ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
135-08 |
134-27 |
-0-13 |
-0.3% |
135-11 |
| High |
135-21 |
134-28 |
-0-25 |
-0.6% |
135-29 |
| Low |
134-24 |
134-12 |
-0-12 |
-0.3% |
134-24 |
| Close |
134-31 |
134-17 |
-0-14 |
-0.3% |
134-31 |
| Range |
0-29 |
0-16 |
-0-13 |
-44.8% |
1-05 |
| ATR |
0-26 |
0-25 |
0-00 |
-1.8% |
0-00 |
| Volume |
1,796 |
1,111 |
-685 |
-38.1% |
10,892 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-03 |
135-26 |
134-26 |
|
| R3 |
135-19 |
135-10 |
134-21 |
|
| R2 |
135-03 |
135-03 |
134-20 |
|
| R1 |
134-26 |
134-26 |
134-18 |
134-22 |
| PP |
134-19 |
134-19 |
134-19 |
134-17 |
| S1 |
134-10 |
134-10 |
134-16 |
134-06 |
| S2 |
134-03 |
134-03 |
134-14 |
|
| S3 |
133-19 |
133-26 |
134-13 |
|
| S4 |
133-03 |
133-10 |
134-08 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-22 |
137-31 |
135-19 |
|
| R3 |
137-17 |
136-26 |
135-09 |
|
| R2 |
136-12 |
136-12 |
135-06 |
|
| R1 |
135-21 |
135-21 |
135-02 |
135-14 |
| PP |
135-07 |
135-07 |
135-07 |
135-03 |
| S1 |
134-16 |
134-16 |
134-28 |
134-09 |
| S2 |
134-02 |
134-02 |
134-24 |
|
| S3 |
132-29 |
133-11 |
134-21 |
|
| S4 |
131-24 |
132-06 |
134-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-00 |
|
2.618 |
136-06 |
|
1.618 |
135-22 |
|
1.000 |
135-12 |
|
0.618 |
135-06 |
|
HIGH |
134-28 |
|
0.618 |
134-22 |
|
0.500 |
134-20 |
|
0.382 |
134-18 |
|
LOW |
134-12 |
|
0.618 |
134-02 |
|
1.000 |
133-28 |
|
1.618 |
133-18 |
|
2.618 |
133-02 |
|
4.250 |
132-08 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-20 |
135-04 |
| PP |
134-19 |
134-30 |
| S1 |
134-18 |
134-24 |
|