ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
138-22 |
138-30 |
0-08 |
0.2% |
139-17 |
| High |
139-04 |
139-16 |
0-12 |
0.3% |
139-18 |
| Low |
138-07 |
138-29 |
0-22 |
0.5% |
137-30 |
| Close |
139-00 |
139-09 |
0-09 |
0.2% |
139-00 |
| Range |
0-29 |
0-19 |
-0-10 |
-34.5% |
1-20 |
| ATR |
0-29 |
0-28 |
-0-01 |
-2.4% |
0-00 |
| Volume |
26,129 |
42,450 |
16,321 |
62.5% |
62,491 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-00 |
140-24 |
139-19 |
|
| R3 |
140-13 |
140-05 |
139-14 |
|
| R2 |
139-26 |
139-26 |
139-12 |
|
| R1 |
139-18 |
139-18 |
139-11 |
139-22 |
| PP |
139-07 |
139-07 |
139-07 |
139-10 |
| S1 |
138-31 |
138-31 |
139-07 |
139-03 |
| S2 |
138-20 |
138-20 |
139-06 |
|
| S3 |
138-01 |
138-12 |
139-04 |
|
| S4 |
137-14 |
137-25 |
138-31 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-23 |
142-31 |
139-29 |
|
| R3 |
142-03 |
141-11 |
139-14 |
|
| R2 |
140-15 |
140-15 |
139-10 |
|
| R1 |
139-23 |
139-23 |
139-05 |
139-09 |
| PP |
138-27 |
138-27 |
138-27 |
138-20 |
| S1 |
138-03 |
138-03 |
138-27 |
137-21 |
| S2 |
137-07 |
137-07 |
138-22 |
|
| S3 |
135-19 |
136-15 |
138-18 |
|
| S4 |
133-31 |
134-27 |
138-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-16 |
137-30 |
1-18 |
1.1% |
0-25 |
0.6% |
86% |
True |
False |
19,616 |
| 10 |
140-06 |
137-02 |
3-04 |
2.2% |
0-29 |
0.7% |
71% |
False |
False |
11,176 |
| 20 |
140-06 |
134-31 |
5-07 |
3.7% |
0-31 |
0.7% |
83% |
False |
False |
6,159 |
| 40 |
140-06 |
133-01 |
7-05 |
5.1% |
0-26 |
0.6% |
87% |
False |
False |
3,181 |
| 60 |
140-06 |
133-01 |
7-05 |
5.1% |
0-19 |
0.4% |
87% |
False |
False |
2,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-01 |
|
2.618 |
141-02 |
|
1.618 |
140-15 |
|
1.000 |
140-03 |
|
0.618 |
139-28 |
|
HIGH |
139-16 |
|
0.618 |
139-09 |
|
0.500 |
139-06 |
|
0.382 |
139-04 |
|
LOW |
138-29 |
|
0.618 |
138-17 |
|
1.000 |
138-10 |
|
1.618 |
137-30 |
|
2.618 |
137-11 |
|
4.250 |
136-12 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-08 |
139-03 |
| PP |
139-07 |
138-29 |
| S1 |
139-06 |
138-23 |
|