ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
137-01 |
137-14 |
0-13 |
0.3% |
135-06 |
| High |
137-19 |
137-16 |
-0-03 |
-0.1% |
137-23 |
| Low |
136-30 |
136-27 |
-0-03 |
-0.1% |
134-29 |
| Close |
137-12 |
136-29 |
-0-15 |
-0.3% |
137-12 |
| Range |
0-21 |
0-21 |
0-00 |
0.0% |
2-26 |
| ATR |
0-30 |
0-30 |
-0-01 |
-2.2% |
0-00 |
| Volume |
203,908 |
161,082 |
-42,826 |
-21.0% |
1,440,445 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-02 |
138-20 |
137-09 |
|
| R3 |
138-13 |
137-31 |
137-03 |
|
| R2 |
137-24 |
137-24 |
137-01 |
|
| R1 |
137-10 |
137-10 |
136-31 |
137-06 |
| PP |
137-03 |
137-03 |
137-03 |
137-01 |
| S1 |
136-21 |
136-21 |
136-27 |
136-18 |
| S2 |
136-14 |
136-14 |
136-25 |
|
| S3 |
135-25 |
136-00 |
136-23 |
|
| S4 |
135-04 |
135-11 |
136-17 |
|
|
| 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 |
135-20 |
2-03 |
1.5% |
0-27 |
0.6% |
61% |
False |
False |
278,772 |
| 10 |
137-23 |
134-11 |
3-12 |
2.5% |
0-30 |
0.7% |
76% |
False |
False |
275,987 |
| 20 |
137-23 |
134-11 |
3-12 |
2.5% |
0-30 |
0.7% |
76% |
False |
False |
290,006 |
| 40 |
138-10 |
134-11 |
3-31 |
2.9% |
0-30 |
0.7% |
65% |
False |
False |
270,287 |
| 60 |
138-10 |
132-24 |
5-18 |
4.1% |
0-29 |
0.7% |
75% |
False |
False |
180,595 |
| 80 |
138-10 |
130-26 |
7-16 |
5.5% |
0-25 |
0.6% |
81% |
False |
False |
135,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-09 |
|
2.618 |
139-07 |
|
1.618 |
138-18 |
|
1.000 |
138-05 |
|
0.618 |
137-29 |
|
HIGH |
137-16 |
|
0.618 |
137-08 |
|
0.500 |
137-06 |
|
0.382 |
137-03 |
|
LOW |
136-27 |
|
0.618 |
136-14 |
|
1.000 |
136-06 |
|
1.618 |
135-25 |
|
2.618 |
135-04 |
|
4.250 |
134-02 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-06 |
137-06 |
| PP |
137-03 |
137-03 |
| S1 |
137-00 |
137-00 |
|