ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
134-29 |
134-02 |
-0-27 |
-0.6% |
133-01 |
| High |
135-02 |
134-16 |
-0-18 |
-0.4% |
133-31 |
| Low |
134-00 |
133-10 |
-0-22 |
-0.5% |
132-01 |
| Close |
134-05 |
133-13 |
-0-24 |
-0.6% |
133-19 |
| Range |
1-02 |
1-06 |
0-04 |
11.8% |
1-30 |
| ATR |
1-00 |
1-01 |
0-00 |
1.3% |
0-00 |
| Volume |
314,855 |
380,575 |
65,720 |
20.9% |
1,774,084 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-10 |
136-17 |
134-02 |
|
| R3 |
136-04 |
135-11 |
133-23 |
|
| R2 |
134-30 |
134-30 |
133-20 |
|
| R1 |
134-05 |
134-05 |
133-16 |
133-30 |
| PP |
133-24 |
133-24 |
133-24 |
133-20 |
| S1 |
132-31 |
132-31 |
133-10 |
132-24 |
| S2 |
132-18 |
132-18 |
133-06 |
|
| S3 |
131-12 |
131-25 |
133-03 |
|
| S4 |
130-06 |
130-19 |
132-24 |
|
|
| 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 |
132-25 |
2-10 |
1.7% |
1-04 |
0.8% |
27% |
False |
False |
348,151 |
| 10 |
135-03 |
130-30 |
4-05 |
3.1% |
1-05 |
0.9% |
59% |
False |
False |
364,635 |
| 20 |
135-03 |
128-11 |
6-24 |
5.1% |
0-31 |
0.7% |
75% |
False |
False |
313,116 |
| 40 |
135-03 |
127-23 |
7-12 |
5.5% |
0-31 |
0.7% |
77% |
False |
False |
255,373 |
| 60 |
135-03 |
127-23 |
7-12 |
5.5% |
0-31 |
0.7% |
77% |
False |
False |
220,728 |
| 80 |
135-03 |
127-23 |
7-12 |
5.5% |
0-29 |
0.7% |
77% |
False |
False |
165,713 |
| 100 |
135-03 |
127-23 |
7-12 |
5.5% |
0-25 |
0.6% |
77% |
False |
False |
132,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-18 |
|
2.618 |
137-19 |
|
1.618 |
136-13 |
|
1.000 |
135-22 |
|
0.618 |
135-07 |
|
HIGH |
134-16 |
|
0.618 |
134-01 |
|
0.500 |
133-29 |
|
0.382 |
133-25 |
|
LOW |
133-10 |
|
0.618 |
132-19 |
|
1.000 |
132-04 |
|
1.618 |
131-13 |
|
2.618 |
130-07 |
|
4.250 |
128-08 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-29 |
134-06 |
| PP |
133-24 |
133-30 |
| S1 |
133-18 |
133-22 |
|