ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
135-30 |
136-31 |
1-01 |
0.8% |
136-04 |
| High |
137-09 |
138-04 |
0-27 |
0.6% |
136-22 |
| Low |
135-28 |
136-23 |
0-27 |
0.6% |
135-17 |
| Close |
137-01 |
137-19 |
0-18 |
0.4% |
135-24 |
| Range |
1-13 |
1-13 |
0-00 |
0.0% |
1-05 |
| ATR |
0-30 |
1-00 |
0-01 |
3.4% |
0-00 |
| Volume |
382,841 |
534,837 |
151,996 |
39.7% |
1,714,560 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-22 |
141-02 |
138-12 |
|
| R3 |
140-09 |
139-21 |
137-31 |
|
| R2 |
138-28 |
138-28 |
137-27 |
|
| R1 |
138-08 |
138-08 |
137-23 |
138-18 |
| PP |
137-15 |
137-15 |
137-15 |
137-20 |
| S1 |
136-27 |
136-27 |
137-15 |
137-05 |
| S2 |
136-02 |
136-02 |
137-11 |
|
| S3 |
134-21 |
135-14 |
137-07 |
|
| S4 |
133-08 |
134-01 |
136-26 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-15 |
138-24 |
136-12 |
|
| R3 |
138-10 |
137-19 |
136-02 |
|
| R2 |
137-05 |
137-05 |
135-31 |
|
| R1 |
136-14 |
136-14 |
135-27 |
136-07 |
| PP |
136-00 |
136-00 |
136-00 |
135-28 |
| S1 |
135-09 |
135-09 |
135-21 |
135-02 |
| S2 |
134-27 |
134-27 |
135-17 |
|
| S3 |
133-22 |
134-04 |
135-14 |
|
| S4 |
132-17 |
132-31 |
135-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-04 |
135-05 |
2-31 |
2.2% |
1-01 |
0.8% |
82% |
True |
False |
347,235 |
| 10 |
138-04 |
134-16 |
3-20 |
2.6% |
1-01 |
0.8% |
85% |
True |
False |
369,853 |
| 20 |
138-04 |
133-14 |
4-22 |
3.4% |
0-31 |
0.7% |
89% |
True |
False |
325,406 |
| 40 |
138-04 |
131-21 |
6-15 |
4.7% |
0-30 |
0.7% |
92% |
True |
False |
319,925 |
| 60 |
138-04 |
129-21 |
8-15 |
6.2% |
0-30 |
0.7% |
94% |
True |
False |
313,295 |
| 80 |
138-04 |
129-16 |
8-20 |
6.3% |
0-30 |
0.7% |
94% |
True |
False |
235,468 |
| 100 |
138-04 |
126-24 |
11-12 |
8.3% |
0-27 |
0.6% |
95% |
True |
False |
188,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-03 |
|
2.618 |
141-26 |
|
1.618 |
140-13 |
|
1.000 |
139-17 |
|
0.618 |
139-00 |
|
HIGH |
138-04 |
|
0.618 |
137-19 |
|
0.500 |
137-14 |
|
0.382 |
137-08 |
|
LOW |
136-23 |
|
0.618 |
135-27 |
|
1.000 |
135-10 |
|
1.618 |
134-14 |
|
2.618 |
133-01 |
|
4.250 |
130-24 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-17 |
137-09 |
| PP |
137-15 |
137-00 |
| S1 |
137-14 |
136-22 |
|