ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
138-16 |
138-08 |
-0-08 |
-0.2% |
137-24 |
High |
138-19 |
138-26 |
0-07 |
0.2% |
140-06 |
Low |
137-30 |
137-30 |
0-00 |
0.0% |
137-02 |
Close |
138-08 |
138-20 |
0-12 |
0.3% |
139-19 |
Range |
0-21 |
0-28 |
0-07 |
33.3% |
3-04 |
ATR |
0-29 |
0-28 |
0-00 |
-0.1% |
0-00 |
Volume |
14,276 |
11,474 |
-2,802 |
-19.6% |
9,385 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-03 |
140-23 |
139-03 |
|
R3 |
140-07 |
139-27 |
138-28 |
|
R2 |
139-11 |
139-11 |
138-25 |
|
R1 |
138-31 |
138-31 |
138-23 |
139-05 |
PP |
138-15 |
138-15 |
138-15 |
138-18 |
S1 |
138-03 |
138-03 |
138-17 |
138-09 |
S2 |
137-19 |
137-19 |
138-15 |
|
S3 |
136-23 |
137-07 |
138-12 |
|
S4 |
135-27 |
136-11 |
138-05 |
|
|
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 |
137-30 |
2-08 |
1.6% |
1-01 |
0.7% |
31% |
False |
True |
7,973 |
10 |
140-06 |
137-02 |
3-04 |
2.3% |
0-30 |
0.7% |
50% |
False |
False |
4,691 |
20 |
140-06 |
134-31 |
5-07 |
3.8% |
0-31 |
0.7% |
70% |
False |
False |
2,771 |
40 |
140-06 |
133-01 |
7-05 |
5.2% |
0-25 |
0.6% |
78% |
False |
False |
1,467 |
60 |
140-06 |
133-01 |
7-05 |
5.2% |
0-18 |
0.4% |
78% |
False |
False |
978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-17 |
2.618 |
141-03 |
1.618 |
140-07 |
1.000 |
139-22 |
0.618 |
139-11 |
HIGH |
138-26 |
0.618 |
138-15 |
0.500 |
138-12 |
0.382 |
138-09 |
LOW |
137-30 |
0.618 |
137-13 |
1.000 |
137-02 |
1.618 |
136-17 |
2.618 |
135-21 |
4.250 |
134-07 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
138-17 |
138-19 |
PP |
138-15 |
138-19 |
S1 |
138-12 |
138-18 |
|