ECBOT 30 Year Treasury Bond Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jan-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Jan-2014 | 
                    17-Jan-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        129-02 | 
                        129-20 | 
                        0-18 | 
                        0.4% | 
                        129-09 | 
                     
                    
                        | High | 
                        129-22 | 
                        129-30 | 
                        0-08 | 
                        0.2% | 
                        129-30 | 
                     
                    
                        | Low | 
                        129-00 | 
                        129-10 | 
                        0-10 | 
                        0.2% | 
                        128-18 | 
                     
                    
                        | Close | 
                        129-18 | 
                        129-25 | 
                        0-07 | 
                        0.2% | 
                        129-25 | 
                     
                    
                        | Range | 
                        0-22 | 
                        0-20 | 
                        -0-02 | 
                        -9.1% | 
                        1-12 | 
                     
                    
                        | ATR | 
                        0-20 | 
                        0-20 | 
                        0-00 | 
                        -0.1% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        91 | 
                        133 | 
                        42 | 
                        46.2% | 
                        667 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                131-18 | 
                131-09 | 
                130-04 | 
                 | 
             
            
                | R3 | 
                130-30 | 
                130-21 | 
                129-30 | 
                 | 
             
            
                | R2 | 
                130-10 | 
                130-10 | 
                129-29 | 
                 | 
             
            
                | R1 | 
                130-01 | 
                130-01 | 
                129-27 | 
                130-06 | 
             
            
                | PP | 
                129-22 | 
                129-22 | 
                129-22 | 
                129-24 | 
             
            
                | S1 | 
                129-13 | 
                129-13 | 
                129-23 | 
                129-18 | 
             
            
                | S2 | 
                129-02 | 
                129-02 | 
                129-21 | 
                 | 
             
            
                | S3 | 
                128-14 | 
                128-25 | 
                129-20 | 
                 | 
             
            
                | S4 | 
                127-26 | 
                128-05 | 
                129-14 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-18 | 
                133-01 | 
                130-17 | 
                 | 
             
            
                | R3 | 
                132-06 | 
                131-21 | 
                130-05 | 
                 | 
             
            
                | R2 | 
                130-26 | 
                130-26 | 
                130-01 | 
                 | 
             
            
                | R1 | 
                130-09 | 
                130-09 | 
                129-29 | 
                130-18 | 
             
            
                | PP | 
                129-14 | 
                129-14 | 
                129-14 | 
                129-18 | 
             
            
                | S1 | 
                128-29 | 
                128-29 | 
                129-21 | 
                129-06 | 
             
            
                | S2 | 
                128-02 | 
                128-02 | 
                129-17 | 
                 | 
             
            
                | S3 | 
                126-22 | 
                127-17 | 
                129-13 | 
                 | 
             
            
                | S4 | 
                125-10 | 
                126-05 | 
                129-01 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            132-19 | 
         
        
            | 
2.618             | 
            131-18 | 
         
        
            | 
1.618             | 
            130-30 | 
         
        
            | 
1.000             | 
            130-18 | 
         
        
            | 
0.618             | 
            130-10 | 
         
        
            | 
HIGH             | 
            129-30 | 
         
        
            | 
0.618             | 
            129-22 | 
         
        
            | 
0.500             | 
            129-20 | 
         
        
            | 
0.382             | 
            129-18 | 
         
        
            | 
LOW             | 
            129-10 | 
         
        
            | 
0.618             | 
            128-30 | 
         
        
            | 
1.000             | 
            128-22 | 
         
        
            | 
1.618             | 
            128-10 | 
         
        
            | 
2.618             | 
            127-22 | 
         
        
            | 
4.250             | 
            126-21 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Jan-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                129-23 | 
                                129-19 | 
                             
                            
                                | PP | 
                                129-22 | 
                                129-14 | 
                             
                            
                                | S1 | 
                                129-20 | 
                                129-08 | 
                             
             
         |