ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
139-10 |
139-00 |
-0-10 |
-0.2% |
139-17 |
| High |
139-21 |
139-28 |
0-07 |
0.2% |
139-18 |
| Low |
138-30 |
138-31 |
0-01 |
0.0% |
137-30 |
| Close |
139-03 |
139-23 |
0-20 |
0.4% |
139-00 |
| Range |
0-23 |
0-29 |
0-06 |
26.1% |
1-20 |
| ATR |
0-27 |
0-28 |
0-00 |
0.4% |
0-00 |
| Volume |
289,098 |
500,627 |
211,529 |
73.2% |
62,491 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-08 |
141-28 |
140-07 |
|
| R3 |
141-11 |
140-31 |
139-31 |
|
| R2 |
140-14 |
140-14 |
139-28 |
|
| R1 |
140-02 |
140-02 |
139-26 |
140-08 |
| PP |
139-17 |
139-17 |
139-17 |
139-20 |
| S1 |
139-05 |
139-05 |
139-20 |
139-11 |
| S2 |
138-20 |
138-20 |
139-18 |
|
| S3 |
137-23 |
138-08 |
139-15 |
|
| S4 |
136-26 |
137-11 |
139-07 |
|
|
| 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 |
139-28 |
137-30 |
1-30 |
1.4% |
0-26 |
0.6% |
92% |
True |
False |
173,955 |
| 10 |
140-06 |
137-24 |
2-14 |
1.7% |
0-29 |
0.7% |
81% |
False |
False |
89,905 |
| 20 |
140-06 |
134-31 |
5-07 |
3.7% |
0-30 |
0.7% |
91% |
False |
False |
45,589 |
| 40 |
140-06 |
133-01 |
7-05 |
5.1% |
0-27 |
0.6% |
93% |
False |
False |
22,923 |
| 60 |
140-06 |
133-01 |
7-05 |
5.1% |
0-20 |
0.4% |
93% |
False |
False |
15,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-23 |
|
2.618 |
142-08 |
|
1.618 |
141-11 |
|
1.000 |
140-25 |
|
0.618 |
140-14 |
|
HIGH |
139-28 |
|
0.618 |
139-17 |
|
0.500 |
139-14 |
|
0.382 |
139-10 |
|
LOW |
138-31 |
|
0.618 |
138-13 |
|
1.000 |
138-02 |
|
1.618 |
137-16 |
|
2.618 |
136-19 |
|
4.250 |
135-04 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-20 |
139-20 |
| PP |
139-17 |
139-16 |
| S1 |
139-14 |
139-12 |
|