ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
140-02 |
138-22 |
-1-12 |
-1.0% |
138-30 |
| High |
140-04 |
139-05 |
-0-31 |
-0.7% |
140-16 |
| Low |
138-18 |
138-00 |
-0-18 |
-0.4% |
138-29 |
| Close |
138-22 |
138-30 |
0-08 |
0.2% |
140-03 |
| Range |
1-18 |
1-05 |
-0-13 |
-26.0% |
1-19 |
| ATR |
0-28 |
0-29 |
0-01 |
2.2% |
0-00 |
| Volume |
418,406 |
364,480 |
-53,926 |
-12.9% |
1,683,676 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-05 |
141-23 |
139-18 |
|
| R3 |
141-00 |
140-18 |
139-08 |
|
| R2 |
139-27 |
139-27 |
139-05 |
|
| R1 |
139-13 |
139-13 |
139-01 |
139-20 |
| PP |
138-22 |
138-22 |
138-22 |
138-26 |
| S1 |
138-08 |
138-08 |
138-27 |
138-15 |
| S2 |
137-17 |
137-17 |
138-23 |
|
| S3 |
136-12 |
137-03 |
138-20 |
|
| S4 |
135-07 |
135-30 |
138-10 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-20 |
143-30 |
140-31 |
|
| R3 |
143-01 |
142-11 |
140-17 |
|
| R2 |
141-14 |
141-14 |
140-12 |
|
| R1 |
140-24 |
140-24 |
140-08 |
141-03 |
| PP |
139-27 |
139-27 |
139-27 |
140-00 |
| S1 |
139-05 |
139-05 |
139-30 |
139-16 |
| S2 |
138-08 |
138-08 |
139-26 |
|
| S3 |
136-21 |
137-18 |
139-21 |
|
| S4 |
135-02 |
135-31 |
139-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-16 |
138-00 |
2-16 |
1.8% |
0-31 |
0.7% |
38% |
False |
True |
427,002 |
| 10 |
140-16 |
137-30 |
2-18 |
1.8% |
0-28 |
0.6% |
39% |
False |
False |
251,844 |
| 20 |
140-16 |
136-29 |
3-19 |
2.6% |
0-29 |
0.7% |
57% |
False |
False |
127,094 |
| 40 |
140-16 |
134-28 |
5-20 |
4.0% |
0-28 |
0.6% |
72% |
False |
False |
63,780 |
| 60 |
140-16 |
133-01 |
7-15 |
5.4% |
0-21 |
0.5% |
79% |
False |
False |
42,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-02 |
|
2.618 |
142-06 |
|
1.618 |
141-01 |
|
1.000 |
140-10 |
|
0.618 |
139-28 |
|
HIGH |
139-05 |
|
0.618 |
138-23 |
|
0.500 |
138-18 |
|
0.382 |
138-14 |
|
LOW |
138-00 |
|
0.618 |
137-09 |
|
1.000 |
136-27 |
|
1.618 |
136-04 |
|
2.618 |
134-31 |
|
4.250 |
133-03 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
138-26 |
139-08 |
| PP |
138-22 |
139-04 |
| S1 |
138-18 |
139-01 |
|