ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
138-21 |
138-16 |
-0-05 |
-0.1% |
137-24 |
High |
139-06 |
138-19 |
-0-19 |
-0.4% |
140-06 |
Low |
138-10 |
137-30 |
-0-12 |
-0.3% |
137-02 |
Close |
138-11 |
138-08 |
-0-03 |
-0.1% |
139-19 |
Range |
0-28 |
0-21 |
-0-07 |
-25.0% |
3-04 |
ATR |
0-29 |
0-29 |
-0-01 |
-2.0% |
0-00 |
Volume |
3,755 |
14,276 |
10,521 |
280.2% |
9,385 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-07 |
139-29 |
138-20 |
|
R3 |
139-18 |
139-08 |
138-14 |
|
R2 |
138-29 |
138-29 |
138-12 |
|
R1 |
138-19 |
138-19 |
138-10 |
138-14 |
PP |
138-08 |
138-08 |
138-08 |
138-06 |
S1 |
137-30 |
137-30 |
138-06 |
137-24 |
S2 |
137-19 |
137-19 |
138-04 |
|
S3 |
136-30 |
137-09 |
138-02 |
|
S4 |
136-09 |
136-20 |
137-28 |
|
|
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 |
137-24 |
2-14 |
1.8% |
1-01 |
0.7% |
21% |
False |
False |
5,855 |
10 |
140-06 |
136-31 |
3-07 |
2.3% |
0-30 |
0.7% |
40% |
False |
False |
3,686 |
20 |
140-06 |
134-31 |
5-07 |
3.8% |
0-31 |
0.7% |
63% |
False |
False |
2,214 |
40 |
140-06 |
133-01 |
7-05 |
5.2% |
0-24 |
0.6% |
73% |
False |
False |
1,180 |
60 |
140-06 |
133-01 |
7-05 |
5.2% |
0-18 |
0.4% |
73% |
False |
False |
787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-12 |
2.618 |
140-10 |
1.618 |
139-21 |
1.000 |
139-08 |
0.618 |
139-00 |
HIGH |
138-19 |
0.618 |
138-11 |
0.500 |
138-08 |
0.382 |
138-06 |
LOW |
137-30 |
0.618 |
137-17 |
1.000 |
137-09 |
1.618 |
136-28 |
2.618 |
136-07 |
4.250 |
135-05 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
138-08 |
138-24 |
PP |
138-08 |
138-19 |
S1 |
138-08 |
138-13 |
|