ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
133-20 |
134-01 |
0-13 |
0.3% |
133-05 |
| High |
134-06 |
135-02 |
0-28 |
0.7% |
134-17 |
| Low |
133-07 |
133-30 |
0-23 |
0.5% |
132-24 |
| Close |
134-05 |
134-29 |
0-24 |
0.6% |
134-06 |
| Range |
0-31 |
1-04 |
0-05 |
16.1% |
1-25 |
| ATR |
0-22 |
0-23 |
0-01 |
4.6% |
0-00 |
| Volume |
588 |
1,393 |
805 |
136.9% |
1,521 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-00 |
137-19 |
135-17 |
|
| R3 |
136-28 |
136-15 |
135-07 |
|
| R2 |
135-24 |
135-24 |
135-04 |
|
| R1 |
135-11 |
135-11 |
135-00 |
135-18 |
| PP |
134-20 |
134-20 |
134-20 |
134-24 |
| S1 |
134-07 |
134-07 |
134-26 |
134-14 |
| S2 |
133-16 |
133-16 |
134-22 |
|
| S3 |
132-12 |
133-03 |
134-19 |
|
| S4 |
131-08 |
131-31 |
134-09 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-05 |
138-15 |
135-05 |
|
| R3 |
137-12 |
136-22 |
134-22 |
|
| R2 |
135-19 |
135-19 |
134-16 |
|
| R1 |
134-29 |
134-29 |
134-11 |
135-08 |
| PP |
133-26 |
133-26 |
133-26 |
134-00 |
| S1 |
133-04 |
133-04 |
134-01 |
133-15 |
| S2 |
132-01 |
132-01 |
133-28 |
|
| S3 |
130-08 |
131-11 |
133-22 |
|
| S4 |
128-15 |
129-18 |
133-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-27 |
|
2.618 |
138-00 |
|
1.618 |
136-28 |
|
1.000 |
136-06 |
|
0.618 |
135-24 |
|
HIGH |
135-02 |
|
0.618 |
134-20 |
|
0.500 |
134-16 |
|
0.382 |
134-12 |
|
LOW |
133-30 |
|
0.618 |
133-08 |
|
1.000 |
132-26 |
|
1.618 |
132-04 |
|
2.618 |
131-00 |
|
4.250 |
129-05 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-25 |
134-20 |
| PP |
134-20 |
134-11 |
| S1 |
134-16 |
134-02 |
|