ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
137-29 |
137-21 |
-0-08 |
-0.2% |
140-02 |
| High |
138-00 |
137-30 |
-0-02 |
0.0% |
140-04 |
| Low |
137-14 |
137-02 |
-0-12 |
-0.3% |
137-27 |
| Close |
137-23 |
137-06 |
-0-17 |
-0.4% |
137-30 |
| Range |
0-18 |
0-28 |
0-10 |
55.6% |
2-09 |
| ATR |
0-30 |
0-30 |
0-00 |
-0.4% |
0-00 |
| Volume |
323,913 |
302,342 |
-21,571 |
-6.7% |
1,732,076 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-01 |
139-15 |
137-21 |
|
| R3 |
139-05 |
138-19 |
137-14 |
|
| R2 |
138-09 |
138-09 |
137-11 |
|
| R1 |
137-23 |
137-23 |
137-09 |
137-18 |
| PP |
137-13 |
137-13 |
137-13 |
137-10 |
| S1 |
136-27 |
136-27 |
137-03 |
136-22 |
| S2 |
136-17 |
136-17 |
137-01 |
|
| S3 |
135-21 |
135-31 |
136-30 |
|
| S4 |
134-25 |
135-03 |
136-23 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-15 |
144-00 |
139-06 |
|
| R3 |
143-06 |
141-23 |
138-18 |
|
| R2 |
140-29 |
140-29 |
138-11 |
|
| R1 |
139-14 |
139-14 |
138-05 |
139-01 |
| PP |
138-20 |
138-20 |
138-20 |
138-14 |
| S1 |
137-05 |
137-05 |
137-23 |
136-24 |
| S2 |
136-11 |
136-11 |
137-17 |
|
| S3 |
134-02 |
134-28 |
137-10 |
|
| S4 |
131-25 |
132-19 |
136-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-11 |
137-02 |
2-09 |
1.7% |
1-00 |
0.7% |
5% |
False |
True |
379,479 |
| 10 |
140-16 |
137-02 |
3-14 |
2.5% |
0-31 |
0.7% |
4% |
False |
True |
403,241 |
| 20 |
140-16 |
137-02 |
3-14 |
2.5% |
0-31 |
0.7% |
4% |
False |
True |
221,607 |
| 40 |
140-16 |
134-31 |
5-17 |
4.0% |
0-29 |
0.7% |
40% |
False |
False |
111,203 |
| 60 |
140-16 |
133-01 |
7-15 |
5.4% |
0-24 |
0.5% |
56% |
False |
False |
74,146 |
| 80 |
140-16 |
133-01 |
7-15 |
5.4% |
0-19 |
0.4% |
56% |
False |
False |
55,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-21 |
|
2.618 |
140-07 |
|
1.618 |
139-11 |
|
1.000 |
138-26 |
|
0.618 |
138-15 |
|
HIGH |
137-30 |
|
0.618 |
137-19 |
|
0.500 |
137-16 |
|
0.382 |
137-13 |
|
LOW |
137-02 |
|
0.618 |
136-17 |
|
1.000 |
136-06 |
|
1.618 |
135-21 |
|
2.618 |
134-25 |
|
4.250 |
133-11 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-16 |
137-28 |
| PP |
137-13 |
137-21 |
| S1 |
137-09 |
137-14 |
|