ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
131-30 |
132-04 |
0-06 |
0.1% |
133-13 |
| High |
132-12 |
133-03 |
0-23 |
0.5% |
133-15 |
| Low |
131-27 |
131-21 |
-0-06 |
-0.1% |
131-21 |
| Close |
132-07 |
132-31 |
0-24 |
0.6% |
132-31 |
| Range |
0-17 |
1-14 |
0-29 |
170.6% |
1-26 |
| ATR |
0-29 |
0-31 |
0-01 |
4.0% |
0-00 |
| Volume |
222,677 |
437,807 |
215,130 |
96.6% |
1,589,371 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-28 |
136-12 |
133-24 |
|
| R3 |
135-14 |
134-30 |
133-12 |
|
| R2 |
134-00 |
134-00 |
133-07 |
|
| R1 |
133-16 |
133-16 |
133-03 |
133-24 |
| PP |
132-18 |
132-18 |
132-18 |
132-22 |
| S1 |
132-02 |
132-02 |
132-27 |
132-10 |
| S2 |
131-04 |
131-04 |
132-23 |
|
| S3 |
129-22 |
130-20 |
132-18 |
|
| S4 |
128-08 |
129-06 |
132-06 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-04 |
137-12 |
133-31 |
|
| R3 |
136-10 |
135-18 |
133-15 |
|
| R2 |
134-16 |
134-16 |
133-10 |
|
| R1 |
133-24 |
133-24 |
133-04 |
133-07 |
| PP |
132-22 |
132-22 |
132-22 |
132-14 |
| S1 |
131-30 |
131-30 |
132-26 |
131-13 |
| S2 |
130-28 |
130-28 |
132-20 |
|
| S3 |
129-02 |
130-04 |
132-15 |
|
| S4 |
127-08 |
128-10 |
131-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-15 |
131-21 |
1-26 |
1.4% |
0-29 |
0.7% |
72% |
False |
True |
317,874 |
| 10 |
134-16 |
131-21 |
2-27 |
2.1% |
0-30 |
0.7% |
46% |
False |
True |
320,566 |
| 20 |
134-16 |
129-21 |
4-27 |
3.6% |
1-00 |
0.7% |
68% |
False |
False |
315,176 |
| 40 |
134-16 |
129-21 |
4-27 |
3.6% |
0-30 |
0.7% |
68% |
False |
False |
245,469 |
| 60 |
134-16 |
127-11 |
7-05 |
5.4% |
0-29 |
0.7% |
79% |
False |
False |
164,098 |
| 80 |
134-16 |
126-24 |
7-24 |
5.8% |
0-24 |
0.6% |
80% |
False |
False |
123,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-06 |
|
2.618 |
136-27 |
|
1.618 |
135-13 |
|
1.000 |
134-17 |
|
0.618 |
133-31 |
|
HIGH |
133-03 |
|
0.618 |
132-17 |
|
0.500 |
132-12 |
|
0.382 |
132-07 |
|
LOW |
131-21 |
|
0.618 |
130-25 |
|
1.000 |
130-07 |
|
1.618 |
129-11 |
|
2.618 |
127-29 |
|
4.250 |
125-18 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-25 |
132-25 |
| PP |
132-18 |
132-18 |
| S1 |
132-12 |
132-12 |
|