ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
137-12 |
137-07 |
-0-05 |
-0.1% |
136-07 |
| High |
137-22 |
137-09 |
-0-13 |
-0.3% |
138-10 |
| Low |
137-01 |
136-05 |
-0-28 |
-0.6% |
135-28 |
| Close |
137-15 |
136-12 |
-1-03 |
-0.8% |
137-15 |
| Range |
0-21 |
1-04 |
0-15 |
71.4% |
2-14 |
| ATR |
0-28 |
0-29 |
0-01 |
3.5% |
0-00 |
| Volume |
403,611 |
380,473 |
-23,138 |
-5.7% |
1,342,872 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-31 |
139-10 |
137-00 |
|
| R3 |
138-27 |
138-06 |
136-22 |
|
| R2 |
137-23 |
137-23 |
136-19 |
|
| R1 |
137-02 |
137-02 |
136-15 |
136-26 |
| PP |
136-19 |
136-19 |
136-19 |
136-16 |
| S1 |
135-30 |
135-30 |
136-09 |
135-22 |
| S2 |
135-15 |
135-15 |
136-05 |
|
| S3 |
134-11 |
134-26 |
136-02 |
|
| S4 |
133-07 |
133-22 |
135-24 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-17 |
143-14 |
138-26 |
|
| R3 |
142-03 |
141-00 |
138-04 |
|
| R2 |
139-21 |
139-21 |
137-29 |
|
| R1 |
138-18 |
138-18 |
137-22 |
139-04 |
| PP |
137-07 |
137-07 |
137-07 |
137-16 |
| S1 |
136-04 |
136-04 |
137-08 |
136-22 |
| S2 |
134-25 |
134-25 |
137-01 |
|
| S3 |
132-11 |
133-22 |
136-26 |
|
| S4 |
129-29 |
131-08 |
136-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-10 |
135-28 |
2-14 |
1.8% |
1-01 |
0.8% |
21% |
False |
False |
344,669 |
| 10 |
138-10 |
135-13 |
2-29 |
2.1% |
0-30 |
0.7% |
33% |
False |
False |
183,861 |
| 20 |
138-10 |
134-12 |
3-30 |
2.9% |
0-28 |
0.7% |
51% |
False |
False |
92,980 |
| 40 |
138-10 |
131-14 |
6-28 |
5.0% |
0-26 |
0.6% |
72% |
False |
False |
46,655 |
| 60 |
138-10 |
129-29 |
8-13 |
6.2% |
0-18 |
0.4% |
77% |
False |
False |
31,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-02 |
|
2.618 |
140-07 |
|
1.618 |
139-03 |
|
1.000 |
138-13 |
|
0.618 |
137-31 |
|
HIGH |
137-09 |
|
0.618 |
136-27 |
|
0.500 |
136-23 |
|
0.382 |
136-19 |
|
LOW |
136-05 |
|
0.618 |
135-15 |
|
1.000 |
135-01 |
|
1.618 |
134-11 |
|
2.618 |
133-07 |
|
4.250 |
131-12 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-23 |
137-08 |
| PP |
136-19 |
136-30 |
| S1 |
136-16 |
136-21 |
|