ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
130-20 |
130-10 |
-0-10 |
-0.2% |
128-15 |
| High |
130-25 |
131-07 |
0-14 |
0.3% |
130-24 |
| Low |
130-03 |
130-07 |
0-04 |
0.1% |
128-08 |
| Close |
130-17 |
131-03 |
0-18 |
0.4% |
130-23 |
| Range |
0-22 |
1-00 |
0-10 |
45.5% |
2-16 |
| ATR |
0-29 |
0-29 |
0-00 |
0.7% |
0-00 |
| Volume |
248,543 |
223,924 |
-24,619 |
-9.9% |
1,456,817 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-27 |
133-15 |
131-21 |
|
| R3 |
132-27 |
132-15 |
131-12 |
|
| R2 |
131-27 |
131-27 |
131-09 |
|
| R1 |
131-15 |
131-15 |
131-06 |
131-21 |
| PP |
130-27 |
130-27 |
130-27 |
130-30 |
| S1 |
130-15 |
130-15 |
131-00 |
130-21 |
| S2 |
129-27 |
129-27 |
130-29 |
|
| S3 |
128-27 |
129-15 |
130-26 |
|
| S4 |
127-27 |
128-15 |
130-17 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-13 |
136-18 |
132-03 |
|
| R3 |
134-29 |
134-02 |
131-13 |
|
| R2 |
132-13 |
132-13 |
131-06 |
|
| R1 |
131-18 |
131-18 |
130-30 |
132-00 |
| PP |
129-29 |
129-29 |
129-29 |
130-04 |
| S1 |
129-02 |
129-02 |
130-16 |
129-16 |
| S2 |
127-13 |
127-13 |
130-08 |
|
| S3 |
124-29 |
126-18 |
130-01 |
|
| S4 |
122-13 |
124-02 |
129-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-08 |
129-04 |
2-04 |
1.6% |
0-29 |
0.7% |
93% |
False |
False |
266,363 |
| 10 |
131-08 |
128-06 |
3-02 |
2.3% |
0-27 |
0.6% |
95% |
False |
False |
252,423 |
| 20 |
131-12 |
127-23 |
3-21 |
2.8% |
0-31 |
0.7% |
92% |
False |
False |
216,495 |
| 40 |
131-26 |
127-23 |
4-03 |
3.1% |
0-30 |
0.7% |
82% |
False |
False |
224,375 |
| 60 |
134-08 |
127-23 |
6-17 |
5.0% |
0-28 |
0.7% |
52% |
False |
False |
150,246 |
| 80 |
134-08 |
127-23 |
6-17 |
5.0% |
0-25 |
0.6% |
52% |
False |
False |
112,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-15 |
|
2.618 |
133-27 |
|
1.618 |
132-27 |
|
1.000 |
132-07 |
|
0.618 |
131-27 |
|
HIGH |
131-07 |
|
0.618 |
130-27 |
|
0.500 |
130-23 |
|
0.382 |
130-19 |
|
LOW |
130-07 |
|
0.618 |
129-19 |
|
1.000 |
129-07 |
|
1.618 |
128-19 |
|
2.618 |
127-19 |
|
4.250 |
125-31 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
130-31 |
130-30 |
| PP |
130-27 |
130-26 |
| S1 |
130-23 |
130-21 |
|