ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
135-19 |
135-09 |
-0-10 |
-0.2% |
135-26 |
| High |
136-00 |
136-07 |
0-07 |
0.2% |
136-11 |
| Low |
135-08 |
135-08 |
0-00 |
0.0% |
134-20 |
| Close |
135-12 |
136-01 |
0-21 |
0.5% |
135-11 |
| Range |
0-24 |
0-31 |
0-07 |
29.2% |
1-23 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.2% |
0-00 |
| Volume |
209,256 |
320,822 |
111,566 |
53.3% |
1,674,759 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-24 |
138-11 |
136-18 |
|
| R3 |
137-25 |
137-12 |
136-10 |
|
| R2 |
136-26 |
136-26 |
136-07 |
|
| R1 |
136-13 |
136-13 |
136-04 |
136-20 |
| PP |
135-27 |
135-27 |
135-27 |
135-30 |
| S1 |
135-14 |
135-14 |
135-30 |
135-20 |
| S2 |
134-28 |
134-28 |
135-27 |
|
| S3 |
133-29 |
134-15 |
135-24 |
|
| S4 |
132-30 |
133-16 |
135-16 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-19 |
139-22 |
136-09 |
|
| R3 |
138-28 |
137-31 |
135-26 |
|
| R2 |
137-05 |
137-05 |
135-21 |
|
| R1 |
136-08 |
136-08 |
135-16 |
135-27 |
| PP |
135-14 |
135-14 |
135-14 |
135-08 |
| S1 |
134-17 |
134-17 |
135-06 |
134-04 |
| S2 |
133-23 |
133-23 |
135-01 |
|
| S3 |
132-00 |
132-26 |
134-28 |
|
| S4 |
130-09 |
131-03 |
134-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-09 |
134-20 |
1-21 |
1.2% |
1-03 |
0.8% |
85% |
False |
False |
332,513 |
| 10 |
136-11 |
134-18 |
1-25 |
1.3% |
1-02 |
0.8% |
82% |
False |
False |
329,519 |
| 20 |
138-10 |
134-15 |
3-27 |
2.8% |
1-01 |
0.8% |
41% |
False |
False |
352,848 |
| 40 |
138-10 |
133-02 |
5-08 |
3.9% |
0-31 |
0.7% |
57% |
False |
False |
180,962 |
| 60 |
138-10 |
131-00 |
7-10 |
5.4% |
0-26 |
0.6% |
69% |
False |
False |
120,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-11 |
|
2.618 |
138-24 |
|
1.618 |
137-25 |
|
1.000 |
137-06 |
|
0.618 |
136-26 |
|
HIGH |
136-07 |
|
0.618 |
135-27 |
|
0.500 |
135-24 |
|
0.382 |
135-20 |
|
LOW |
135-08 |
|
0.618 |
134-21 |
|
1.000 |
134-09 |
|
1.618 |
133-22 |
|
2.618 |
132-23 |
|
4.250 |
131-04 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-30 |
135-26 |
| PP |
135-27 |
135-20 |
| S1 |
135-24 |
135-14 |
|