ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
133-04 |
132-02 |
-1-02 |
-0.8% |
131-08 |
| High |
133-08 |
132-20 |
-0-20 |
-0.5% |
134-00 |
| Low |
131-26 |
131-24 |
-0-02 |
0.0% |
129-21 |
| Close |
131-31 |
132-02 |
0-03 |
0.1% |
133-15 |
| Range |
1-14 |
0-28 |
-0-18 |
-39.1% |
4-11 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.7% |
0-00 |
| Volume |
376,572 |
354,124 |
-22,448 |
-6.0% |
1,665,109 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-25 |
134-09 |
132-17 |
|
| R3 |
133-29 |
133-13 |
132-10 |
|
| R2 |
133-01 |
133-01 |
132-07 |
|
| R1 |
132-17 |
132-17 |
132-05 |
132-16 |
| PP |
132-05 |
132-05 |
132-05 |
132-04 |
| S1 |
131-21 |
131-21 |
131-31 |
131-20 |
| S2 |
131-09 |
131-09 |
131-29 |
|
| S3 |
130-13 |
130-25 |
131-26 |
|
| S4 |
129-17 |
129-29 |
131-19 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-13 |
143-25 |
135-27 |
|
| R3 |
141-02 |
139-14 |
134-21 |
|
| R2 |
136-23 |
136-23 |
134-08 |
|
| R1 |
135-03 |
135-03 |
133-28 |
135-29 |
| PP |
132-12 |
132-12 |
132-12 |
132-25 |
| S1 |
130-24 |
130-24 |
133-02 |
131-18 |
| S2 |
128-01 |
128-01 |
132-22 |
|
| S3 |
123-22 |
126-13 |
132-09 |
|
| S4 |
119-11 |
122-02 |
131-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-00 |
131-24 |
2-08 |
1.7% |
0-29 |
0.7% |
14% |
False |
True |
313,230 |
| 10 |
134-00 |
129-21 |
4-11 |
3.3% |
1-03 |
0.8% |
55% |
False |
False |
322,456 |
| 20 |
134-01 |
129-21 |
4-12 |
3.3% |
0-31 |
0.7% |
55% |
False |
False |
317,443 |
| 40 |
134-01 |
129-21 |
4-12 |
3.3% |
0-30 |
0.7% |
55% |
False |
False |
159,859 |
| 60 |
134-01 |
126-24 |
7-09 |
5.5% |
0-25 |
0.6% |
73% |
False |
False |
106,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-11 |
|
2.618 |
134-29 |
|
1.618 |
134-01 |
|
1.000 |
133-16 |
|
0.618 |
133-05 |
|
HIGH |
132-20 |
|
0.618 |
132-09 |
|
0.500 |
132-06 |
|
0.382 |
132-03 |
|
LOW |
131-24 |
|
0.618 |
131-07 |
|
1.000 |
130-28 |
|
1.618 |
130-11 |
|
2.618 |
129-15 |
|
4.250 |
128-01 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-06 |
132-16 |
| PP |
132-05 |
132-12 |
| S1 |
132-03 |
132-07 |
|