ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
128-26 |
128-03 |
-0-23 |
-0.6% |
130-05 |
| High |
128-28 |
128-26 |
-0-02 |
0.0% |
131-12 |
| Low |
127-23 |
127-27 |
0-04 |
0.1% |
128-02 |
| Close |
128-10 |
128-20 |
0-10 |
0.2% |
128-09 |
| Range |
1-05 |
0-31 |
-0-06 |
-16.2% |
3-10 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.2% |
0-00 |
| Volume |
141,759 |
175,079 |
33,320 |
23.5% |
422,066 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-11 |
130-30 |
129-05 |
|
| R3 |
130-12 |
129-31 |
128-29 |
|
| R2 |
129-13 |
129-13 |
128-26 |
|
| R1 |
129-00 |
129-00 |
128-23 |
129-06 |
| PP |
128-14 |
128-14 |
128-14 |
128-17 |
| S1 |
128-01 |
128-01 |
128-17 |
128-08 |
| S2 |
127-15 |
127-15 |
128-14 |
|
| S3 |
126-16 |
127-02 |
128-11 |
|
| S4 |
125-17 |
126-03 |
128-03 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-06 |
137-01 |
130-03 |
|
| R3 |
135-28 |
133-23 |
129-06 |
|
| R2 |
132-18 |
132-18 |
128-28 |
|
| R1 |
130-13 |
130-13 |
128-19 |
129-26 |
| PP |
129-08 |
129-08 |
129-08 |
128-30 |
| S1 |
127-03 |
127-03 |
127-31 |
126-16 |
| S2 |
125-30 |
125-30 |
127-22 |
|
| S3 |
122-20 |
123-25 |
127-12 |
|
| S4 |
119-10 |
120-15 |
126-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-31 |
127-23 |
1-08 |
1.0% |
0-27 |
0.6% |
73% |
False |
False |
120,893 |
| 10 |
131-12 |
127-23 |
3-21 |
2.8% |
1-04 |
0.9% |
25% |
False |
False |
180,567 |
| 20 |
131-12 |
127-23 |
3-21 |
2.8% |
1-00 |
0.8% |
25% |
False |
False |
227,163 |
| 40 |
132-25 |
127-23 |
5-02 |
3.9% |
0-31 |
0.7% |
18% |
False |
False |
162,099 |
| 60 |
134-08 |
127-23 |
6-17 |
5.1% |
0-28 |
0.7% |
14% |
False |
False |
108,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-30 |
|
2.618 |
131-11 |
|
1.618 |
130-12 |
|
1.000 |
129-25 |
|
0.618 |
129-13 |
|
HIGH |
128-26 |
|
0.618 |
128-14 |
|
0.500 |
128-10 |
|
0.382 |
128-07 |
|
LOW |
127-27 |
|
0.618 |
127-08 |
|
1.000 |
126-28 |
|
1.618 |
126-09 |
|
2.618 |
125-10 |
|
4.250 |
123-23 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
128-17 |
128-17 |
| PP |
128-14 |
128-14 |
| S1 |
128-10 |
128-11 |
|