ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
131-10 |
131-00 |
-0-10 |
-0.2% |
130-19 |
| High |
131-15 |
132-20 |
1-05 |
0.9% |
131-16 |
| Low |
130-31 |
130-30 |
-0-01 |
0.0% |
130-03 |
| Close |
131-02 |
132-10 |
1-08 |
1.0% |
131-10 |
| Range |
0-16 |
1-22 |
1-06 |
237.5% |
1-13 |
| ATR |
0-28 |
0-29 |
0-02 |
6.8% |
0-00 |
| Volume |
204,516 |
357,101 |
152,585 |
74.6% |
1,116,523 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-01 |
136-11 |
133-08 |
|
| R3 |
135-11 |
134-21 |
132-25 |
|
| R2 |
133-21 |
133-21 |
132-20 |
|
| R1 |
132-31 |
132-31 |
132-15 |
133-10 |
| PP |
131-31 |
131-31 |
131-31 |
132-04 |
| S1 |
131-09 |
131-09 |
132-05 |
131-20 |
| S2 |
130-09 |
130-09 |
132-00 |
|
| S3 |
128-19 |
129-19 |
131-27 |
|
| S4 |
126-29 |
127-29 |
131-12 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-06 |
134-21 |
132-03 |
|
| R3 |
133-25 |
133-08 |
131-22 |
|
| R2 |
132-12 |
132-12 |
131-18 |
|
| R1 |
131-27 |
131-27 |
131-14 |
132-04 |
| PP |
130-31 |
130-31 |
130-31 |
131-03 |
| S1 |
130-14 |
130-14 |
131-06 |
130-22 |
| S2 |
129-18 |
129-18 |
131-02 |
|
| S3 |
128-05 |
129-01 |
130-30 |
|
| S4 |
126-24 |
127-20 |
130-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-20 |
130-07 |
2-13 |
1.8% |
0-30 |
0.7% |
87% |
True |
False |
235,279 |
| 10 |
132-20 |
128-26 |
3-26 |
2.9% |
0-28 |
0.7% |
92% |
True |
False |
264,786 |
| 20 |
132-20 |
127-23 |
4-29 |
3.7% |
0-28 |
0.6% |
94% |
True |
False |
207,977 |
| 40 |
132-20 |
127-23 |
4-29 |
3.7% |
0-29 |
0.7% |
94% |
True |
False |
243,098 |
| 60 |
134-08 |
127-23 |
6-17 |
4.9% |
0-29 |
0.7% |
70% |
False |
False |
166,097 |
| 80 |
134-08 |
127-23 |
6-17 |
4.9% |
0-26 |
0.6% |
70% |
False |
False |
124,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-26 |
|
2.618 |
137-01 |
|
1.618 |
135-11 |
|
1.000 |
134-10 |
|
0.618 |
133-21 |
|
HIGH |
132-20 |
|
0.618 |
131-31 |
|
0.500 |
131-25 |
|
0.382 |
131-19 |
|
LOW |
130-30 |
|
0.618 |
129-29 |
|
1.000 |
129-08 |
|
1.618 |
128-07 |
|
2.618 |
126-17 |
|
4.250 |
123-24 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-04 |
132-04 |
| PP |
131-31 |
131-30 |
| S1 |
131-25 |
131-24 |
|