ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
136-24 |
136-24 |
0-00 |
0.0% |
136-00 |
| High |
137-06 |
137-18 |
0-12 |
0.3% |
136-27 |
| Low |
136-20 |
136-22 |
0-02 |
0.0% |
135-13 |
| Close |
136-24 |
137-13 |
0-21 |
0.5% |
136-19 |
| Range |
0-18 |
0-28 |
0-10 |
55.6% |
1-14 |
| ATR |
0-30 |
0-30 |
0-00 |
-0.5% |
0-00 |
| Volume |
298,288 |
267,292 |
-30,996 |
-10.4% |
1,671,349 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-27 |
139-16 |
137-28 |
|
| R3 |
138-31 |
138-20 |
137-21 |
|
| R2 |
138-03 |
138-03 |
137-18 |
|
| R1 |
137-24 |
137-24 |
137-16 |
137-30 |
| PP |
137-07 |
137-07 |
137-07 |
137-10 |
| S1 |
136-28 |
136-28 |
137-10 |
137-02 |
| S2 |
136-11 |
136-11 |
137-08 |
|
| S3 |
135-15 |
136-00 |
137-05 |
|
| S4 |
134-19 |
135-04 |
136-30 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-19 |
140-01 |
137-12 |
|
| R3 |
139-05 |
138-19 |
137-00 |
|
| R2 |
137-23 |
137-23 |
136-27 |
|
| R1 |
137-05 |
137-05 |
136-23 |
137-14 |
| PP |
136-09 |
136-09 |
136-09 |
136-14 |
| S1 |
135-23 |
135-23 |
136-15 |
136-00 |
| S2 |
134-27 |
134-27 |
136-11 |
|
| S3 |
133-13 |
134-09 |
136-06 |
|
| S4 |
131-31 |
132-27 |
135-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-18 |
135-13 |
2-05 |
1.6% |
0-30 |
0.7% |
93% |
True |
False |
331,535 |
| 10 |
137-30 |
135-13 |
2-17 |
1.8% |
0-30 |
0.7% |
79% |
False |
False |
338,214 |
| 20 |
140-16 |
135-13 |
5-03 |
3.7% |
0-30 |
0.7% |
39% |
False |
False |
370,065 |
| 40 |
140-16 |
134-31 |
5-17 |
4.0% |
0-31 |
0.7% |
44% |
False |
False |
188,112 |
| 60 |
140-16 |
133-01 |
7-15 |
5.4% |
0-27 |
0.6% |
59% |
False |
False |
125,476 |
| 80 |
140-16 |
133-01 |
7-15 |
5.4% |
0-22 |
0.5% |
59% |
False |
False |
94,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-09 |
|
2.618 |
139-27 |
|
1.618 |
138-31 |
|
1.000 |
138-14 |
|
0.618 |
138-03 |
|
HIGH |
137-18 |
|
0.618 |
137-07 |
|
0.500 |
137-04 |
|
0.382 |
137-01 |
|
LOW |
136-22 |
|
0.618 |
136-05 |
|
1.000 |
135-26 |
|
1.618 |
135-09 |
|
2.618 |
134-13 |
|
4.250 |
132-31 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-10 |
137-03 |
| PP |
137-07 |
136-25 |
| S1 |
137-04 |
136-16 |
|