ECBOT 30 Year Treasury Bond Future December 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
135-29 |
135-20 |
-0-09 |
-0.2% |
138-00 |
| High |
136-23 |
136-07 |
-0-16 |
-0.4% |
138-23 |
| Low |
135-18 |
135-16 |
-0-02 |
0.0% |
135-25 |
| Close |
135-30 |
135-23 |
-0-07 |
-0.2% |
135-27 |
| Range |
1-05 |
0-23 |
-0-14 |
-37.8% |
2-30 |
| ATR |
0-30 |
0-30 |
-0-01 |
-1.7% |
0-00 |
| Volume |
402,795 |
378,674 |
-24,121 |
-6.0% |
1,791,080 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-31 |
137-18 |
136-04 |
|
| R3 |
137-08 |
136-27 |
135-29 |
|
| R2 |
136-17 |
136-17 |
135-27 |
|
| R1 |
136-04 |
136-04 |
135-25 |
136-10 |
| PP |
135-26 |
135-26 |
135-26 |
135-29 |
| S1 |
135-13 |
135-13 |
135-21 |
135-20 |
| S2 |
135-03 |
135-03 |
135-19 |
|
| S3 |
134-12 |
134-22 |
135-17 |
|
| S4 |
133-21 |
133-31 |
135-10 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-19 |
143-21 |
137-15 |
|
| R3 |
142-21 |
140-23 |
136-21 |
|
| R2 |
139-23 |
139-23 |
136-12 |
|
| R1 |
137-25 |
137-25 |
136-04 |
137-09 |
| PP |
136-25 |
136-25 |
136-25 |
136-17 |
| S1 |
134-27 |
134-27 |
135-18 |
134-11 |
| S2 |
133-27 |
133-27 |
135-10 |
|
| S3 |
130-29 |
131-29 |
135-01 |
|
| S4 |
127-31 |
128-31 |
134-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-03 |
135-16 |
1-19 |
1.2% |
0-30 |
0.7% |
14% |
False |
True |
362,523 |
| 10 |
139-02 |
135-16 |
3-18 |
2.6% |
0-29 |
0.7% |
6% |
False |
True |
361,103 |
| 20 |
140-16 |
135-16 |
5-00 |
3.7% |
0-30 |
0.7% |
4% |
False |
True |
330,257 |
| 40 |
140-16 |
134-31 |
5-17 |
4.1% |
0-30 |
0.7% |
14% |
False |
False |
166,236 |
| 60 |
140-16 |
133-01 |
7-15 |
5.5% |
0-26 |
0.6% |
36% |
False |
False |
110,872 |
| 80 |
140-16 |
133-01 |
7-15 |
5.5% |
0-21 |
0.5% |
36% |
False |
False |
83,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-09 |
|
2.618 |
138-03 |
|
1.618 |
137-12 |
|
1.000 |
136-30 |
|
0.618 |
136-21 |
|
HIGH |
136-07 |
|
0.618 |
135-30 |
|
0.500 |
135-28 |
|
0.382 |
135-25 |
|
LOW |
135-16 |
|
0.618 |
135-02 |
|
1.000 |
134-25 |
|
1.618 |
134-11 |
|
2.618 |
133-20 |
|
4.250 |
132-14 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-28 |
136-04 |
| PP |
135-26 |
136-00 |
| S1 |
135-24 |
135-27 |
|