ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
138-18 |
138-15 |
-0-03 |
-0.1% |
137-14 |
| High |
138-27 |
138-20 |
-0-07 |
-0.2% |
138-23 |
| Low |
138-12 |
137-21 |
-0-23 |
-0.5% |
136-17 |
| Close |
138-18 |
137-28 |
-0-22 |
-0.5% |
138-02 |
| Range |
0-15 |
0-31 |
0-16 |
106.7% |
2-06 |
| ATR |
0-29 |
0-29 |
0-00 |
0.6% |
0-00 |
| Volume |
181,566 |
300,869 |
119,303 |
65.7% |
1,457,070 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-31 |
140-12 |
138-13 |
|
| R3 |
140-00 |
139-13 |
138-05 |
|
| R2 |
139-01 |
139-01 |
138-02 |
|
| R1 |
138-14 |
138-14 |
137-31 |
138-08 |
| PP |
138-02 |
138-02 |
138-02 |
137-30 |
| S1 |
137-15 |
137-15 |
137-25 |
137-09 |
| S2 |
137-03 |
137-03 |
137-22 |
|
| S3 |
136-04 |
136-16 |
137-19 |
|
| S4 |
135-05 |
135-17 |
137-11 |
|
|
| 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 |
137-21 |
1-06 |
0.9% |
0-25 |
0.6% |
18% |
False |
True |
259,266 |
| 10 |
138-27 |
136-17 |
2-10 |
1.7% |
0-26 |
0.6% |
58% |
False |
False |
268,224 |
| 20 |
138-27 |
134-11 |
4-16 |
3.3% |
0-28 |
0.6% |
78% |
False |
False |
280,860 |
| 40 |
138-27 |
134-11 |
4-16 |
3.3% |
0-30 |
0.7% |
78% |
False |
False |
311,924 |
| 60 |
138-27 |
133-07 |
5-20 |
4.1% |
0-30 |
0.7% |
83% |
False |
False |
219,181 |
| 80 |
138-27 |
131-00 |
7-27 |
5.7% |
0-27 |
0.6% |
88% |
False |
False |
164,426 |
| 100 |
138-27 |
129-29 |
8-30 |
6.5% |
0-22 |
0.5% |
89% |
False |
False |
131,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-24 |
|
2.618 |
141-05 |
|
1.618 |
140-06 |
|
1.000 |
139-19 |
|
0.618 |
139-07 |
|
HIGH |
138-20 |
|
0.618 |
138-08 |
|
0.500 |
138-04 |
|
0.382 |
138-01 |
|
LOW |
137-21 |
|
0.618 |
137-02 |
|
1.000 |
136-22 |
|
1.618 |
136-03 |
|
2.618 |
135-04 |
|
4.250 |
133-17 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-04 |
138-08 |
| PP |
138-02 |
138-04 |
| S1 |
137-31 |
138-00 |
|