ECBOT 30 Year Treasury Bond Future March 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Mar-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Mar-2014 | 
                    07-Mar-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        133-27 | 
                        133-08 | 
                        -0-19 | 
                        -0.4% | 
                        135-00 | 
                     
                    
                        | High | 
                        133-29 | 
                        133-21 | 
                        -0-08 | 
                        -0.2% | 
                        135-17 | 
                     
                    
                        | Low | 
                        133-06 | 
                        132-07 | 
                        -0-31 | 
                        -0.7% | 
                        132-07 | 
                     
                    
                        | Close | 
                        133-09 | 
                        132-22 | 
                        -0-19 | 
                        -0.4% | 
                        132-22 | 
                     
                    
                        | Range | 
                        0-23 | 
                        1-14 | 
                        0-23 | 
                        100.0% | 
                        3-10 | 
                     
                    
                        | ATR | 
                        0-30 | 
                        0-31 | 
                        0-01 | 
                        4.0% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        22,075 | 
                        10,019 | 
                        -12,056 | 
                        -54.6% | 
                        142,337 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                137-05 | 
                136-12 | 
                133-15 | 
                 | 
             
            
                | R3 | 
                135-23 | 
                134-30 | 
                133-03 | 
                 | 
             
            
                | R2 | 
                134-09 | 
                134-09 | 
                132-30 | 
                 | 
             
            
                | R1 | 
                133-16 | 
                133-16 | 
                132-26 | 
                133-06 | 
             
            
                | PP | 
                132-27 | 
                132-27 | 
                132-27 | 
                132-22 | 
             
            
                | S1 | 
                132-02 | 
                132-02 | 
                132-18 | 
                131-24 | 
             
            
                | S2 | 
                131-13 | 
                131-13 | 
                132-14 | 
                 | 
             
            
                | S3 | 
                129-31 | 
                130-20 | 
                132-09 | 
                 | 
             
            
                | S4 | 
                128-17 | 
                129-06 | 
                131-29 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                143-13 | 
                141-12 | 
                134-16 | 
                 | 
             
            
                | R3 | 
                140-03 | 
                138-02 | 
                133-19 | 
                 | 
             
            
                | R2 | 
                136-25 | 
                136-25 | 
                133-09 | 
                 | 
             
            
                | R1 | 
                134-24 | 
                134-24 | 
                133-00 | 
                134-04 | 
             
            
                | PP | 
                133-15 | 
                133-15 | 
                133-15 | 
                133-05 | 
             
            
                | S1 | 
                131-14 | 
                131-14 | 
                132-12 | 
                130-26 | 
             
            
                | S2 | 
                130-05 | 
                130-05 | 
                132-03 | 
                 | 
             
            
                | S3 | 
                126-27 | 
                128-04 | 
                131-25 | 
                 | 
             
            
                | S4 | 
                123-17 | 
                124-26 | 
                130-28 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                135-17 | 
                132-07 | 
                3-10 | 
                2.5% | 
                0-31 | 
                0.7% | 
                14% | 
                False | 
                True | 
                28,467 | 
                 
                
                | 10 | 
                135-17 | 
                132-07 | 
                3-10 | 
                2.5% | 
                0-28 | 
                0.7% | 
                14% | 
                False | 
                True | 
                237,837 | 
                 
                
                | 20 | 
                135-17 | 
                132-00 | 
                3-17 | 
                2.7% | 
                0-30 | 
                0.7% | 
                19% | 
                False | 
                False | 
                249,804 | 
                 
                
                | 40 | 
                135-17 | 
                128-26 | 
                6-23 | 
                5.1% | 
                0-30 | 
                0.7% | 
                58% | 
                False | 
                False | 
                281,045 | 
                 
                
                | 60 | 
                135-17 | 
                127-23 | 
                7-26 | 
                5.9% | 
                0-31 | 
                0.7% | 
                64% | 
                False | 
                False | 
                255,536 | 
                 
                
                | 80 | 
                135-17 | 
                127-23 | 
                7-26 | 
                5.9% | 
                0-30 | 
                0.7% | 
                64% | 
                False | 
                False | 
                231,784 | 
                 
                
                | 100 | 
                135-17 | 
                127-23 | 
                7-26 | 
                5.9% | 
                0-29 | 
                0.7% | 
                64% | 
                False | 
                False | 
                185,617 | 
                 
                
                | 120 | 
                135-17 | 
                127-23 | 
                7-26 | 
                5.9% | 
                0-26 | 
                0.6% | 
                64% | 
                False | 
                False | 
                154,689 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            139-24 | 
         
        
            | 
2.618             | 
            137-13 | 
         
        
            | 
1.618             | 
            135-31 | 
         
        
            | 
1.000             | 
            135-03 | 
         
        
            | 
0.618             | 
            134-17 | 
         
        
            | 
HIGH             | 
            133-21 | 
         
        
            | 
0.618             | 
            133-03 | 
         
        
            | 
0.500             | 
            132-30 | 
         
        
            | 
0.382             | 
            132-25 | 
         
        
            | 
LOW             | 
            132-07 | 
         
        
            | 
0.618             | 
            131-11 | 
         
        
            | 
1.000             | 
            130-25 | 
         
        
            | 
1.618             | 
            129-29 | 
         
        
            | 
2.618             | 
            128-15 | 
         
        
            | 
4.250             | 
            126-04 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Mar-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-30 | 
                                133-06 | 
                             
                            
                                | PP | 
                                132-27 | 
                                133-01 | 
                             
                            
                                | S1 | 
                                132-25 | 
                                132-28 | 
                             
             
         |