ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
138-14 |
138-03 |
-0-11 |
-0.2% |
137-14 |
| High |
138-23 |
138-27 |
0-04 |
0.1% |
138-23 |
| Low |
137-23 |
138-01 |
0-10 |
0.2% |
136-17 |
| Close |
138-02 |
138-14 |
0-12 |
0.3% |
138-02 |
| Range |
1-00 |
0-26 |
-0-06 |
-18.8% |
2-06 |
| ATR |
0-31 |
0-30 |
0-00 |
-1.1% |
0-00 |
| Volume |
275,064 |
234,807 |
-40,257 |
-14.6% |
1,457,070 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-28 |
140-15 |
138-28 |
|
| R3 |
140-02 |
139-21 |
138-21 |
|
| R2 |
139-08 |
139-08 |
138-19 |
|
| R1 |
138-27 |
138-27 |
138-16 |
139-02 |
| PP |
138-14 |
138-14 |
138-14 |
138-17 |
| S1 |
138-01 |
138-01 |
138-12 |
138-08 |
| S2 |
137-20 |
137-20 |
138-09 |
|
| S3 |
136-26 |
137-07 |
138-07 |
|
| S4 |
136-00 |
136-13 |
138-00 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-11 |
143-12 |
139-08 |
|
| R3 |
142-05 |
141-06 |
138-21 |
|
| R2 |
139-31 |
139-31 |
138-15 |
|
| R1 |
139-00 |
139-00 |
138-08 |
139-16 |
| PP |
137-25 |
137-25 |
137-25 |
138-00 |
| S1 |
136-26 |
136-26 |
137-28 |
137-10 |
| S2 |
135-19 |
135-19 |
137-21 |
|
| S3 |
133-13 |
134-20 |
137-15 |
|
| S4 |
131-07 |
132-14 |
136-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-27 |
136-17 |
2-10 |
1.7% |
0-30 |
0.7% |
82% |
True |
False |
306,159 |
| 10 |
138-27 |
135-20 |
3-07 |
2.3% |
0-29 |
0.7% |
87% |
True |
False |
292,465 |
| 20 |
138-27 |
134-11 |
4-16 |
3.3% |
0-29 |
0.7% |
91% |
True |
False |
282,808 |
| 40 |
138-27 |
134-11 |
4-16 |
3.3% |
0-31 |
0.7% |
91% |
True |
False |
306,643 |
| 60 |
138-27 |
133-02 |
5-25 |
4.2% |
0-30 |
0.7% |
93% |
True |
False |
206,089 |
| 80 |
138-27 |
131-00 |
7-27 |
5.7% |
0-27 |
0.6% |
95% |
True |
False |
154,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-10 |
|
2.618 |
140-31 |
|
1.618 |
140-05 |
|
1.000 |
139-21 |
|
0.618 |
139-11 |
|
HIGH |
138-27 |
|
0.618 |
138-17 |
|
0.500 |
138-14 |
|
0.382 |
138-11 |
|
LOW |
138-01 |
|
0.618 |
137-17 |
|
1.000 |
137-07 |
|
1.618 |
136-23 |
|
2.618 |
135-29 |
|
4.250 |
134-18 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-14 |
138-10 |
| PP |
138-14 |
138-06 |
| S1 |
138-14 |
138-02 |
|