ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
133-20 |
133-30 |
0-10 |
0.2% |
135-05 |
| High |
133-20 |
134-19 |
0-31 |
0.7% |
135-05 |
| Low |
133-20 |
133-30 |
0-10 |
0.2% |
133-25 |
| Close |
133-20 |
134-19 |
0-31 |
0.7% |
134-05 |
| Range |
0-00 |
0-21 |
0-21 |
|
1-12 |
| ATR |
0-15 |
0-16 |
0-01 |
7.9% |
0-00 |
| Volume |
5 |
1 |
-4 |
-80.0% |
7 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-11 |
136-04 |
134-31 |
|
| R3 |
135-22 |
135-15 |
134-25 |
|
| R2 |
135-01 |
135-01 |
134-23 |
|
| R1 |
134-26 |
134-26 |
134-21 |
134-30 |
| PP |
134-12 |
134-12 |
134-12 |
134-14 |
| S1 |
134-05 |
134-05 |
134-17 |
134-08 |
| S2 |
133-23 |
133-23 |
134-15 |
|
| S3 |
133-02 |
133-16 |
134-13 |
|
| S4 |
132-13 |
132-27 |
134-07 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-16 |
137-22 |
134-29 |
|
| R3 |
137-04 |
136-10 |
134-17 |
|
| R2 |
135-24 |
135-24 |
134-13 |
|
| R1 |
134-30 |
134-30 |
134-09 |
134-21 |
| PP |
134-12 |
134-12 |
134-12 |
134-07 |
| S1 |
133-18 |
133-18 |
134-01 |
133-09 |
| S2 |
133-00 |
133-00 |
133-29 |
|
| S3 |
131-20 |
132-06 |
133-25 |
|
| S4 |
130-08 |
130-26 |
133-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-12 |
|
2.618 |
136-10 |
|
1.618 |
135-21 |
|
1.000 |
135-08 |
|
0.618 |
135-00 |
|
HIGH |
134-19 |
|
0.618 |
134-11 |
|
0.500 |
134-08 |
|
0.382 |
134-06 |
|
LOW |
133-30 |
|
0.618 |
133-17 |
|
1.000 |
133-09 |
|
1.618 |
132-28 |
|
2.618 |
132-07 |
|
4.250 |
131-05 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
134-16 |
134-14 |
| PP |
134-12 |
134-09 |
| S1 |
134-08 |
134-04 |
|