ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
140-11 |
140-25 |
0-14 |
0.3% |
140-31 |
| High |
140-30 |
141-02 |
0-04 |
0.1% |
141-01 |
| Low |
140-11 |
140-12 |
0-01 |
0.0% |
139-11 |
| Close |
140-23 |
140-17 |
-0-06 |
-0.1% |
140-14 |
| Range |
0-19 |
0-22 |
0-03 |
15.8% |
1-22 |
| ATR |
0-30 |
0-30 |
-0-01 |
-2.0% |
0-00 |
| Volume |
350,998 |
496,686 |
145,688 |
41.5% |
1,548,392 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-23 |
142-10 |
140-29 |
|
| R3 |
142-01 |
141-20 |
140-23 |
|
| R2 |
141-11 |
141-11 |
140-21 |
|
| R1 |
140-30 |
140-30 |
140-19 |
140-26 |
| PP |
140-21 |
140-21 |
140-21 |
140-19 |
| S1 |
140-08 |
140-08 |
140-15 |
140-04 |
| S2 |
139-31 |
139-31 |
140-13 |
|
| S3 |
139-09 |
139-18 |
140-11 |
|
| S4 |
138-19 |
138-28 |
140-05 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-11 |
144-18 |
141-12 |
|
| R3 |
143-21 |
142-28 |
140-29 |
|
| R2 |
141-31 |
141-31 |
140-24 |
|
| R1 |
141-06 |
141-06 |
140-19 |
140-24 |
| PP |
140-09 |
140-09 |
140-09 |
140-01 |
| S1 |
139-16 |
139-16 |
140-09 |
139-02 |
| S2 |
138-19 |
138-19 |
140-04 |
|
| S3 |
136-29 |
137-26 |
139-31 |
|
| S4 |
135-07 |
136-04 |
139-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-02 |
139-11 |
1-23 |
1.2% |
0-24 |
0.5% |
69% |
True |
False |
370,390 |
| 10 |
141-21 |
138-16 |
3-05 |
2.2% |
0-30 |
0.7% |
64% |
False |
False |
369,520 |
| 20 |
141-21 |
136-14 |
5-07 |
3.7% |
1-00 |
0.7% |
78% |
False |
False |
384,066 |
| 40 |
141-21 |
134-11 |
7-10 |
5.2% |
0-31 |
0.7% |
85% |
False |
False |
333,427 |
| 60 |
141-21 |
134-11 |
7-10 |
5.2% |
0-31 |
0.7% |
85% |
False |
False |
330,075 |
| 80 |
141-21 |
134-11 |
7-10 |
5.2% |
0-30 |
0.7% |
85% |
False |
False |
270,801 |
| 100 |
141-21 |
131-14 |
10-07 |
7.3% |
0-29 |
0.6% |
89% |
False |
False |
216,707 |
| 120 |
141-21 |
129-29 |
11-24 |
8.4% |
0-24 |
0.5% |
90% |
False |
False |
180,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-00 |
|
2.618 |
142-28 |
|
1.618 |
142-06 |
|
1.000 |
141-24 |
|
0.618 |
141-16 |
|
HIGH |
141-02 |
|
0.618 |
140-26 |
|
0.500 |
140-23 |
|
0.382 |
140-20 |
|
LOW |
140-12 |
|
0.618 |
139-30 |
|
1.000 |
139-22 |
|
1.618 |
139-08 |
|
2.618 |
138-18 |
|
4.250 |
137-14 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140-23 |
140-15 |
| PP |
140-21 |
140-13 |
| S1 |
140-19 |
140-12 |
|