ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
137-03 |
137-16 |
0-13 |
0.3% |
137-01 |
| High |
137-16 |
138-15 |
0-31 |
0.7% |
138-15 |
| Low |
137-03 |
137-16 |
0-13 |
0.3% |
136-19 |
| Close |
137-16 |
138-15 |
0-31 |
0.7% |
138-15 |
| Range |
0-13 |
0-31 |
0-18 |
138.5% |
1-28 |
| ATR |
0-13 |
0-14 |
0-01 |
10.5% |
0-00 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-02 |
140-23 |
139-00 |
|
| R3 |
140-03 |
139-24 |
138-24 |
|
| R2 |
139-04 |
139-04 |
138-21 |
|
| R1 |
138-25 |
138-25 |
138-18 |
138-30 |
| PP |
138-05 |
138-05 |
138-05 |
138-07 |
| S1 |
137-26 |
137-26 |
138-12 |
138-00 |
| S2 |
137-06 |
137-06 |
138-09 |
|
| S3 |
136-07 |
136-27 |
138-06 |
|
| S4 |
135-08 |
135-28 |
137-30 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-15 |
142-27 |
139-16 |
|
| R3 |
141-19 |
140-31 |
139-00 |
|
| R2 |
139-23 |
139-23 |
138-26 |
|
| R1 |
139-03 |
139-03 |
138-20 |
139-13 |
| PP |
137-27 |
137-27 |
137-27 |
138-00 |
| S1 |
137-07 |
137-07 |
138-10 |
137-17 |
| S2 |
135-31 |
135-31 |
138-04 |
|
| S3 |
134-03 |
135-11 |
137-30 |
|
| S4 |
132-07 |
133-15 |
137-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-19 |
|
2.618 |
141-00 |
|
1.618 |
140-01 |
|
1.000 |
139-14 |
|
0.618 |
139-02 |
|
HIGH |
138-15 |
|
0.618 |
138-03 |
|
0.500 |
138-00 |
|
0.382 |
137-28 |
|
LOW |
137-16 |
|
0.618 |
136-29 |
|
1.000 |
136-17 |
|
1.618 |
135-30 |
|
2.618 |
134-31 |
|
4.250 |
133-12 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-10 |
138-08 |
| PP |
138-05 |
138-00 |
| S1 |
138-00 |
137-25 |
|