ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
135-24 |
136-01 |
0-09 |
0.2% |
134-28 |
| High |
136-08 |
136-11 |
0-03 |
0.1% |
136-16 |
| Low |
135-17 |
135-22 |
0-05 |
0.1% |
133-25 |
| Close |
136-02 |
136-00 |
-0-02 |
0.0% |
136-06 |
| Range |
0-23 |
0-21 |
-0-02 |
-8.7% |
2-23 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.3% |
0-00 |
| Volume |
283,601 |
400,477 |
116,876 |
41.2% |
1,865,753 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-31 |
137-21 |
136-12 |
|
| R3 |
137-10 |
137-00 |
136-06 |
|
| R2 |
136-21 |
136-21 |
136-04 |
|
| R1 |
136-11 |
136-11 |
136-02 |
136-06 |
| PP |
136-00 |
136-00 |
136-00 |
135-30 |
| S1 |
135-22 |
135-22 |
135-30 |
135-16 |
| S2 |
135-11 |
135-11 |
135-28 |
|
| S3 |
134-22 |
135-01 |
135-26 |
|
| S4 |
134-01 |
134-12 |
135-20 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-21 |
142-20 |
137-22 |
|
| R3 |
140-30 |
139-29 |
136-30 |
|
| R2 |
138-07 |
138-07 |
136-22 |
|
| R1 |
137-06 |
137-06 |
136-14 |
137-22 |
| PP |
135-16 |
135-16 |
135-16 |
135-24 |
| S1 |
134-15 |
134-15 |
135-30 |
135-00 |
| S2 |
132-25 |
132-25 |
135-22 |
|
| S3 |
130-02 |
131-24 |
135-14 |
|
| S4 |
127-11 |
129-01 |
134-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-16 |
134-16 |
2-00 |
1.5% |
1-03 |
0.8% |
75% |
False |
False |
351,767 |
| 10 |
136-16 |
133-24 |
2-24 |
2.0% |
0-31 |
0.7% |
82% |
False |
False |
334,966 |
| 20 |
136-16 |
133-04 |
3-12 |
2.5% |
0-30 |
0.7% |
85% |
False |
False |
311,412 |
| 40 |
136-16 |
131-11 |
5-05 |
3.8% |
0-30 |
0.7% |
90% |
False |
False |
315,191 |
| 60 |
136-16 |
129-21 |
6-27 |
5.0% |
0-30 |
0.7% |
93% |
False |
False |
276,596 |
| 80 |
136-16 |
128-18 |
7-30 |
5.8% |
0-29 |
0.7% |
94% |
False |
False |
207,821 |
| 100 |
136-16 |
126-24 |
9-24 |
7.2% |
0-25 |
0.6% |
95% |
False |
False |
166,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-04 |
|
2.618 |
138-02 |
|
1.618 |
137-13 |
|
1.000 |
137-00 |
|
0.618 |
136-24 |
|
HIGH |
136-11 |
|
0.618 |
136-03 |
|
0.500 |
136-00 |
|
0.382 |
135-30 |
|
LOW |
135-22 |
|
0.618 |
135-09 |
|
1.000 |
135-01 |
|
1.618 |
134-20 |
|
2.618 |
133-31 |
|
4.250 |
132-29 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-00 |
136-00 |
| PP |
136-00 |
136-00 |
| S1 |
136-00 |
136-00 |
|