ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
132-28 |
133-21 |
0-25 |
0.6% |
133-11 |
High |
133-26 |
134-16 |
0-22 |
0.5% |
133-20 |
Low |
132-21 |
133-16 |
0-27 |
0.6% |
131-24 |
Close |
133-19 |
134-07 |
0-20 |
0.5% |
132-21 |
Range |
1-05 |
1-00 |
-0-05 |
-13.5% |
1-28 |
ATR |
0-31 |
0-31 |
0-00 |
0.3% |
0-00 |
Volume |
298,382 |
440,325 |
141,943 |
47.6% |
1,432,746 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-02 |
136-21 |
134-25 |
|
R3 |
136-02 |
135-21 |
134-16 |
|
R2 |
135-02 |
135-02 |
134-13 |
|
R1 |
134-21 |
134-21 |
134-10 |
134-28 |
PP |
134-02 |
134-02 |
134-02 |
134-06 |
S1 |
133-21 |
133-21 |
134-04 |
133-28 |
S2 |
133-02 |
133-02 |
134-01 |
|
S3 |
132-02 |
132-21 |
133-30 |
|
S4 |
131-02 |
131-21 |
133-21 |
|
|
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 |
134-16 |
132-00 |
2-16 |
1.9% |
0-30 |
0.7% |
89% |
True |
False |
317,895 |
10 |
134-16 |
131-24 |
2-24 |
2.0% |
0-29 |
0.7% |
90% |
True |
False |
315,562 |
20 |
134-16 |
129-21 |
4-27 |
3.6% |
1-00 |
0.8% |
94% |
True |
False |
323,137 |
40 |
134-16 |
129-21 |
4-27 |
3.6% |
0-30 |
0.7% |
94% |
True |
False |
199,545 |
60 |
134-16 |
126-24 |
7-24 |
5.8% |
0-27 |
0.6% |
96% |
True |
False |
133,084 |
80 |
134-16 |
126-24 |
7-24 |
5.8% |
0-22 |
0.5% |
96% |
True |
False |
99,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-24 |
2.618 |
137-04 |
1.618 |
136-04 |
1.000 |
135-16 |
0.618 |
135-04 |
HIGH |
134-16 |
0.618 |
134-04 |
0.500 |
134-00 |
0.382 |
133-28 |
LOW |
133-16 |
0.618 |
132-28 |
1.000 |
132-16 |
1.618 |
131-28 |
2.618 |
130-28 |
4.250 |
129-08 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
134-05 |
134-00 |
PP |
134-02 |
133-25 |
S1 |
134-00 |
133-18 |
|