ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
134-14 |
134-26 |
0-12 |
0.3% |
133-00 |
| High |
135-10 |
135-00 |
-0-10 |
-0.2% |
134-28 |
| Low |
134-08 |
134-08 |
0-00 |
0.0% |
132-27 |
| Close |
134-26 |
134-28 |
0-02 |
0.0% |
134-25 |
| Range |
1-02 |
0-24 |
-0-10 |
-29.4% |
2-01 |
| ATR |
0-30 |
0-29 |
0-00 |
-1.4% |
0-00 |
| Volume |
361,216 |
298,590 |
-62,626 |
-17.3% |
1,604,736 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-31 |
136-21 |
135-09 |
|
| R3 |
136-07 |
135-29 |
135-03 |
|
| R2 |
135-15 |
135-15 |
135-00 |
|
| R1 |
135-05 |
135-05 |
134-30 |
135-10 |
| PP |
134-23 |
134-23 |
134-23 |
134-25 |
| S1 |
134-13 |
134-13 |
134-26 |
134-18 |
| S2 |
133-31 |
133-31 |
134-24 |
|
| S3 |
133-07 |
133-21 |
134-21 |
|
| S4 |
132-15 |
132-29 |
134-15 |
|
|
| 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% |
0-31 |
0.7% |
80% |
False |
False |
328,500 |
| 10 |
135-10 |
131-21 |
3-21 |
2.7% |
0-28 |
0.7% |
88% |
False |
False |
314,488 |
| 20 |
135-10 |
131-21 |
3-21 |
2.7% |
0-29 |
0.7% |
88% |
False |
False |
314,444 |
| 40 |
135-10 |
129-21 |
5-21 |
4.2% |
0-30 |
0.7% |
92% |
False |
False |
307,240 |
| 60 |
135-10 |
129-16 |
5-26 |
4.3% |
0-29 |
0.7% |
92% |
False |
False |
205,488 |
| 80 |
135-10 |
126-24 |
8-18 |
6.3% |
0-26 |
0.6% |
95% |
False |
False |
154,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-06 |
|
2.618 |
136-31 |
|
1.618 |
136-07 |
|
1.000 |
135-24 |
|
0.618 |
135-15 |
|
HIGH |
135-00 |
|
0.618 |
134-23 |
|
0.500 |
134-20 |
|
0.382 |
134-17 |
|
LOW |
134-08 |
|
0.618 |
133-25 |
|
1.000 |
133-16 |
|
1.618 |
133-01 |
|
2.618 |
132-09 |
|
4.250 |
131-02 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-25 |
134-27 |
| PP |
134-23 |
134-26 |
| S1 |
134-20 |
134-25 |
|