ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
138-30 |
139-10 |
0-12 |
0.3% |
139-17 |
High |
139-16 |
139-21 |
0-05 |
0.1% |
139-18 |
Low |
138-29 |
138-30 |
0-01 |
0.0% |
137-30 |
Close |
139-09 |
139-03 |
-0-06 |
-0.1% |
139-00 |
Range |
0-19 |
0-23 |
0-04 |
21.1% |
1-20 |
ATR |
0-28 |
0-27 |
0-00 |
-1.2% |
0-00 |
Volume |
42,450 |
289,098 |
246,648 |
581.0% |
62,491 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-12 |
140-31 |
139-16 |
|
R3 |
140-21 |
140-08 |
139-09 |
|
R2 |
139-30 |
139-30 |
139-07 |
|
R1 |
139-17 |
139-17 |
139-05 |
139-12 |
PP |
139-07 |
139-07 |
139-07 |
139-05 |
S1 |
138-26 |
138-26 |
139-01 |
138-21 |
S2 |
138-16 |
138-16 |
138-31 |
|
S3 |
137-25 |
138-03 |
138-29 |
|
S4 |
137-02 |
137-12 |
138-22 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-23 |
142-31 |
139-29 |
|
R3 |
142-03 |
141-11 |
139-14 |
|
R2 |
140-15 |
140-15 |
139-10 |
|
R1 |
139-23 |
139-23 |
139-05 |
139-09 |
PP |
138-27 |
138-27 |
138-27 |
138-20 |
S1 |
138-03 |
138-03 |
138-27 |
137-21 |
S2 |
137-07 |
137-07 |
138-22 |
|
S3 |
135-19 |
136-15 |
138-18 |
|
S4 |
133-31 |
134-27 |
138-03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139-21 |
137-30 |
1-23 |
1.2% |
0-24 |
0.5% |
67% |
True |
False |
76,685 |
10 |
140-06 |
137-02 |
3-04 |
2.2% |
0-30 |
0.7% |
65% |
False |
False |
39,973 |
20 |
140-06 |
134-31 |
5-07 |
3.8% |
0-31 |
0.7% |
79% |
False |
False |
20,589 |
40 |
140-06 |
133-01 |
7-05 |
5.1% |
0-26 |
0.6% |
85% |
False |
False |
10,407 |
60 |
140-06 |
133-01 |
7-05 |
5.1% |
0-19 |
0.4% |
85% |
False |
False |
6,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-23 |
2.618 |
141-17 |
1.618 |
140-26 |
1.000 |
140-12 |
0.618 |
140-03 |
HIGH |
139-21 |
0.618 |
139-12 |
0.500 |
139-10 |
0.382 |
139-07 |
LOW |
138-30 |
0.618 |
138-16 |
1.000 |
138-07 |
1.618 |
137-25 |
2.618 |
137-02 |
4.250 |
135-28 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
139-10 |
139-01 |
PP |
139-07 |
139-00 |
S1 |
139-05 |
138-30 |
|