ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
132-04 |
132-24 |
0-20 |
0.5% |
131-15 |
| High |
132-25 |
133-07 |
0-14 |
0.3% |
132-09 |
| Low |
131-29 |
132-18 |
0-21 |
0.5% |
130-27 |
| Close |
132-19 |
133-04 |
0-17 |
0.4% |
131-19 |
| Range |
0-28 |
0-21 |
-0-07 |
-25.0% |
1-14 |
| ATR |
0-26 |
0-26 |
0-00 |
-1.4% |
0-00 |
| Volume |
586,684 |
374,855 |
-211,829 |
-36.1% |
16,368 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-30 |
134-22 |
133-16 |
|
| R3 |
134-09 |
134-01 |
133-10 |
|
| R2 |
133-20 |
133-20 |
133-08 |
|
| R1 |
133-12 |
133-12 |
133-06 |
133-16 |
| PP |
132-31 |
132-31 |
132-31 |
133-01 |
| S1 |
132-23 |
132-23 |
133-02 |
132-27 |
| S2 |
132-10 |
132-10 |
133-00 |
|
| S3 |
131-21 |
132-02 |
132-30 |
|
| S4 |
131-00 |
131-13 |
132-24 |
|
|
| 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 |
133-07 |
130-28 |
2-11 |
1.8% |
0-24 |
0.6% |
96% |
True |
False |
295,121 |
| 10 |
133-07 |
130-22 |
2-17 |
1.9% |
0-26 |
0.6% |
96% |
True |
False |
148,790 |
| 20 |
133-15 |
130-16 |
2-31 |
2.2% |
0-27 |
0.6% |
88% |
False |
False |
75,953 |
| 40 |
133-15 |
126-24 |
6-23 |
5.0% |
0-24 |
0.6% |
95% |
False |
False |
38,058 |
| 60 |
133-15 |
126-24 |
6-23 |
5.0% |
0-18 |
0.4% |
95% |
False |
False |
25,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-00 |
|
2.618 |
134-30 |
|
1.618 |
134-09 |
|
1.000 |
133-28 |
|
0.618 |
133-20 |
|
HIGH |
133-07 |
|
0.618 |
132-31 |
|
0.500 |
132-28 |
|
0.382 |
132-26 |
|
LOW |
132-18 |
|
0.618 |
132-05 |
|
1.000 |
131-29 |
|
1.618 |
131-16 |
|
2.618 |
130-27 |
|
4.250 |
129-25 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-02 |
132-28 |
| PP |
132-31 |
132-19 |
| S1 |
132-28 |
132-10 |
|