ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
135-27 |
137-07 |
1-12 |
1.0% |
135-28 |
| High |
137-02 |
137-07 |
0-05 |
0.1% |
137-07 |
| Low |
135-27 |
136-09 |
0-14 |
0.3% |
135-02 |
| Close |
136-22 |
136-20 |
-0-02 |
0.0% |
136-20 |
| Range |
1-07 |
0-30 |
-0-09 |
-23.1% |
2-05 |
| ATR |
0-21 |
0-22 |
0-01 |
3.1% |
0-00 |
| Volume |
826 |
109 |
-717 |
-86.8% |
1,369 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-17 |
139-00 |
137-04 |
|
| R3 |
138-19 |
138-02 |
136-28 |
|
| R2 |
137-21 |
137-21 |
136-26 |
|
| R1 |
137-04 |
137-04 |
136-23 |
136-30 |
| PP |
136-23 |
136-23 |
136-23 |
136-19 |
| S1 |
136-06 |
136-06 |
136-17 |
136-00 |
| S2 |
135-25 |
135-25 |
136-14 |
|
| S3 |
134-27 |
135-08 |
136-12 |
|
| S4 |
133-29 |
134-10 |
136-04 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-25 |
141-27 |
137-26 |
|
| R3 |
140-20 |
139-22 |
137-07 |
|
| R2 |
138-15 |
138-15 |
137-01 |
|
| R1 |
137-17 |
137-17 |
136-26 |
138-00 |
| PP |
136-10 |
136-10 |
136-10 |
136-17 |
| S1 |
135-12 |
135-12 |
136-14 |
135-27 |
| S2 |
134-05 |
134-05 |
136-07 |
|
| S3 |
132-00 |
133-07 |
136-01 |
|
| S4 |
129-27 |
131-02 |
135-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-06 |
|
2.618 |
139-22 |
|
1.618 |
138-24 |
|
1.000 |
138-05 |
|
0.618 |
137-26 |
|
HIGH |
137-07 |
|
0.618 |
136-28 |
|
0.500 |
136-24 |
|
0.382 |
136-20 |
|
LOW |
136-09 |
|
0.618 |
135-22 |
|
1.000 |
135-11 |
|
1.618 |
134-24 |
|
2.618 |
133-26 |
|
4.250 |
132-10 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-24 |
136-16 |
| PP |
136-23 |
136-12 |
| S1 |
136-21 |
136-08 |
|