ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
140-07 |
140-02 |
-0-05 |
-0.1% |
138-30 |
| High |
140-15 |
140-04 |
-0-11 |
-0.2% |
140-16 |
| Low |
139-30 |
138-18 |
-1-12 |
-1.0% |
138-29 |
| Close |
140-03 |
138-22 |
-1-13 |
-1.0% |
140-03 |
| Range |
0-17 |
1-18 |
1-01 |
194.1% |
1-19 |
| ATR |
0-27 |
0-28 |
0-02 |
6.2% |
0-00 |
| Volume |
321,609 |
418,406 |
96,797 |
30.1% |
1,683,676 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-26 |
142-26 |
139-18 |
|
| R3 |
142-08 |
141-08 |
139-04 |
|
| R2 |
140-22 |
140-22 |
138-31 |
|
| R1 |
139-22 |
139-22 |
138-27 |
139-13 |
| PP |
139-04 |
139-04 |
139-04 |
139-00 |
| S1 |
138-04 |
138-04 |
138-17 |
137-27 |
| S2 |
137-18 |
137-18 |
138-13 |
|
| S3 |
136-00 |
136-18 |
138-08 |
|
| S4 |
134-14 |
135-00 |
137-26 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-20 |
143-30 |
140-31 |
|
| R3 |
143-01 |
142-11 |
140-17 |
|
| R2 |
141-14 |
141-14 |
140-12 |
|
| R1 |
140-24 |
140-24 |
140-08 |
141-03 |
| PP |
139-27 |
139-27 |
139-27 |
140-00 |
| S1 |
139-05 |
139-05 |
139-30 |
139-16 |
| S2 |
138-08 |
138-08 |
139-26 |
|
| S3 |
136-21 |
137-18 |
139-21 |
|
| S4 |
135-02 |
135-31 |
139-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-16 |
138-18 |
1-30 |
1.4% |
0-28 |
0.6% |
6% |
False |
True |
411,926 |
| 10 |
140-16 |
137-30 |
2-18 |
1.8% |
0-27 |
0.6% |
29% |
False |
False |
215,771 |
| 20 |
140-16 |
136-05 |
4-11 |
3.1% |
0-29 |
0.7% |
58% |
False |
False |
108,882 |
| 40 |
140-16 |
134-11 |
6-05 |
4.4% |
0-27 |
0.6% |
71% |
False |
False |
54,669 |
| 60 |
140-16 |
133-01 |
7-15 |
5.4% |
0-21 |
0.5% |
76% |
False |
False |
36,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-24 |
|
2.618 |
144-07 |
|
1.618 |
142-21 |
|
1.000 |
141-22 |
|
0.618 |
141-03 |
|
HIGH |
140-04 |
|
0.618 |
139-17 |
|
0.500 |
139-11 |
|
0.382 |
139-05 |
|
LOW |
138-18 |
|
0.618 |
137-19 |
|
1.000 |
137-00 |
|
1.618 |
136-01 |
|
2.618 |
134-15 |
|
4.250 |
131-30 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-11 |
139-17 |
| PP |
139-04 |
139-08 |
| S1 |
138-29 |
138-31 |
|