ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
138-27 |
139-12 |
0-17 |
0.4% |
138-02 |
| High |
139-18 |
140-04 |
0-18 |
0.4% |
140-11 |
| Low |
138-16 |
139-07 |
0-23 |
0.5% |
137-18 |
| Close |
139-15 |
140-02 |
0-19 |
0.4% |
139-13 |
| Range |
1-02 |
0-29 |
-0-05 |
-14.7% |
2-25 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.4% |
0-00 |
| Volume |
354,582 |
431,610 |
77,028 |
21.7% |
1,769,717 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-17 |
142-06 |
140-18 |
|
| R3 |
141-20 |
141-09 |
140-10 |
|
| R2 |
140-23 |
140-23 |
140-07 |
|
| R1 |
140-12 |
140-12 |
140-05 |
140-18 |
| PP |
139-26 |
139-26 |
139-26 |
139-28 |
| S1 |
139-15 |
139-15 |
139-31 |
139-20 |
| S2 |
138-29 |
138-29 |
139-29 |
|
| S3 |
138-00 |
138-18 |
139-26 |
|
| S4 |
137-03 |
137-21 |
139-18 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-14 |
146-07 |
140-30 |
|
| R3 |
144-21 |
143-14 |
140-05 |
|
| R2 |
141-28 |
141-28 |
139-29 |
|
| R1 |
140-21 |
140-21 |
139-21 |
141-08 |
| PP |
139-03 |
139-03 |
139-03 |
139-13 |
| S1 |
137-28 |
137-28 |
139-05 |
138-16 |
| S2 |
136-10 |
136-10 |
138-29 |
|
| S3 |
133-17 |
135-03 |
138-21 |
|
| S4 |
130-24 |
132-10 |
137-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-11 |
138-16 |
1-27 |
1.3% |
0-28 |
0.6% |
85% |
False |
False |
361,639 |
| 10 |
140-11 |
136-25 |
3-18 |
2.5% |
0-31 |
0.7% |
92% |
False |
False |
371,716 |
| 20 |
140-11 |
136-14 |
3-29 |
2.8% |
0-30 |
0.7% |
93% |
False |
False |
345,202 |
| 40 |
140-11 |
134-11 |
6-00 |
4.3% |
0-30 |
0.7% |
95% |
False |
False |
320,328 |
| 60 |
140-11 |
134-11 |
6-00 |
4.3% |
0-31 |
0.7% |
95% |
False |
False |
311,912 |
| 80 |
140-11 |
133-02 |
7-09 |
5.2% |
0-30 |
0.7% |
96% |
False |
False |
234,502 |
| 100 |
140-11 |
131-00 |
9-11 |
6.7% |
0-27 |
0.6% |
97% |
False |
False |
187,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-31 |
|
2.618 |
142-16 |
|
1.618 |
141-19 |
|
1.000 |
141-01 |
|
0.618 |
140-22 |
|
HIGH |
140-04 |
|
0.618 |
139-25 |
|
0.500 |
139-22 |
|
0.382 |
139-18 |
|
LOW |
139-07 |
|
0.618 |
138-21 |
|
1.000 |
138-10 |
|
1.618 |
137-24 |
|
2.618 |
136-27 |
|
4.250 |
135-12 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-30 |
139-26 |
| PP |
139-26 |
139-18 |
| S1 |
139-22 |
139-10 |
|