ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
134-24 |
134-31 |
0-07 |
0.2% |
137-07 |
| High |
135-11 |
136-02 |
0-23 |
0.5% |
137-09 |
| Low |
134-18 |
134-22 |
0-04 |
0.1% |
134-15 |
| Close |
134-30 |
135-29 |
0-31 |
0.7% |
135-12 |
| Range |
0-25 |
1-12 |
0-19 |
76.0% |
2-26 |
| ATR |
0-29 |
0-30 |
0-01 |
3.6% |
0-00 |
| Volume |
298,028 |
446,663 |
148,635 |
49.9% |
1,955,371 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-22 |
139-05 |
136-21 |
|
| R3 |
138-10 |
137-25 |
136-09 |
|
| R2 |
136-30 |
136-30 |
136-05 |
|
| R1 |
136-13 |
136-13 |
136-01 |
136-22 |
| PP |
135-18 |
135-18 |
135-18 |
135-22 |
| S1 |
135-01 |
135-01 |
135-25 |
135-10 |
| S2 |
134-06 |
134-06 |
135-21 |
|
| S3 |
132-26 |
133-21 |
135-17 |
|
| S4 |
131-14 |
132-09 |
135-05 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-05 |
142-18 |
136-30 |
|
| R3 |
141-11 |
139-24 |
136-05 |
|
| R2 |
138-17 |
138-17 |
135-28 |
|
| R1 |
136-30 |
136-30 |
135-20 |
136-10 |
| PP |
135-23 |
135-23 |
135-23 |
135-13 |
| S1 |
134-04 |
134-04 |
135-04 |
133-16 |
| S2 |
132-29 |
132-29 |
134-28 |
|
| S3 |
130-03 |
131-10 |
134-19 |
|
| S4 |
127-09 |
128-16 |
133-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-10 |
134-18 |
1-24 |
1.3% |
0-30 |
0.7% |
77% |
False |
False |
333,006 |
| 10 |
137-22 |
134-15 |
3-07 |
2.4% |
0-31 |
0.7% |
45% |
False |
False |
360,881 |
| 20 |
138-10 |
134-15 |
3-27 |
2.8% |
0-31 |
0.7% |
37% |
False |
False |
233,394 |
| 40 |
138-10 |
132-24 |
5-18 |
4.1% |
0-28 |
0.7% |
57% |
False |
False |
117,255 |
| 60 |
138-10 |
130-23 |
7-19 |
5.6% |
0-23 |
0.5% |
68% |
False |
False |
78,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-29 |
|
2.618 |
139-21 |
|
1.618 |
138-09 |
|
1.000 |
137-14 |
|
0.618 |
136-29 |
|
HIGH |
136-02 |
|
0.618 |
135-17 |
|
0.500 |
135-12 |
|
0.382 |
135-07 |
|
LOW |
134-22 |
|
0.618 |
133-27 |
|
1.000 |
133-10 |
|
1.618 |
132-15 |
|
2.618 |
131-03 |
|
4.250 |
128-27 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-23 |
135-23 |
| PP |
135-18 |
135-16 |
| S1 |
135-12 |
135-10 |
|