ECBOT 30 Year Treasury Bond Future December 2014
Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
139-17 |
138-21 |
-0-28 |
-0.6% |
137-24 |
High |
139-18 |
139-06 |
-0-12 |
-0.3% |
140-06 |
Low |
138-19 |
138-10 |
-0-09 |
-0.2% |
137-02 |
Close |
138-23 |
138-11 |
-0-12 |
-0.3% |
139-19 |
Range |
0-31 |
0-28 |
-0-03 |
-9.7% |
3-04 |
ATR |
0-29 |
0-29 |
0-00 |
-0.3% |
0-00 |
Volume |
6,857 |
3,755 |
-3,102 |
-45.2% |
9,385 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-08 |
140-21 |
138-26 |
|
R3 |
140-12 |
139-25 |
138-19 |
|
R2 |
139-16 |
139-16 |
138-16 |
|
R1 |
138-29 |
138-29 |
138-14 |
138-24 |
PP |
138-20 |
138-20 |
138-20 |
138-17 |
S1 |
138-01 |
138-01 |
138-08 |
137-28 |
S2 |
137-24 |
137-24 |
138-06 |
|
S3 |
136-28 |
137-05 |
138-03 |
|
S4 |
136-00 |
136-09 |
137-28 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148-10 |
147-03 |
141-10 |
|
R3 |
145-06 |
143-31 |
140-14 |
|
R2 |
142-02 |
142-02 |
140-05 |
|
R1 |
140-27 |
140-27 |
139-28 |
141-14 |
PP |
138-30 |
138-30 |
138-30 |
139-08 |
S1 |
137-23 |
137-23 |
139-10 |
138-10 |
S2 |
135-26 |
135-26 |
139-01 |
|
S3 |
132-22 |
134-19 |
138-24 |
|
S4 |
129-18 |
131-15 |
137-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140-06 |
137-02 |
3-04 |
2.3% |
1-03 |
0.8% |
41% |
False |
False |
3,262 |
10 |
140-06 |
136-29 |
3-09 |
2.4% |
0-31 |
0.7% |
44% |
False |
False |
2,343 |
20 |
140-06 |
134-31 |
5-07 |
3.8% |
0-30 |
0.7% |
65% |
False |
False |
1,519 |
40 |
140-06 |
133-01 |
7-05 |
5.2% |
0-24 |
0.5% |
74% |
False |
False |
823 |
60 |
140-06 |
133-01 |
7-05 |
5.2% |
0-17 |
0.4% |
74% |
False |
False |
549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-29 |
2.618 |
141-15 |
1.618 |
140-19 |
1.000 |
140-02 |
0.618 |
139-23 |
HIGH |
139-06 |
0.618 |
138-27 |
0.500 |
138-24 |
0.382 |
138-21 |
LOW |
138-10 |
0.618 |
137-25 |
1.000 |
137-14 |
1.618 |
136-29 |
2.618 |
136-01 |
4.250 |
134-19 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
138-24 |
139-08 |
PP |
138-20 |
138-30 |
S1 |
138-15 |
138-21 |
|