ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
131-06 |
131-13 |
0-07 |
0.2% |
133-17 |
| High |
131-17 |
132-12 |
0-27 |
0.6% |
134-01 |
| Low |
131-00 |
131-11 |
0-11 |
0.3% |
130-21 |
| Close |
131-15 |
132-05 |
0-22 |
0.5% |
131-05 |
| Range |
0-17 |
1-01 |
0-16 |
94.1% |
3-12 |
| ATR |
0-30 |
0-30 |
0-00 |
0.8% |
0-00 |
| Volume |
239,364 |
320,744 |
81,380 |
34.0% |
1,622,832 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-02 |
134-20 |
132-23 |
|
| R3 |
134-01 |
133-19 |
132-14 |
|
| R2 |
133-00 |
133-00 |
132-11 |
|
| R1 |
132-18 |
132-18 |
132-08 |
132-25 |
| PP |
131-31 |
131-31 |
131-31 |
132-02 |
| S1 |
131-17 |
131-17 |
132-02 |
131-24 |
| S2 |
130-30 |
130-30 |
131-31 |
|
| S3 |
129-29 |
130-16 |
131-28 |
|
| S4 |
128-28 |
129-15 |
131-19 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-02 |
140-00 |
133-00 |
|
| R3 |
138-22 |
136-20 |
132-03 |
|
| R2 |
135-10 |
135-10 |
131-25 |
|
| R1 |
133-08 |
133-08 |
131-15 |
132-19 |
| PP |
131-30 |
131-30 |
131-30 |
131-20 |
| S1 |
129-28 |
129-28 |
130-27 |
129-07 |
| S2 |
128-18 |
128-18 |
130-17 |
|
| S3 |
125-06 |
126-16 |
130-07 |
|
| S4 |
121-26 |
123-04 |
129-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-13 |
129-21 |
2-24 |
2.1% |
1-04 |
0.8% |
91% |
False |
False |
287,152 |
| 10 |
134-01 |
129-21 |
4-12 |
3.3% |
1-00 |
0.8% |
57% |
False |
False |
319,162 |
| 20 |
134-01 |
129-21 |
4-12 |
3.3% |
0-29 |
0.7% |
57% |
False |
False |
215,256 |
| 40 |
134-01 |
128-18 |
5-15 |
4.1% |
0-28 |
0.7% |
66% |
False |
False |
108,463 |
| 60 |
134-01 |
126-24 |
7-09 |
5.5% |
0-23 |
0.5% |
74% |
False |
False |
72,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-24 |
|
2.618 |
135-02 |
|
1.618 |
134-01 |
|
1.000 |
133-13 |
|
0.618 |
133-00 |
|
HIGH |
132-12 |
|
0.618 |
131-31 |
|
0.500 |
131-28 |
|
0.382 |
131-24 |
|
LOW |
131-11 |
|
0.618 |
130-23 |
|
1.000 |
130-10 |
|
1.618 |
129-22 |
|
2.618 |
128-21 |
|
4.250 |
126-31 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-02 |
131-25 |
| PP |
131-31 |
131-13 |
| S1 |
131-28 |
131-00 |
|