ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
136-31 |
137-25 |
0-26 |
0.6% |
135-24 |
| High |
138-04 |
137-27 |
-0-09 |
-0.2% |
138-04 |
| Low |
136-23 |
137-11 |
0-20 |
0.5% |
135-05 |
| Close |
137-19 |
137-14 |
-0-05 |
-0.1% |
137-14 |
| Range |
1-13 |
0-16 |
-0-29 |
-64.4% |
2-31 |
| ATR |
1-00 |
0-30 |
-0-01 |
-3.5% |
0-00 |
| Volume |
534,837 |
305,655 |
-229,182 |
-42.9% |
1,703,432 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-01 |
138-24 |
137-23 |
|
| R3 |
138-17 |
138-08 |
137-18 |
|
| R2 |
138-01 |
138-01 |
137-17 |
|
| R1 |
137-24 |
137-24 |
137-15 |
137-20 |
| PP |
137-17 |
137-17 |
137-17 |
137-16 |
| S1 |
137-08 |
137-08 |
137-13 |
137-04 |
| S2 |
137-01 |
137-01 |
137-11 |
|
| S3 |
136-17 |
136-24 |
137-10 |
|
| S4 |
136-01 |
136-08 |
137-05 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
144-19 |
139-02 |
|
| R3 |
142-27 |
141-20 |
138-08 |
|
| R2 |
139-28 |
139-28 |
137-31 |
|
| R1 |
138-21 |
138-21 |
137-23 |
139-08 |
| PP |
136-29 |
136-29 |
136-29 |
137-07 |
| S1 |
135-22 |
135-22 |
137-05 |
136-10 |
| S2 |
133-30 |
133-30 |
136-29 |
|
| S3 |
130-31 |
132-23 |
136-20 |
|
| S4 |
128-00 |
129-24 |
135-26 |
|
|
| 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% |
0-31 |
0.7% |
77% |
False |
False |
340,686 |
| 10 |
138-04 |
135-05 |
2-31 |
2.2% |
0-28 |
0.6% |
77% |
False |
False |
341,799 |
| 20 |
138-04 |
133-14 |
4-22 |
3.4% |
0-29 |
0.7% |
85% |
False |
False |
324,029 |
| 40 |
138-04 |
131-21 |
6-15 |
4.7% |
0-30 |
0.7% |
89% |
False |
False |
318,713 |
| 60 |
138-04 |
129-21 |
8-15 |
6.2% |
0-30 |
0.7% |
92% |
False |
False |
318,290 |
| 80 |
138-04 |
129-21 |
8-15 |
6.2% |
0-30 |
0.7% |
92% |
False |
False |
239,286 |
| 100 |
138-04 |
126-24 |
11-12 |
8.3% |
0-27 |
0.6% |
94% |
False |
False |
191,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-31 |
|
2.618 |
139-05 |
|
1.618 |
138-21 |
|
1.000 |
138-11 |
|
0.618 |
138-05 |
|
HIGH |
137-27 |
|
0.618 |
137-21 |
|
0.500 |
137-19 |
|
0.382 |
137-17 |
|
LOW |
137-11 |
|
0.618 |
137-01 |
|
1.000 |
136-27 |
|
1.618 |
136-17 |
|
2.618 |
136-01 |
|
4.250 |
135-07 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-19 |
137-09 |
| PP |
137-17 |
137-05 |
| S1 |
137-16 |
137-00 |
|