ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
136-07 |
136-05 |
-0-02 |
0.0% |
136-31 |
| High |
136-18 |
136-16 |
-0-02 |
0.0% |
139-03 |
| Low |
135-28 |
135-13 |
-0-15 |
-0.3% |
136-21 |
| Close |
136-01 |
136-09 |
0-08 |
0.2% |
138-08 |
| Range |
0-22 |
1-03 |
0-13 |
59.1% |
2-14 |
| ATR |
0-31 |
0-31 |
0-00 |
1.0% |
0-00 |
| Volume |
24,720 |
14,479 |
-10,241 |
-41.4% |
2,021,420 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-11 |
138-29 |
136-28 |
|
| R3 |
138-08 |
137-26 |
136-19 |
|
| R2 |
137-05 |
137-05 |
136-15 |
|
| R1 |
136-23 |
136-23 |
136-12 |
136-30 |
| PP |
136-02 |
136-02 |
136-02 |
136-06 |
| S1 |
135-20 |
135-20 |
136-06 |
135-27 |
| S2 |
134-31 |
134-31 |
136-03 |
|
| S3 |
133-28 |
134-17 |
135-31 |
|
| S4 |
132-25 |
133-14 |
135-22 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-10 |
144-07 |
139-19 |
|
| R3 |
142-28 |
141-25 |
138-29 |
|
| R2 |
140-14 |
140-14 |
138-22 |
|
| R1 |
139-11 |
139-11 |
138-15 |
139-28 |
| PP |
138-00 |
138-00 |
138-00 |
138-09 |
| S1 |
136-29 |
136-29 |
138-01 |
137-14 |
| S2 |
135-18 |
135-18 |
137-26 |
|
| S3 |
133-04 |
134-15 |
137-19 |
|
| S4 |
130-22 |
132-01 |
136-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-14 |
135-13 |
3-01 |
2.2% |
0-30 |
0.7% |
29% |
False |
True |
51,284 |
| 10 |
139-03 |
135-13 |
3-22 |
2.7% |
0-30 |
0.7% |
24% |
False |
True |
266,718 |
| 20 |
139-03 |
135-05 |
3-30 |
2.9% |
0-30 |
0.7% |
29% |
False |
False |
308,694 |
| 40 |
139-03 |
133-04 |
5-31 |
4.4% |
0-30 |
0.7% |
53% |
False |
False |
310,053 |
| 60 |
139-03 |
131-11 |
7-24 |
5.7% |
0-30 |
0.7% |
64% |
False |
False |
313,026 |
| 80 |
139-03 |
129-21 |
9-14 |
6.9% |
0-30 |
0.7% |
70% |
False |
False |
284,620 |
| 100 |
139-03 |
128-18 |
10-17 |
7.7% |
0-29 |
0.7% |
73% |
False |
False |
227,995 |
| 120 |
139-03 |
126-24 |
12-11 |
9.1% |
0-26 |
0.6% |
77% |
False |
False |
190,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-05 |
|
2.618 |
139-12 |
|
1.618 |
138-09 |
|
1.000 |
137-19 |
|
0.618 |
137-06 |
|
HIGH |
136-16 |
|
0.618 |
136-03 |
|
0.500 |
135-30 |
|
0.382 |
135-26 |
|
LOW |
135-13 |
|
0.618 |
134-23 |
|
1.000 |
134-10 |
|
1.618 |
133-20 |
|
2.618 |
132-17 |
|
4.250 |
130-24 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-06 |
136-12 |
| PP |
136-02 |
136-11 |
| S1 |
135-30 |
136-10 |
|