ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
135-23 |
135-26 |
0-03 |
0.1% |
135-15 |
| High |
136-06 |
136-11 |
0-05 |
0.1% |
136-06 |
| Low |
135-05 |
135-21 |
0-16 |
0.4% |
134-18 |
| Close |
135-25 |
135-31 |
0-06 |
0.1% |
135-25 |
| Range |
1-01 |
0-22 |
-0-11 |
-33.3% |
1-20 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.0% |
0-00 |
| Volume |
345,669 |
246,227 |
-99,442 |
-28.8% |
1,595,505 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-02 |
137-22 |
136-11 |
|
| R3 |
137-12 |
137-00 |
136-05 |
|
| R2 |
136-22 |
136-22 |
136-03 |
|
| R1 |
136-10 |
136-10 |
136-01 |
136-16 |
| PP |
136-00 |
136-00 |
136-00 |
136-02 |
| S1 |
135-20 |
135-20 |
135-29 |
135-26 |
| S2 |
135-10 |
135-10 |
135-27 |
|
| S3 |
134-20 |
134-30 |
135-25 |
|
| S4 |
133-30 |
134-08 |
135-19 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-12 |
139-23 |
136-22 |
|
| R3 |
138-24 |
138-03 |
136-07 |
|
| R2 |
137-04 |
137-04 |
136-03 |
|
| R1 |
136-15 |
136-15 |
135-30 |
136-26 |
| PP |
135-16 |
135-16 |
135-16 |
135-22 |
| S1 |
134-27 |
134-27 |
135-20 |
135-06 |
| S2 |
133-28 |
133-28 |
135-15 |
|
| S3 |
132-08 |
133-07 |
135-11 |
|
| S4 |
130-20 |
131-19 |
134-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-11 |
134-18 |
1-25 |
1.3% |
0-31 |
0.7% |
79% |
True |
False |
320,342 |
| 10 |
136-19 |
134-15 |
2-04 |
1.6% |
0-31 |
0.7% |
71% |
False |
False |
341,663 |
| 20 |
138-10 |
134-15 |
3-27 |
2.8% |
0-30 |
0.7% |
39% |
False |
False |
262,762 |
| 40 |
138-10 |
132-24 |
5-18 |
4.1% |
0-28 |
0.7% |
58% |
False |
False |
132,043 |
| 60 |
138-10 |
131-00 |
7-10 |
5.4% |
0-23 |
0.5% |
68% |
False |
False |
88,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-08 |
|
2.618 |
138-05 |
|
1.618 |
137-15 |
|
1.000 |
137-01 |
|
0.618 |
136-25 |
|
HIGH |
136-11 |
|
0.618 |
136-03 |
|
0.500 |
136-00 |
|
0.382 |
135-29 |
|
LOW |
135-21 |
|
0.618 |
135-07 |
|
1.000 |
134-31 |
|
1.618 |
134-17 |
|
2.618 |
133-27 |
|
4.250 |
132-24 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-00 |
135-26 |
| PP |
136-00 |
135-21 |
| S1 |
135-31 |
135-16 |
|