ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
135-22 |
135-25 |
0-03 |
0.1% |
138-00 |
| High |
136-06 |
136-25 |
0-19 |
0.4% |
138-02 |
| Low |
135-16 |
135-20 |
0-04 |
0.1% |
135-13 |
| Close |
135-25 |
136-21 |
0-28 |
0.6% |
136-09 |
| Range |
0-22 |
1-05 |
0-15 |
68.2% |
2-21 |
| ATR |
0-29 |
0-30 |
0-01 |
1.9% |
0-00 |
| Volume |
10,122 |
6,628 |
-3,494 |
-34.5% |
146,714 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-26 |
139-13 |
137-09 |
|
| R3 |
138-21 |
138-08 |
136-31 |
|
| R2 |
137-16 |
137-16 |
136-28 |
|
| R1 |
137-03 |
137-03 |
136-24 |
137-10 |
| PP |
136-11 |
136-11 |
136-11 |
136-15 |
| S1 |
135-30 |
135-30 |
136-18 |
136-04 |
| S2 |
135-06 |
135-06 |
136-14 |
|
| S3 |
134-01 |
134-25 |
136-11 |
|
| S4 |
132-28 |
133-20 |
136-01 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-18 |
143-02 |
137-24 |
|
| R3 |
141-29 |
140-13 |
137-00 |
|
| R2 |
139-08 |
139-08 |
136-25 |
|
| R1 |
137-24 |
137-24 |
136-17 |
137-06 |
| PP |
136-19 |
136-19 |
136-19 |
136-09 |
| S1 |
135-03 |
135-03 |
136-01 |
134-16 |
| S2 |
133-30 |
133-30 |
135-25 |
|
| S3 |
131-09 |
132-14 |
135-18 |
|
| S4 |
128-20 |
129-25 |
134-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-05 |
135-16 |
1-21 |
1.2% |
0-27 |
0.6% |
70% |
False |
False |
8,680 |
| 10 |
138-14 |
135-13 |
3-01 |
2.2% |
0-29 |
0.7% |
41% |
False |
False |
29,982 |
| 20 |
139-03 |
135-13 |
3-22 |
2.7% |
0-29 |
0.7% |
34% |
False |
False |
226,983 |
| 40 |
139-03 |
133-14 |
5-21 |
4.1% |
0-30 |
0.7% |
57% |
False |
False |
270,288 |
| 60 |
139-03 |
131-21 |
7-14 |
5.4% |
0-30 |
0.7% |
67% |
False |
False |
286,306 |
| 80 |
139-03 |
129-21 |
9-14 |
6.9% |
0-30 |
0.7% |
74% |
False |
False |
285,058 |
| 100 |
139-03 |
129-14 |
9-21 |
7.1% |
0-29 |
0.7% |
75% |
False |
False |
228,423 |
| 120 |
139-03 |
126-24 |
12-11 |
9.0% |
0-27 |
0.6% |
80% |
False |
False |
190,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-22 |
|
2.618 |
139-26 |
|
1.618 |
138-21 |
|
1.000 |
137-30 |
|
0.618 |
137-16 |
|
HIGH |
136-25 |
|
0.618 |
136-11 |
|
0.500 |
136-06 |
|
0.382 |
136-02 |
|
LOW |
135-20 |
|
0.618 |
134-29 |
|
1.000 |
134-15 |
|
1.618 |
133-24 |
|
2.618 |
132-19 |
|
4.250 |
130-23 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-16 |
136-16 |
| PP |
136-11 |
136-10 |
| S1 |
136-06 |
136-04 |
|