ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
139-12 |
140-01 |
0-21 |
0.5% |
139-09 |
| High |
140-04 |
141-21 |
1-17 |
1.1% |
141-21 |
| Low |
139-07 |
139-29 |
0-22 |
0.5% |
138-16 |
| Close |
140-02 |
141-01 |
0-31 |
0.7% |
141-01 |
| Range |
0-29 |
1-24 |
0-27 |
93.1% |
3-05 |
| ATR |
0-31 |
1-00 |
0-02 |
6.0% |
0-00 |
| Volume |
431,610 |
512,939 |
81,329 |
18.8% |
1,848,446 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-04 |
145-10 |
142-00 |
|
| R3 |
144-12 |
143-18 |
141-16 |
|
| R2 |
142-20 |
142-20 |
141-11 |
|
| R1 |
141-26 |
141-26 |
141-06 |
142-07 |
| PP |
140-28 |
140-28 |
140-28 |
141-02 |
| S1 |
140-02 |
140-02 |
140-28 |
140-15 |
| S2 |
139-04 |
139-04 |
140-23 |
|
| S3 |
137-12 |
138-10 |
140-18 |
|
| S4 |
135-20 |
136-18 |
140-02 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-28 |
148-19 |
142-25 |
|
| R3 |
146-23 |
145-14 |
141-29 |
|
| R2 |
143-18 |
143-18 |
141-20 |
|
| R1 |
142-09 |
142-09 |
141-10 |
142-30 |
| PP |
140-13 |
140-13 |
140-13 |
140-23 |
| S1 |
139-04 |
139-04 |
140-24 |
139-24 |
| S2 |
137-08 |
137-08 |
140-14 |
|
| S3 |
134-03 |
135-31 |
140-05 |
|
| S4 |
130-30 |
132-26 |
139-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-21 |
138-16 |
3-05 |
2.2% |
0-31 |
0.7% |
80% |
True |
False |
369,689 |
| 10 |
141-21 |
137-18 |
4-03 |
2.9% |
0-31 |
0.7% |
85% |
True |
False |
361,816 |
| 20 |
141-21 |
136-14 |
5-07 |
3.7% |
1-00 |
0.7% |
88% |
True |
False |
357,096 |
| 40 |
141-21 |
134-11 |
7-10 |
5.2% |
0-30 |
0.7% |
91% |
True |
False |
321,878 |
| 60 |
141-21 |
134-11 |
7-10 |
5.2% |
0-31 |
0.7% |
91% |
True |
False |
319,821 |
| 80 |
141-21 |
133-02 |
8-19 |
6.1% |
0-30 |
0.7% |
93% |
True |
False |
240,908 |
| 100 |
141-21 |
131-00 |
10-21 |
7.6% |
0-28 |
0.6% |
94% |
True |
False |
192,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-03 |
|
2.618 |
146-08 |
|
1.618 |
144-16 |
|
1.000 |
143-13 |
|
0.618 |
142-24 |
|
HIGH |
141-21 |
|
0.618 |
141-00 |
|
0.500 |
140-25 |
|
0.382 |
140-18 |
|
LOW |
139-29 |
|
0.618 |
138-26 |
|
1.000 |
138-05 |
|
1.618 |
137-02 |
|
2.618 |
135-10 |
|
4.250 |
132-15 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-30 |
140-23 |
| PP |
140-28 |
140-13 |
| S1 |
140-25 |
140-02 |
|