ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
128-31 |
129-07 |
0-08 |
0.2% |
128-10 |
| High |
129-12 |
129-08 |
-0-04 |
-0.1% |
128-31 |
| Low |
128-29 |
128-11 |
-0-18 |
-0.4% |
127-23 |
| Close |
129-10 |
128-25 |
-0-17 |
-0.4% |
128-17 |
| Range |
0-15 |
0-29 |
0-14 |
93.3% |
1-08 |
| ATR |
0-30 |
0-30 |
0-00 |
0.2% |
0-00 |
| Volume |
160,804 |
325,226 |
164,422 |
102.2% |
578,271 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-16 |
131-02 |
129-09 |
|
| R3 |
130-19 |
130-05 |
129-01 |
|
| R2 |
129-22 |
129-22 |
128-30 |
|
| R1 |
129-08 |
129-08 |
128-28 |
129-00 |
| PP |
128-25 |
128-25 |
128-25 |
128-22 |
| S1 |
128-11 |
128-11 |
128-22 |
128-04 |
| S2 |
127-28 |
127-28 |
128-20 |
|
| S3 |
126-31 |
127-14 |
128-17 |
|
| S4 |
126-02 |
126-17 |
128-09 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-05 |
131-19 |
129-07 |
|
| R3 |
130-29 |
130-11 |
128-28 |
|
| R2 |
129-21 |
129-21 |
128-24 |
|
| R1 |
129-03 |
129-03 |
128-21 |
129-12 |
| PP |
128-13 |
128-13 |
128-13 |
128-18 |
| S1 |
127-27 |
127-27 |
128-13 |
128-04 |
| S2 |
127-05 |
127-05 |
128-10 |
|
| S3 |
125-29 |
126-19 |
128-06 |
|
| S4 |
124-21 |
125-11 |
127-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-12 |
127-27 |
1-17 |
1.2% |
0-26 |
0.6% |
61% |
False |
False |
200,784 |
| 10 |
129-19 |
127-23 |
1-28 |
1.5% |
0-27 |
0.6% |
57% |
False |
False |
151,169 |
| 20 |
131-12 |
127-23 |
3-21 |
2.8% |
0-31 |
0.7% |
29% |
False |
False |
204,519 |
| 40 |
131-26 |
127-23 |
4-03 |
3.2% |
0-29 |
0.7% |
26% |
False |
False |
182,523 |
| 60 |
134-08 |
127-23 |
6-17 |
5.1% |
0-28 |
0.7% |
16% |
False |
False |
121,998 |
| 80 |
134-08 |
127-23 |
6-17 |
5.1% |
0-24 |
0.6% |
16% |
False |
False |
91,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-03 |
|
2.618 |
131-20 |
|
1.618 |
130-23 |
|
1.000 |
130-05 |
|
0.618 |
129-26 |
|
HIGH |
129-08 |
|
0.618 |
128-29 |
|
0.500 |
128-26 |
|
0.382 |
128-22 |
|
LOW |
128-11 |
|
0.618 |
127-25 |
|
1.000 |
127-14 |
|
1.618 |
126-28 |
|
2.618 |
125-31 |
|
4.250 |
124-16 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
128-26 |
128-26 |
| PP |
128-25 |
128-26 |
| S1 |
128-25 |
128-25 |
|