ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
134-21 |
134-28 |
0-07 |
0.2% |
133-28 |
| High |
135-09 |
134-30 |
-0-11 |
-0.3% |
135-09 |
| Low |
134-18 |
134-06 |
-0-12 |
-0.3% |
133-14 |
| Close |
134-30 |
134-23 |
-0-07 |
-0.2% |
134-30 |
| Range |
0-23 |
0-24 |
0-01 |
4.3% |
1-27 |
| ATR |
0-29 |
0-28 |
0-00 |
-1.2% |
0-00 |
| Volume |
271,404 |
291,968 |
20,564 |
7.6% |
1,196,852 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-28 |
136-17 |
135-04 |
|
| R3 |
136-04 |
135-25 |
134-30 |
|
| R2 |
135-12 |
135-12 |
134-27 |
|
| R1 |
135-01 |
135-01 |
134-25 |
134-26 |
| PP |
134-20 |
134-20 |
134-20 |
134-16 |
| S1 |
134-09 |
134-09 |
134-21 |
134-02 |
| S2 |
133-28 |
133-28 |
134-19 |
|
| S3 |
133-04 |
133-17 |
134-16 |
|
| S4 |
132-12 |
132-25 |
134-10 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-03 |
139-11 |
135-30 |
|
| R3 |
138-08 |
137-16 |
135-14 |
|
| R2 |
136-13 |
136-13 |
135-09 |
|
| R1 |
135-21 |
135-21 |
135-03 |
136-01 |
| PP |
134-18 |
134-18 |
134-18 |
134-24 |
| S1 |
133-26 |
133-26 |
134-25 |
134-06 |
| S2 |
132-23 |
132-23 |
134-19 |
|
| S3 |
130-28 |
131-31 |
134-14 |
|
| S4 |
129-01 |
130-04 |
133-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-09 |
133-14 |
1-27 |
1.4% |
0-24 |
0.6% |
69% |
False |
False |
272,520 |
| 10 |
135-10 |
133-14 |
1-28 |
1.4% |
0-28 |
0.6% |
68% |
False |
False |
270,166 |
| 20 |
135-10 |
131-21 |
3-21 |
2.7% |
0-28 |
0.6% |
84% |
False |
False |
294,788 |
| 40 |
135-10 |
129-21 |
5-21 |
4.2% |
0-30 |
0.7% |
90% |
False |
False |
305,818 |
| 60 |
135-10 |
129-21 |
5-21 |
4.2% |
0-29 |
0.7% |
90% |
False |
False |
235,737 |
| 80 |
135-10 |
126-24 |
8-18 |
6.4% |
0-27 |
0.6% |
93% |
False |
False |
176,904 |
| 100 |
135-10 |
126-24 |
8-18 |
6.4% |
0-23 |
0.5% |
93% |
False |
False |
141,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-04 |
|
2.618 |
136-29 |
|
1.618 |
136-05 |
|
1.000 |
135-22 |
|
0.618 |
135-13 |
|
HIGH |
134-30 |
|
0.618 |
134-21 |
|
0.500 |
134-18 |
|
0.382 |
134-15 |
|
LOW |
134-06 |
|
0.618 |
133-23 |
|
1.000 |
133-14 |
|
1.618 |
132-31 |
|
2.618 |
132-07 |
|
4.250 |
131-00 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-21 |
134-21 |
| PP |
134-20 |
134-19 |
| S1 |
134-18 |
134-16 |
|