-26 |
139-04 |
| PP |
138-31 |
138-31 |
138-31 |
138-28 |
| S1 |
138-11 |
138-11 |
138-20 |
138-06 |
| S2 |
138-00 |
138-00 |
138-17 |
|
| S3 |
137-01 |
137-12 |
138-14 |
|
| S4 |
136-02 |
136-13 |
138-06 |
|
|
| 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 |
2.3% |
1-02 |
0.8% |
53% |
False |
False |
2,736 |
| 10 |
140-06 |
136-05 |
4-01 |
2.9% |
0-31 |
0.7% |
64% |
False |
False |
1,994 |
| 20 |
140-06 |
134-31 |
5-07 |
3.8% |
0-30 |
0.7% |
72% |
False |
False |
1,349 |
| 40 |
140-06 |
133-01 |
7-05 |
5.2% |
0-23 |
0.5% |
79% |
False |
False |
729 |
| 60 |
140-06 |
133-01 |
7-05 |
5.2% |
0-17 |
0.4% |
79% |
False |
False |
487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-22 |
|
2.618 |
142-03 |
|
1.618 |
141-04 |
|
1.000 |
140-17 |
|
0.618 |
140-05 |
|
HIGH |
139-18 |
|
0.618 |
139-06 |
|
0.500 |
139-02 |
|
0.382 |
138-31 |
|
LOW |
138-19 |
|
0.618 |
138-00 |
|
1.000 |
137-20 |
|
1.618 |
137-01 |
|
2.618 |
136-02 |
|
4.250 |
134-15 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-02 |
138-31 |
| PP |
138-31 |
138-28 |
| S1 |
138-27 |
138-26 |
|