ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
133-07 |
132-28 |
-0-11 |
-0.3% |
133-11 |
| High |
133-10 |
133-26 |
0-16 |
0.4% |
133-20 |
| Low |
132-21 |
132-21 |
0-00 |
0.0% |
131-24 |
| Close |
133-02 |
133-19 |
0-17 |
0.4% |
132-21 |
| Range |
0-21 |
1-05 |
0-16 |
76.2% |
1-28 |
| ATR |
0-30 |
0-31 |
0-00 |
1.6% |
0-00 |
| Volume |
281,363 |
298,382 |
17,019 |
6.0% |
1,432,746 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-26 |
136-12 |
134-07 |
|
| R3 |
135-21 |
135-07 |
133-29 |
|
| R2 |
134-16 |
134-16 |
133-26 |
|
| R1 |
134-02 |
134-02 |
133-22 |
134-09 |
| PP |
133-11 |
133-11 |
133-11 |
133-15 |
| S1 |
132-29 |
132-29 |
133-16 |
133-04 |
| S2 |
132-06 |
132-06 |
133-12 |
|
| S3 |
131-01 |
131-24 |
133-09 |
|
| S4 |
129-28 |
130-19 |
132-31 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-10 |
137-11 |
133-22 |
|
| R3 |
136-14 |
135-15 |
133-06 |
|
| R2 |
134-18 |
134-18 |
133-00 |
|
| R1 |
133-19 |
133-19 |
132-26 |
133-04 |
| PP |
132-22 |
132-22 |
132-22 |
132-14 |
| S1 |
131-23 |
131-23 |
132-16 |
131-08 |
| S2 |
130-26 |
130-26 |
132-10 |
|
| S3 |
128-30 |
129-27 |
132-04 |
|
| S4 |
127-02 |
127-31 |
131-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-26 |
131-24 |
2-02 |
1.5% |
0-29 |
0.7% |
89% |
True |
False |
300,655 |
| 10 |
134-00 |
131-24 |
2-08 |
1.7% |
1-00 |
0.7% |
82% |
False |
False |
320,564 |
| 20 |
134-01 |
129-21 |
4-12 |
3.3% |
1-00 |
0.7% |
90% |
False |
False |
319,863 |
| 40 |
134-01 |
129-21 |
4-12 |
3.3% |
0-30 |
0.7% |
90% |
False |
False |
188,560 |
| 60 |
134-01 |
126-24 |
7-09 |
5.5% |
0-26 |
0.6% |
94% |
False |
False |
125,746 |
| 80 |
134-01 |
126-24 |
7-09 |
5.5% |
0-21 |
0.5% |
94% |
False |
False |
94,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-23 |
|
2.618 |
136-27 |
|
1.618 |
135-22 |
|
1.000 |
134-31 |
|
0.618 |
134-17 |
|
HIGH |
133-26 |
|
0.618 |
133-12 |
|
0.500 |
133-08 |
|
0.382 |
133-03 |
|
LOW |
132-21 |
|
0.618 |
131-30 |
|
1.000 |
131-16 |
|
1.618 |
130-25 |
|
2.618 |
129-20 |
|
4.250 |
127-24 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-15 |
133-14 |
| PP |
133-11 |
133-08 |
| S1 |
133-08 |
133-02 |
|