ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
136-19 |
137-28 |
1-09 |
0.9% |
136-21 |
| High |
138-00 |
138-10 |
0-10 |
0.2% |
137-02 |
| Low |
136-17 |
137-08 |
0-23 |
0.5% |
135-13 |
| Close |
137-29 |
137-22 |
-0-07 |
-0.2% |
136-05 |
| Range |
1-15 |
1-02 |
-0-13 |
-27.7% |
1-21 |
| ATR |
0-28 |
0-29 |
0-00 |
1.4% |
0-00 |
| Volume |
492,550 |
405,102 |
-87,448 |
-17.8% |
115,267 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-30 |
140-12 |
138-09 |
|
| R3 |
139-28 |
139-10 |
137-31 |
|
| R2 |
138-26 |
138-26 |
137-28 |
|
| R1 |
138-08 |
138-08 |
137-25 |
138-00 |
| PP |
137-24 |
137-24 |
137-24 |
137-20 |
| S1 |
137-06 |
137-06 |
137-19 |
136-30 |
| S2 |
136-22 |
136-22 |
137-16 |
|
| S3 |
135-20 |
136-04 |
137-13 |
|
| S4 |
134-18 |
135-02 |
137-03 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-06 |
140-10 |
137-02 |
|
| R3 |
139-17 |
138-21 |
136-20 |
|
| R2 |
137-28 |
137-28 |
136-15 |
|
| R1 |
137-00 |
137-00 |
136-10 |
136-20 |
| PP |
136-07 |
136-07 |
136-07 |
136-00 |
| S1 |
135-11 |
135-11 |
136-00 |
134-30 |
| S2 |
134-18 |
134-18 |
135-27 |
|
| S3 |
132-29 |
133-22 |
135-22 |
|
| S4 |
131-08 |
132-01 |
135-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-10 |
135-13 |
2-29 |
2.1% |
0-30 |
0.7% |
78% |
True |
False |
199,354 |
| 10 |
138-10 |
135-13 |
2-29 |
2.1% |
0-30 |
0.7% |
78% |
True |
False |
105,906 |
| 20 |
138-10 |
133-23 |
4-19 |
3.3% |
0-31 |
0.7% |
86% |
True |
False |
53,921 |
| 40 |
138-10 |
131-00 |
7-10 |
5.3% |
0-24 |
0.6% |
91% |
True |
False |
27,056 |
| 60 |
138-10 |
129-29 |
8-13 |
6.1% |
0-17 |
0.4% |
93% |
True |
False |
18,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-26 |
|
2.618 |
141-03 |
|
1.618 |
140-01 |
|
1.000 |
139-12 |
|
0.618 |
138-31 |
|
HIGH |
138-10 |
|
0.618 |
137-29 |
|
0.500 |
137-25 |
|
0.382 |
137-21 |
|
LOW |
137-08 |
|
0.618 |
136-19 |
|
1.000 |
136-06 |
|
1.618 |
135-17 |
|
2.618 |
134-15 |
|
4.250 |
132-24 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-25 |
137-16 |
| PP |
137-24 |
137-09 |
| S1 |
137-23 |
137-03 |
|