ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
131-14 |
131-23 |
0-09 |
0.2% |
128-25 |
High |
132-04 |
131-23 |
-0-13 |
-0.3% |
130-28 |
Low |
131-14 |
131-18 |
0-04 |
0.1% |
128-25 |
Close |
132-04 |
131-22 |
-0-14 |
-0.3% |
130-16 |
Range |
0-22 |
0-05 |
-0-17 |
-77.3% |
2-03 |
ATR |
|
|
|
|
|
Volume |
3 |
75 |
72 |
2,400.0% |
150 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-04 |
132-02 |
131-25 |
|
R3 |
131-31 |
131-29 |
131-23 |
|
R2 |
131-26 |
131-26 |
131-23 |
|
R1 |
131-24 |
131-24 |
131-22 |
131-22 |
PP |
131-21 |
131-21 |
131-21 |
131-20 |
S1 |
131-19 |
131-19 |
131-22 |
131-18 |
S2 |
131-16 |
131-16 |
131-21 |
|
S3 |
131-11 |
131-14 |
131-21 |
|
S4 |
131-06 |
131-09 |
131-19 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-11 |
135-16 |
131-21 |
|
R3 |
134-08 |
133-13 |
131-02 |
|
R2 |
132-05 |
132-05 |
130-28 |
|
R1 |
131-10 |
131-10 |
130-22 |
131-24 |
PP |
130-02 |
130-02 |
130-02 |
130-08 |
S1 |
129-07 |
129-07 |
130-10 |
129-20 |
S2 |
127-31 |
127-31 |
130-04 |
|
S3 |
125-28 |
127-04 |
129-30 |
|
S4 |
123-25 |
125-01 |
129-11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-12 |
2.618 |
132-04 |
1.618 |
131-31 |
1.000 |
131-28 |
0.618 |
131-26 |
HIGH |
131-23 |
0.618 |
131-21 |
0.500 |
131-20 |
0.382 |
131-20 |
LOW |
131-18 |
0.618 |
131-15 |
1.000 |
131-13 |
1.618 |
131-10 |
2.618 |
131-05 |
4.250 |
130-29 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
131-22 |
131-25 |
PP |
131-21 |
131-24 |
S1 |
131-20 |
131-23 |
|