ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
135-11 |
134-24 |
-0-19 |
-0.4% |
134-03 |
| High |
135-23 |
135-13 |
-0-10 |
-0.2% |
135-23 |
| Low |
134-28 |
134-24 |
-0-04 |
-0.1% |
133-02 |
| Close |
134-30 |
135-09 |
0-11 |
0.3% |
135-13 |
| Range |
0-27 |
0-21 |
-0-06 |
-22.2% |
2-21 |
| ATR |
0-26 |
0-26 |
0-00 |
-1.4% |
0-00 |
| Volume |
3,020 |
748 |
-2,272 |
-75.2% |
3,995 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-04 |
136-27 |
135-21 |
|
| R3 |
136-15 |
136-06 |
135-15 |
|
| R2 |
135-26 |
135-26 |
135-13 |
|
| R1 |
135-17 |
135-17 |
135-11 |
135-22 |
| PP |
135-05 |
135-05 |
135-05 |
135-07 |
| S1 |
134-28 |
134-28 |
135-07 |
135-00 |
| S2 |
134-16 |
134-16 |
135-05 |
|
| S3 |
133-27 |
134-07 |
135-03 |
|
| S4 |
133-06 |
133-18 |
134-29 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-22 |
141-23 |
136-28 |
|
| R3 |
140-01 |
139-02 |
136-04 |
|
| R2 |
137-12 |
137-12 |
135-29 |
|
| R1 |
136-13 |
136-13 |
135-21 |
136-28 |
| PP |
134-23 |
134-23 |
134-23 |
134-31 |
| S1 |
133-24 |
133-24 |
135-05 |
134-08 |
| S2 |
132-02 |
132-02 |
134-29 |
|
| S3 |
129-13 |
131-03 |
134-22 |
|
| S4 |
126-24 |
128-14 |
133-30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-06 |
|
2.618 |
137-04 |
|
1.618 |
136-15 |
|
1.000 |
136-02 |
|
0.618 |
135-26 |
|
HIGH |
135-13 |
|
0.618 |
135-05 |
|
0.500 |
135-02 |
|
0.382 |
135-00 |
|
LOW |
134-24 |
|
0.618 |
134-11 |
|
1.000 |
134-03 |
|
1.618 |
133-22 |
|
2.618 |
133-01 |
|
4.250 |
131-31 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-07 |
135-03 |
| PP |
135-05 |
134-29 |
| S1 |
135-02 |
134-23 |
|