ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
136-24 |
137-01 |
0-09 |
0.2% |
135-06 |
| High |
137-23 |
137-19 |
-0-04 |
-0.1% |
137-23 |
| Low |
136-21 |
136-30 |
0-09 |
0.2% |
134-29 |
| Close |
137-03 |
137-12 |
0-09 |
0.2% |
137-12 |
| Range |
1-02 |
0-21 |
-0-13 |
-38.2% |
2-26 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.3% |
0-00 |
| Volume |
420,130 |
203,908 |
-216,222 |
-51.5% |
1,440,445 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-09 |
138-31 |
137-24 |
|
| R3 |
138-20 |
138-10 |
137-18 |
|
| R2 |
137-31 |
137-31 |
137-16 |
|
| R1 |
137-21 |
137-21 |
137-14 |
137-26 |
| PP |
137-10 |
137-10 |
137-10 |
137-12 |
| S1 |
137-00 |
137-00 |
137-10 |
137-05 |
| S2 |
136-21 |
136-21 |
137-08 |
|
| S3 |
136-00 |
136-11 |
137-06 |
|
| S4 |
135-11 |
135-22 |
137-00 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-03 |
144-02 |
138-30 |
|
| R3 |
142-09 |
141-08 |
138-05 |
|
| R2 |
139-15 |
139-15 |
137-28 |
|
| R1 |
138-14 |
138-14 |
137-20 |
138-30 |
| PP |
136-21 |
136-21 |
136-21 |
136-30 |
| S1 |
135-20 |
135-20 |
137-04 |
136-04 |
| S2 |
133-27 |
133-27 |
136-28 |
|
| S3 |
131-01 |
132-26 |
136-19 |
|
| S4 |
128-07 |
130-00 |
135-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-23 |
134-29 |
2-26 |
2.0% |
0-29 |
0.7% |
88% |
False |
False |
288,089 |
| 10 |
137-23 |
134-11 |
3-12 |
2.5% |
0-30 |
0.7% |
90% |
False |
False |
283,246 |
| 20 |
137-23 |
134-11 |
3-12 |
2.5% |
0-31 |
0.7% |
90% |
False |
False |
299,236 |
| 40 |
138-10 |
134-11 |
3-31 |
2.9% |
0-31 |
0.7% |
76% |
False |
False |
266,315 |
| 60 |
138-10 |
132-24 |
5-18 |
4.0% |
0-29 |
0.7% |
83% |
False |
False |
177,915 |
| 80 |
138-10 |
130-23 |
7-19 |
5.5% |
0-25 |
0.6% |
88% |
False |
False |
133,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-12 |
|
2.618 |
139-10 |
|
1.618 |
138-21 |
|
1.000 |
138-08 |
|
0.618 |
138-00 |
|
HIGH |
137-19 |
|
0.618 |
137-11 |
|
0.500 |
137-08 |
|
0.382 |
137-06 |
|
LOW |
136-30 |
|
0.618 |
136-17 |
|
1.000 |
136-09 |
|
1.618 |
135-28 |
|
2.618 |
135-07 |
|
4.250 |
134-05 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-11 |
137-08 |
| PP |
137-10 |
137-04 |
| S1 |
137-08 |
137-00 |
|