ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
136-24 |
136-16 |
-0-08 |
-0.2% |
137-12 |
| High |
136-27 |
137-06 |
0-11 |
0.3% |
137-25 |
| Low |
136-06 |
136-15 |
0-09 |
0.2% |
136-06 |
| Close |
136-16 |
136-30 |
0-14 |
0.3% |
136-30 |
| Range |
0-21 |
0-23 |
0-02 |
9.5% |
1-19 |
| ATR |
0-30 |
0-29 |
0-00 |
-1.6% |
0-00 |
| Volume |
307,616 |
205,207 |
-102,409 |
-33.3% |
1,501,416 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-01 |
138-22 |
137-11 |
|
| R3 |
138-10 |
137-31 |
137-04 |
|
| R2 |
137-19 |
137-19 |
137-02 |
|
| R1 |
137-08 |
137-08 |
137-00 |
137-14 |
| PP |
136-28 |
136-28 |
136-28 |
136-30 |
| S1 |
136-17 |
136-17 |
136-28 |
136-22 |
| S2 |
136-05 |
136-05 |
136-26 |
|
| S3 |
135-14 |
135-26 |
136-24 |
|
| S4 |
134-23 |
135-03 |
136-17 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-24 |
140-30 |
137-26 |
|
| R3 |
140-05 |
139-11 |
137-12 |
|
| R2 |
138-18 |
138-18 |
137-07 |
|
| R1 |
137-24 |
137-24 |
137-03 |
137-12 |
| PP |
136-31 |
136-31 |
136-31 |
136-25 |
| S1 |
136-05 |
136-05 |
136-25 |
135-24 |
| S2 |
135-12 |
135-12 |
136-21 |
|
| S3 |
133-25 |
134-18 |
136-16 |
|
| S4 |
132-06 |
132-31 |
136-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-25 |
136-06 |
1-19 |
1.2% |
0-27 |
0.6% |
47% |
False |
False |
300,283 |
| 10 |
138-04 |
135-05 |
2-31 |
2.2% |
0-29 |
0.7% |
60% |
False |
False |
320,484 |
| 20 |
138-04 |
133-25 |
4-11 |
3.2% |
0-30 |
0.7% |
73% |
False |
False |
339,258 |
| 40 |
138-04 |
131-21 |
6-15 |
4.7% |
0-29 |
0.7% |
82% |
False |
False |
316,512 |
| 60 |
138-04 |
129-21 |
8-15 |
6.2% |
0-30 |
0.7% |
86% |
False |
False |
318,720 |
| 80 |
138-04 |
129-21 |
8-15 |
6.2% |
0-29 |
0.7% |
86% |
False |
False |
258,028 |
| 100 |
138-04 |
126-24 |
11-12 |
8.3% |
0-28 |
0.6% |
90% |
False |
False |
206,455 |
| 120 |
138-04 |
126-24 |
11-12 |
8.3% |
0-24 |
0.6% |
90% |
False |
False |
172,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-08 |
|
2.618 |
139-02 |
|
1.618 |
138-11 |
|
1.000 |
137-29 |
|
0.618 |
137-20 |
|
HIGH |
137-06 |
|
0.618 |
136-29 |
|
0.500 |
136-26 |
|
0.382 |
136-24 |
|
LOW |
136-15 |
|
0.618 |
136-01 |
|
1.000 |
135-24 |
|
1.618 |
135-10 |
|
2.618 |
134-19 |
|
4.250 |
133-13 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-29 |
136-28 |
| PP |
136-28 |
136-27 |
| S1 |
136-26 |
136-25 |
|