ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
133-11 |
132-25 |
-0-18 |
-0.4% |
133-24 |
| High |
133-14 |
132-29 |
-0-17 |
-0.4% |
135-03 |
| Low |
132-15 |
132-00 |
-0-15 |
-0.4% |
132-12 |
| Close |
132-27 |
132-08 |
-0-19 |
-0.4% |
133-10 |
| Range |
0-31 |
0-29 |
-0-02 |
-6.5% |
2-23 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.7% |
0-00 |
| Volume |
275,583 |
258,994 |
-16,589 |
-6.0% |
1,776,495 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-03 |
134-19 |
132-24 |
|
| R3 |
134-06 |
133-22 |
132-16 |
|
| R2 |
133-09 |
133-09 |
132-13 |
|
| R1 |
132-25 |
132-25 |
132-11 |
132-18 |
| PP |
132-12 |
132-12 |
132-12 |
132-09 |
| S1 |
131-28 |
131-28 |
132-05 |
131-22 |
| S2 |
131-15 |
131-15 |
132-03 |
|
| S3 |
130-18 |
130-31 |
132-00 |
|
| S4 |
129-21 |
130-02 |
131-24 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-24 |
140-08 |
134-26 |
|
| R3 |
139-01 |
137-17 |
134-02 |
|
| R2 |
136-10 |
136-10 |
133-26 |
|
| R1 |
134-26 |
134-26 |
133-18 |
134-06 |
| PP |
133-19 |
133-19 |
133-19 |
133-09 |
| S1 |
132-03 |
132-03 |
133-02 |
131-16 |
| S2 |
130-28 |
130-28 |
132-26 |
|
| S3 |
128-05 |
129-12 |
132-18 |
|
| S4 |
125-14 |
126-21 |
131-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-02 |
132-00 |
2-02 |
1.6% |
0-31 |
0.7% |
12% |
False |
True |
280,490 |
| 10 |
135-03 |
132-00 |
3-03 |
2.3% |
1-01 |
0.8% |
8% |
False |
True |
314,320 |
| 20 |
135-03 |
130-03 |
5-00 |
3.8% |
1-00 |
0.8% |
43% |
False |
False |
305,832 |
| 40 |
135-03 |
127-23 |
7-12 |
5.6% |
1-00 |
0.8% |
61% |
False |
False |
260,455 |
| 60 |
135-03 |
127-23 |
7-12 |
5.6% |
0-31 |
0.7% |
61% |
False |
False |
243,776 |
| 80 |
135-03 |
127-23 |
7-12 |
5.6% |
0-29 |
0.7% |
61% |
False |
False |
183,242 |
| 100 |
135-03 |
127-23 |
7-12 |
5.6% |
0-26 |
0.6% |
61% |
False |
False |
146,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-24 |
|
2.618 |
135-09 |
|
1.618 |
134-12 |
|
1.000 |
133-26 |
|
0.618 |
133-15 |
|
HIGH |
132-29 |
|
0.618 |
132-18 |
|
0.500 |
132-14 |
|
0.382 |
132-11 |
|
LOW |
132-00 |
|
0.618 |
131-14 |
|
1.000 |
131-03 |
|
1.618 |
130-17 |
|
2.618 |
129-20 |
|
4.250 |
128-05 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-14 |
132-23 |
| PP |
132-12 |
132-18 |
| S1 |
132-10 |
132-13 |
|