ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
135-26 |
135-30 |
0-04 |
0.1% |
135-15 |
| High |
136-11 |
136-05 |
-0-06 |
-0.1% |
136-06 |
| Low |
135-21 |
135-01 |
-0-20 |
-0.5% |
134-18 |
| Close |
135-31 |
135-02 |
-0-29 |
-0.7% |
135-25 |
| Range |
0-22 |
1-04 |
0-14 |
63.6% |
1-20 |
| ATR |
0-30 |
0-30 |
0-00 |
1.4% |
0-00 |
| Volume |
246,227 |
296,044 |
49,817 |
20.2% |
1,595,505 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-25 |
138-02 |
135-22 |
|
| R3 |
137-21 |
136-30 |
135-12 |
|
| R2 |
136-17 |
136-17 |
135-09 |
|
| R1 |
135-26 |
135-26 |
135-05 |
135-20 |
| PP |
135-13 |
135-13 |
135-13 |
135-10 |
| S1 |
134-22 |
134-22 |
134-31 |
134-16 |
| S2 |
134-09 |
134-09 |
134-27 |
|
| S3 |
133-05 |
133-18 |
134-24 |
|
| S4 |
132-01 |
132-14 |
134-14 |
|
|
| 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% |
1-00 |
0.7% |
28% |
False |
False |
326,526 |
| 10 |
136-11 |
134-15 |
1-28 |
1.4% |
0-30 |
0.7% |
32% |
False |
False |
333,369 |
| 20 |
138-10 |
134-15 |
3-27 |
2.8% |
0-31 |
0.7% |
15% |
False |
False |
277,048 |
| 40 |
138-10 |
132-24 |
5-18 |
4.1% |
0-29 |
0.7% |
42% |
False |
False |
139,442 |
| 60 |
138-10 |
131-00 |
7-10 |
5.4% |
0-24 |
0.6% |
56% |
False |
False |
92,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-30 |
|
2.618 |
139-03 |
|
1.618 |
137-31 |
|
1.000 |
137-09 |
|
0.618 |
136-27 |
|
HIGH |
136-05 |
|
0.618 |
135-23 |
|
0.500 |
135-19 |
|
0.382 |
135-15 |
|
LOW |
135-01 |
|
0.618 |
134-11 |
|
1.000 |
133-29 |
|
1.618 |
133-07 |
|
2.618 |
132-03 |
|
4.250 |
130-08 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-19 |
135-22 |
| PP |
135-13 |
135-15 |
| S1 |
135-08 |
135-09 |
|