ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 28-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
134-09 |
134-22 |
0-13 |
0.3% |
133-04 |
High |
134-24 |
134-27 |
0-03 |
0.1% |
134-27 |
Low |
134-02 |
133-27 |
-0-07 |
-0.2% |
132-21 |
Close |
134-21 |
134-19 |
-0-02 |
0.0% |
134-19 |
Range |
0-22 |
1-00 |
0-10 |
45.5% |
2-06 |
ATR |
0-30 |
0-30 |
0-00 |
0.6% |
0-00 |
Volume |
495,380 |
117,694 |
-377,686 |
-76.2% |
2,236,035 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-14 |
137-00 |
135-05 |
|
R3 |
136-14 |
136-00 |
134-28 |
|
R2 |
135-14 |
135-14 |
134-25 |
|
R1 |
135-00 |
135-00 |
134-22 |
134-23 |
PP |
134-14 |
134-14 |
134-14 |
134-09 |
S1 |
134-00 |
134-00 |
134-16 |
133-23 |
S2 |
133-14 |
133-14 |
134-13 |
|
S3 |
132-14 |
133-00 |
134-10 |
|
S4 |
131-14 |
132-00 |
134-01 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-19 |
139-25 |
135-26 |
|
R3 |
138-13 |
137-19 |
135-06 |
|
R2 |
136-07 |
136-07 |
135-00 |
|
R1 |
135-13 |
135-13 |
134-25 |
135-26 |
PP |
134-01 |
134-01 |
134-01 |
134-08 |
S1 |
133-07 |
133-07 |
134-13 |
133-20 |
S2 |
131-27 |
131-27 |
134-06 |
|
S3 |
129-21 |
131-01 |
134-00 |
|
S4 |
127-15 |
128-27 |
133-12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-27 |
132-21 |
2-06 |
1.6% |
0-26 |
0.6% |
89% |
True |
False |
447,207 |
10 |
134-27 |
132-12 |
2-15 |
1.8% |
0-28 |
0.6% |
90% |
True |
False |
348,114 |
20 |
135-03 |
132-00 |
3-03 |
2.3% |
0-31 |
0.7% |
84% |
False |
False |
330,346 |
40 |
135-03 |
127-27 |
7-08 |
5.4% |
0-30 |
0.7% |
93% |
False |
False |
302,584 |
60 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
93% |
False |
False |
278,479 |
80 |
135-03 |
127-23 |
7-12 |
5.5% |
0-30 |
0.7% |
93% |
False |
False |
230,161 |
100 |
135-03 |
127-23 |
7-12 |
5.5% |
0-28 |
0.7% |
93% |
False |
False |
184,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-03 |
2.618 |
137-15 |
1.618 |
136-15 |
1.000 |
135-27 |
0.618 |
135-15 |
HIGH |
134-27 |
0.618 |
134-15 |
0.500 |
134-11 |
0.382 |
134-07 |
LOW |
133-27 |
0.618 |
133-07 |
1.000 |
132-27 |
1.618 |
132-07 |
2.618 |
131-07 |
4.250 |
129-19 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
134-16 |
134-14 |
PP |
134-14 |
134-09 |
S1 |
134-11 |
134-04 |
|