ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
131-23 |
131-18 |
-0-05 |
-0.1% |
130-23 |
| High |
131-23 |
132-00 |
0-09 |
0.2% |
132-04 |
| Low |
131-18 |
131-18 |
0-00 |
0.0% |
130-23 |
| Close |
131-22 |
132-00 |
0-10 |
0.2% |
132-00 |
| Range |
0-05 |
0-14 |
0-09 |
180.0% |
1-13 |
| ATR |
0-00 |
0-17 |
0-17 |
|
0-00 |
| Volume |
75 |
9 |
-66 |
-88.0% |
189 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-05 |
133-01 |
132-08 |
|
| R3 |
132-23 |
132-19 |
132-04 |
|
| R2 |
132-09 |
132-09 |
132-03 |
|
| R1 |
132-05 |
132-05 |
132-01 |
132-07 |
| PP |
131-27 |
131-27 |
131-27 |
131-28 |
| S1 |
131-23 |
131-23 |
131-31 |
131-25 |
| S2 |
131-13 |
131-13 |
131-29 |
|
| S3 |
130-31 |
131-09 |
131-28 |
|
| S4 |
130-17 |
130-27 |
131-24 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-27 |
135-10 |
132-25 |
|
| R3 |
134-14 |
133-29 |
132-12 |
|
| R2 |
133-01 |
133-01 |
132-08 |
|
| R1 |
132-16 |
132-16 |
132-04 |
132-24 |
| PP |
131-20 |
131-20 |
131-20 |
131-24 |
| S1 |
131-03 |
131-03 |
131-28 |
131-12 |
| S2 |
130-07 |
130-07 |
131-24 |
|
| S3 |
128-26 |
129-22 |
131-20 |
|
| S4 |
127-13 |
128-09 |
131-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-28 |
|
2.618 |
133-05 |
|
1.618 |
132-23 |
|
1.000 |
132-14 |
|
0.618 |
132-09 |
|
HIGH |
132-00 |
|
0.618 |
131-27 |
|
0.500 |
131-25 |
|
0.382 |
131-23 |
|
LOW |
131-18 |
|
0.618 |
131-09 |
|
1.000 |
131-04 |
|
1.618 |
130-27 |
|
2.618 |
130-13 |
|
4.250 |
129-22 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-30 |
131-30 |
| PP |
131-27 |
131-27 |
| S1 |
131-25 |
131-25 |
|