ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
134-25 |
134-14 |
-0-11 |
-0.3% |
133-00 |
| High |
135-02 |
135-10 |
0-08 |
0.2% |
134-28 |
| Low |
134-09 |
134-08 |
-0-01 |
0.0% |
132-27 |
| Close |
134-16 |
134-26 |
0-10 |
0.2% |
134-25 |
| Range |
0-25 |
1-02 |
0-09 |
36.0% |
2-01 |
| ATR |
0-29 |
0-30 |
0-00 |
1.1% |
0-00 |
| Volume |
219,855 |
361,216 |
141,361 |
64.3% |
1,604,736 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-31 |
137-15 |
135-13 |
|
| R3 |
136-29 |
136-13 |
135-03 |
|
| R2 |
135-27 |
135-27 |
135-00 |
|
| R1 |
135-11 |
135-11 |
134-29 |
135-19 |
| PP |
134-25 |
134-25 |
134-25 |
134-30 |
| S1 |
134-09 |
134-09 |
134-23 |
134-17 |
| S2 |
133-23 |
133-23 |
134-20 |
|
| S3 |
132-21 |
133-07 |
134-17 |
|
| S4 |
131-19 |
132-05 |
134-07 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-08 |
139-18 |
135-29 |
|
| R3 |
138-07 |
137-17 |
135-11 |
|
| R2 |
136-06 |
136-06 |
135-05 |
|
| R1 |
135-16 |
135-16 |
134-31 |
135-27 |
| PP |
134-05 |
134-05 |
134-05 |
134-11 |
| S1 |
133-15 |
133-15 |
134-19 |
133-26 |
| S2 |
132-04 |
132-04 |
134-13 |
|
| S3 |
130-03 |
131-14 |
134-07 |
|
| S4 |
128-02 |
129-13 |
133-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-10 |
133-04 |
2-06 |
1.6% |
0-30 |
0.7% |
77% |
True |
False |
326,798 |
| 10 |
135-10 |
131-21 |
3-21 |
2.7% |
0-29 |
0.7% |
86% |
True |
False |
314,739 |
| 20 |
135-10 |
131-21 |
3-21 |
2.7% |
0-30 |
0.7% |
86% |
True |
False |
318,343 |
| 40 |
135-10 |
129-21 |
5-21 |
4.2% |
0-30 |
0.7% |
91% |
True |
False |
299,829 |
| 60 |
135-10 |
129-14 |
5-28 |
4.4% |
0-29 |
0.7% |
91% |
True |
False |
200,512 |
| 80 |
135-10 |
126-24 |
8-18 |
6.4% |
0-26 |
0.6% |
94% |
True |
False |
150,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-26 |
|
2.618 |
138-03 |
|
1.618 |
137-01 |
|
1.000 |
136-12 |
|
0.618 |
135-31 |
|
HIGH |
135-10 |
|
0.618 |
134-29 |
|
0.500 |
134-25 |
|
0.382 |
134-21 |
|
LOW |
134-08 |
|
0.618 |
133-19 |
|
1.000 |
133-06 |
|
1.618 |
132-17 |
|
2.618 |
131-15 |
|
4.250 |
129-24 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-26 |
134-25 |
| PP |
134-25 |
134-24 |
| S1 |
134-25 |
134-22 |
|