ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
135-09 |
136-03 |
0-26 |
0.6% |
135-26 |
| High |
136-07 |
136-30 |
0-23 |
0.5% |
136-11 |
| Low |
135-08 |
136-00 |
0-24 |
0.6% |
134-20 |
| Close |
136-01 |
136-16 |
0-15 |
0.3% |
135-11 |
| Range |
0-31 |
0-30 |
-0-01 |
-3.2% |
1-23 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.4% |
0-00 |
| Volume |
320,822 |
295,340 |
-25,482 |
-7.9% |
1,674,759 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-09 |
138-27 |
137-00 |
|
| R3 |
138-11 |
137-29 |
136-24 |
|
| R2 |
137-13 |
137-13 |
136-22 |
|
| R1 |
136-31 |
136-31 |
136-19 |
137-06 |
| PP |
136-15 |
136-15 |
136-15 |
136-19 |
| S1 |
136-01 |
136-01 |
136-13 |
136-08 |
| S2 |
135-17 |
135-17 |
136-10 |
|
| S3 |
134-19 |
135-03 |
136-08 |
|
| S4 |
133-21 |
134-05 |
136-00 |
|
|
| 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 |
136-30 |
134-20 |
2-10 |
1.7% |
1-01 |
0.8% |
81% |
True |
False |
317,635 |
| 10 |
136-30 |
134-20 |
2-10 |
1.7% |
1-02 |
0.8% |
81% |
True |
False |
329,250 |
| 20 |
138-10 |
134-15 |
3-27 |
2.8% |
1-00 |
0.7% |
53% |
False |
False |
342,988 |
| 40 |
138-10 |
133-07 |
5-03 |
3.7% |
0-31 |
0.7% |
64% |
False |
False |
188,342 |
| 60 |
138-10 |
131-00 |
7-10 |
5.4% |
0-26 |
0.6% |
75% |
False |
False |
125,615 |
| 80 |
138-10 |
129-29 |
8-13 |
6.2% |
0-21 |
0.5% |
78% |
False |
False |
94,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-30 |
|
2.618 |
139-13 |
|
1.618 |
138-15 |
|
1.000 |
137-28 |
|
0.618 |
137-17 |
|
HIGH |
136-30 |
|
0.618 |
136-19 |
|
0.500 |
136-15 |
|
0.382 |
136-11 |
|
LOW |
136-00 |
|
0.618 |
135-13 |
|
1.000 |
135-02 |
|
1.618 |
134-15 |
|
2.618 |
133-17 |
|
4.250 |
132-00 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-16 |
136-12 |
| PP |
136-15 |
136-07 |
| S1 |
136-15 |
136-03 |
|