ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
138-15 |
137-31 |
-0-16 |
-0.4% |
138-03 |
| High |
138-20 |
138-24 |
0-04 |
0.1% |
138-27 |
| Low |
137-21 |
137-25 |
0-04 |
0.1% |
137-21 |
| Close |
137-28 |
138-21 |
0-25 |
0.6% |
138-21 |
| Range |
0-31 |
0-31 |
0-00 |
0.0% |
1-06 |
| ATR |
0-29 |
0-29 |
0-00 |
0.6% |
0-00 |
| Volume |
300,869 |
268,051 |
-32,818 |
-10.9% |
1,289,318 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-10 |
140-30 |
139-06 |
|
| R3 |
140-11 |
139-31 |
138-30 |
|
| R2 |
139-12 |
139-12 |
138-27 |
|
| R1 |
139-00 |
139-00 |
138-24 |
139-06 |
| PP |
138-13 |
138-13 |
138-13 |
138-16 |
| S1 |
138-01 |
138-01 |
138-18 |
138-07 |
| S2 |
137-14 |
137-14 |
138-15 |
|
| S3 |
136-15 |
137-02 |
138-12 |
|
| S4 |
135-16 |
136-03 |
138-04 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-30 |
141-16 |
139-10 |
|
| R3 |
140-24 |
140-10 |
138-31 |
|
| R2 |
139-18 |
139-18 |
138-28 |
|
| R1 |
139-04 |
139-04 |
138-24 |
139-11 |
| PP |
138-12 |
138-12 |
138-12 |
138-16 |
| S1 |
137-30 |
137-30 |
138-18 |
138-05 |
| S2 |
137-06 |
137-06 |
138-14 |
|
| S3 |
136-00 |
136-24 |
138-11 |
|
| S4 |
134-26 |
135-18 |
138-00 |
|
|
| 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% |
84% |
False |
False |
257,863 |
| 10 |
138-27 |
136-17 |
2-10 |
1.7% |
0-27 |
0.6% |
92% |
False |
False |
274,638 |
| 20 |
138-27 |
134-11 |
4-16 |
3.2% |
0-28 |
0.6% |
96% |
False |
False |
278,942 |
| 40 |
138-27 |
134-11 |
4-16 |
3.2% |
0-30 |
0.7% |
96% |
False |
False |
308,498 |
| 60 |
138-27 |
133-23 |
5-04 |
3.7% |
0-30 |
0.7% |
96% |
False |
False |
223,639 |
| 80 |
138-27 |
131-00 |
7-27 |
5.7% |
0-27 |
0.6% |
98% |
False |
False |
167,777 |
| 100 |
138-27 |
129-29 |
8-30 |
6.4% |
0-22 |
0.5% |
98% |
False |
False |
134,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-28 |
|
2.618 |
141-09 |
|
1.618 |
140-10 |
|
1.000 |
139-23 |
|
0.618 |
139-11 |
|
HIGH |
138-24 |
|
0.618 |
138-12 |
|
0.500 |
138-08 |
|
0.382 |
138-05 |
|
LOW |
137-25 |
|
0.618 |
137-06 |
|
1.000 |
136-26 |
|
1.618 |
136-07 |
|
2.618 |
135-08 |
|
4.250 |
133-21 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-17 |
138-17 |
| PP |
138-13 |
138-12 |
| S1 |
138-08 |
138-08 |
|