ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
137-10 |
138-02 |
0-24 |
0.5% |
138-22 |
| High |
138-13 |
138-16 |
0-03 |
0.1% |
139-03 |
| Low |
136-25 |
137-28 |
1-03 |
0.8% |
136-14 |
| Close |
137-30 |
138-03 |
0-05 |
0.1% |
137-30 |
| Range |
1-20 |
0-20 |
-1-00 |
-61.5% |
2-21 |
| ATR |
1-00 |
0-31 |
-0-01 |
-2.7% |
0-00 |
| Volume |
611,938 |
221,926 |
-390,012 |
-63.7% |
2,234,451 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-01 |
139-22 |
138-14 |
|
| R3 |
139-13 |
139-02 |
138-08 |
|
| R2 |
138-25 |
138-25 |
138-07 |
|
| R1 |
138-14 |
138-14 |
138-05 |
138-20 |
| PP |
138-05 |
138-05 |
138-05 |
138-08 |
| S1 |
137-26 |
137-26 |
138-01 |
138-00 |
| S2 |
137-17 |
137-17 |
137-31 |
|
| S3 |
136-29 |
137-06 |
137-30 |
|
| S4 |
136-09 |
136-18 |
137-24 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-25 |
144-17 |
139-13 |
|
| R3 |
143-04 |
141-28 |
138-21 |
|
| R2 |
140-15 |
140-15 |
138-14 |
|
| R1 |
139-07 |
139-07 |
138-06 |
138-16 |
| PP |
137-26 |
137-26 |
137-26 |
137-15 |
| S1 |
136-18 |
136-18 |
137-22 |
135-28 |
| S2 |
135-05 |
135-05 |
137-14 |
|
| S3 |
132-16 |
133-29 |
137-07 |
|
| S4 |
129-27 |
131-08 |
136-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-03 |
136-14 |
2-21 |
1.9% |
1-07 |
0.9% |
62% |
False |
False |
439,791 |
| 10 |
139-03 |
136-14 |
2-21 |
1.9% |
0-31 |
0.7% |
62% |
False |
False |
351,088 |
| 20 |
139-03 |
135-20 |
3-15 |
2.5% |
0-30 |
0.7% |
71% |
False |
False |
321,777 |
| 40 |
139-03 |
134-11 |
4-24 |
3.4% |
0-30 |
0.7% |
79% |
False |
False |
310,933 |
| 60 |
139-03 |
134-11 |
4-24 |
3.4% |
0-31 |
0.7% |
79% |
False |
False |
264,378 |
| 80 |
139-03 |
132-23 |
6-12 |
4.6% |
0-29 |
0.7% |
84% |
False |
False |
198,479 |
| 100 |
139-03 |
130-23 |
8-12 |
6.1% |
0-25 |
0.6% |
88% |
False |
False |
158,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-05 |
|
2.618 |
140-04 |
|
1.618 |
139-16 |
|
1.000 |
139-04 |
|
0.618 |
138-28 |
|
HIGH |
138-16 |
|
0.618 |
138-08 |
|
0.500 |
138-06 |
|
0.382 |
138-04 |
|
LOW |
137-28 |
|
0.618 |
137-16 |
|
1.000 |
137-08 |
|
1.618 |
136-28 |
|
2.618 |
136-08 |
|
4.250 |
135-07 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-06 |
137-28 |
| PP |
138-05 |
137-22 |
| S1 |
138-04 |
137-15 |
|