ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
133-24 |
134-29 |
1-05 |
0.9% |
133-01 |
| High |
135-03 |
135-02 |
-0-01 |
0.0% |
133-31 |
| Low |
133-14 |
134-00 |
0-18 |
0.4% |
132-01 |
| Close |
134-29 |
134-05 |
-0-24 |
-0.6% |
133-19 |
| Range |
1-21 |
1-02 |
-0-19 |
-35.8% |
1-30 |
| ATR |
1-00 |
1-00 |
0-00 |
0.4% |
0-00 |
| Volume |
393,856 |
314,855 |
-79,001 |
-20.1% |
1,774,084 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-19 |
136-30 |
134-24 |
|
| R3 |
136-17 |
135-28 |
134-14 |
|
| R2 |
135-15 |
135-15 |
134-11 |
|
| R1 |
134-26 |
134-26 |
134-08 |
134-20 |
| PP |
134-13 |
134-13 |
134-13 |
134-10 |
| S1 |
133-24 |
133-24 |
134-02 |
133-18 |
| S2 |
133-11 |
133-11 |
133-31 |
|
| S3 |
132-09 |
132-22 |
133-28 |
|
| S4 |
131-07 |
131-20 |
133-18 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-00 |
138-08 |
134-21 |
|
| R3 |
137-02 |
136-10 |
134-04 |
|
| R2 |
135-04 |
135-04 |
133-30 |
|
| R1 |
134-12 |
134-12 |
133-25 |
134-24 |
| PP |
133-06 |
133-06 |
133-06 |
133-12 |
| S1 |
132-14 |
132-14 |
133-13 |
132-26 |
| S2 |
131-08 |
131-08 |
133-08 |
|
| S3 |
129-10 |
130-16 |
133-02 |
|
| S4 |
127-12 |
128-18 |
132-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-03 |
132-01 |
3-02 |
2.3% |
1-07 |
0.9% |
69% |
False |
False |
366,885 |
| 10 |
135-03 |
130-30 |
4-05 |
3.1% |
1-03 |
0.8% |
77% |
False |
False |
347,029 |
| 20 |
135-03 |
128-11 |
6-24 |
5.0% |
0-30 |
0.7% |
86% |
False |
False |
302,128 |
| 40 |
135-03 |
127-23 |
7-12 |
5.5% |
0-31 |
0.7% |
87% |
False |
False |
256,554 |
| 60 |
135-03 |
127-23 |
7-12 |
5.5% |
0-31 |
0.7% |
87% |
False |
False |
214,431 |
| 80 |
135-03 |
127-23 |
7-12 |
5.5% |
0-29 |
0.7% |
87% |
False |
False |
160,955 |
| 100 |
135-03 |
127-23 |
7-12 |
5.5% |
0-25 |
0.6% |
87% |
False |
False |
128,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-18 |
|
2.618 |
137-27 |
|
1.618 |
136-25 |
|
1.000 |
136-04 |
|
0.618 |
135-23 |
|
HIGH |
135-02 |
|
0.618 |
134-21 |
|
0.500 |
134-17 |
|
0.382 |
134-13 |
|
LOW |
134-00 |
|
0.618 |
133-11 |
|
1.000 |
132-30 |
|
1.618 |
132-09 |
|
2.618 |
131-07 |
|
4.250 |
129-16 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-17 |
134-04 |
| PP |
134-13 |
134-03 |
| S1 |
134-09 |
134-02 |
|