ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
131-19 |
131-16 |
-0-03 |
-0.1% |
131-15 |
| High |
131-25 |
132-07 |
0-14 |
0.3% |
132-09 |
| Low |
131-05 |
131-14 |
0-09 |
0.2% |
130-27 |
| Close |
131-11 |
132-04 |
0-25 |
0.6% |
131-19 |
| Range |
0-20 |
0-25 |
0-05 |
25.0% |
1-14 |
| ATR |
0-26 |
0-26 |
0-00 |
0.5% |
0-00 |
| Volume |
230,372 |
276,723 |
46,351 |
20.1% |
16,368 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-09 |
133-31 |
132-18 |
|
| R3 |
133-16 |
133-06 |
132-11 |
|
| R2 |
132-23 |
132-23 |
132-09 |
|
| R1 |
132-13 |
132-13 |
132-06 |
132-18 |
| PP |
131-30 |
131-30 |
131-30 |
132-00 |
| S1 |
131-20 |
131-20 |
132-02 |
131-25 |
| S2 |
131-05 |
131-05 |
131-31 |
|
| S3 |
130-12 |
130-27 |
131-29 |
|
| S4 |
129-19 |
130-02 |
131-22 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-28 |
135-06 |
132-12 |
|
| R3 |
134-14 |
133-24 |
132-00 |
|
| R2 |
133-00 |
133-00 |
131-27 |
|
| R1 |
132-10 |
132-10 |
131-23 |
132-21 |
| PP |
131-18 |
131-18 |
131-18 |
131-24 |
| S1 |
130-28 |
130-28 |
131-15 |
131-07 |
| S2 |
130-04 |
130-04 |
131-11 |
|
| S3 |
128-22 |
129-14 |
131-06 |
|
| S4 |
127-08 |
128-00 |
130-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-09 |
130-27 |
1-14 |
1.1% |
0-27 |
0.6% |
89% |
False |
False |
104,436 |
| 10 |
132-09 |
130-16 |
1-25 |
1.3% |
0-26 |
0.6% |
91% |
False |
False |
53,053 |
| 20 |
133-15 |
130-16 |
2-31 |
2.2% |
0-27 |
0.6% |
55% |
False |
False |
27,939 |
| 40 |
133-15 |
126-24 |
6-23 |
5.1% |
0-23 |
0.5% |
80% |
False |
False |
14,020 |
| 60 |
133-15 |
126-24 |
6-23 |
5.1% |
0-17 |
0.4% |
80% |
False |
False |
9,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-17 |
|
2.618 |
134-08 |
|
1.618 |
133-15 |
|
1.000 |
133-00 |
|
0.618 |
132-22 |
|
HIGH |
132-07 |
|
0.618 |
131-29 |
|
0.500 |
131-26 |
|
0.382 |
131-24 |
|
LOW |
131-14 |
|
0.618 |
130-31 |
|
1.000 |
130-21 |
|
1.618 |
130-06 |
|
2.618 |
129-13 |
|
4.250 |
128-04 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-01 |
131-30 |
| PP |
131-30 |
131-24 |
| S1 |
131-26 |
131-18 |
|