ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
139-00 |
139-27 |
0-27 |
0.6% |
139-17 |
| High |
139-28 |
140-16 |
0-20 |
0.4% |
139-18 |
| Low |
138-31 |
139-25 |
0-26 |
0.6% |
137-30 |
| Close |
139-23 |
140-09 |
0-18 |
0.4% |
139-00 |
| Range |
0-29 |
0-23 |
-0-06 |
-20.7% |
1-20 |
| ATR |
0-28 |
0-27 |
0-00 |
-0.7% |
0-00 |
| Volume |
500,627 |
529,892 |
29,265 |
5.8% |
62,491 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-11 |
142-01 |
140-22 |
|
| R3 |
141-20 |
141-10 |
140-15 |
|
| R2 |
140-29 |
140-29 |
140-13 |
|
| R1 |
140-19 |
140-19 |
140-11 |
140-24 |
| PP |
140-06 |
140-06 |
140-06 |
140-08 |
| S1 |
139-28 |
139-28 |
140-07 |
140-01 |
| S2 |
139-15 |
139-15 |
140-05 |
|
| S3 |
138-24 |
139-05 |
140-03 |
|
| S4 |
138-01 |
138-14 |
139-28 |
|
|
| 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 |
140-16 |
138-07 |
2-09 |
1.6% |
0-25 |
0.5% |
90% |
True |
False |
277,639 |
| 10 |
140-16 |
137-30 |
2-18 |
1.8% |
0-29 |
0.6% |
91% |
True |
False |
142,806 |
| 20 |
140-16 |
135-13 |
5-03 |
3.6% |
0-29 |
0.6% |
96% |
True |
False |
72,043 |
| 40 |
140-16 |
133-01 |
7-15 |
5.3% |
0-27 |
0.6% |
97% |
True |
False |
36,170 |
| 60 |
140-16 |
133-01 |
7-15 |
5.3% |
0-20 |
0.4% |
97% |
True |
False |
24,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-18 |
|
2.618 |
142-12 |
|
1.618 |
141-21 |
|
1.000 |
141-07 |
|
0.618 |
140-30 |
|
HIGH |
140-16 |
|
0.618 |
140-07 |
|
0.500 |
140-04 |
|
0.382 |
140-02 |
|
LOW |
139-25 |
|
0.618 |
139-11 |
|
1.000 |
139-02 |
|
1.618 |
138-20 |
|
2.618 |
137-29 |
|
4.250 |
136-23 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-08 |
140-03 |
| PP |
140-06 |
139-29 |
| S1 |
140-04 |
139-23 |
|