ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
137-12 |
136-27 |
-0-17 |
-0.4% |
135-24 |
| High |
137-25 |
137-17 |
-0-08 |
-0.2% |
138-04 |
| Low |
136-26 |
136-23 |
-0-03 |
-0.1% |
135-05 |
| Close |
136-31 |
137-08 |
0-09 |
0.2% |
137-14 |
| Range |
0-31 |
0-26 |
-0-05 |
-16.1% |
2-31 |
| ATR |
0-30 |
0-30 |
0-00 |
-1.0% |
0-00 |
| Volume |
283,194 |
368,708 |
85,514 |
30.2% |
1,703,432 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-19 |
139-08 |
137-22 |
|
| R3 |
138-25 |
138-14 |
137-15 |
|
| R2 |
137-31 |
137-31 |
137-13 |
|
| R1 |
137-20 |
137-20 |
137-10 |
137-26 |
| PP |
137-05 |
137-05 |
137-05 |
137-08 |
| S1 |
136-26 |
136-26 |
137-06 |
137-00 |
| S2 |
136-11 |
136-11 |
137-03 |
|
| S3 |
135-17 |
136-00 |
137-01 |
|
| S4 |
134-23 |
135-06 |
136-26 |
|
|
| 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 |
135-28 |
2-08 |
1.6% |
1-01 |
0.7% |
61% |
False |
False |
375,047 |
| 10 |
138-04 |
135-05 |
2-31 |
2.2% |
0-29 |
0.7% |
71% |
False |
False |
357,048 |
| 20 |
138-04 |
133-24 |
4-12 |
3.2% |
0-30 |
0.7% |
80% |
False |
False |
338,163 |
| 40 |
138-04 |
131-21 |
6-15 |
4.7% |
0-30 |
0.7% |
86% |
False |
False |
320,776 |
| 60 |
138-04 |
129-21 |
8-15 |
6.2% |
0-30 |
0.7% |
90% |
False |
False |
325,199 |
| 80 |
138-04 |
129-21 |
8-15 |
6.2% |
0-30 |
0.7% |
90% |
False |
False |
247,428 |
| 100 |
138-04 |
126-24 |
11-12 |
8.3% |
0-27 |
0.6% |
92% |
False |
False |
197,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-00 |
|
2.618 |
139-21 |
|
1.618 |
138-27 |
|
1.000 |
138-11 |
|
0.618 |
138-01 |
|
HIGH |
137-17 |
|
0.618 |
137-07 |
|
0.500 |
137-04 |
|
0.382 |
137-01 |
|
LOW |
136-23 |
|
0.618 |
136-07 |
|
1.000 |
135-29 |
|
1.618 |
135-13 |
|
2.618 |
134-19 |
|
4.250 |
133-08 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-07 |
137-09 |
| PP |
137-05 |
137-09 |
| S1 |
137-04 |
137-08 |
|