ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
131-16 |
131-30 |
0-14 |
0.3% |
132-12 |
| High |
131-16 |
132-07 |
0-23 |
0.5% |
132-13 |
| Low |
131-16 |
131-28 |
0-12 |
0.3% |
131-10 |
| Close |
131-16 |
131-28 |
0-12 |
0.3% |
131-16 |
| Range |
0-00 |
0-11 |
0-11 |
|
1-03 |
| ATR |
0-17 |
0-18 |
0-00 |
2.3% |
0-00 |
| Volume |
19 |
102 |
83 |
436.8% |
182 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-01 |
132-25 |
132-02 |
|
| R3 |
132-22 |
132-14 |
131-31 |
|
| R2 |
132-11 |
132-11 |
131-30 |
|
| R1 |
132-03 |
132-03 |
131-29 |
132-02 |
| PP |
132-00 |
132-00 |
132-00 |
131-31 |
| S1 |
131-24 |
131-24 |
131-27 |
131-22 |
| S2 |
131-21 |
131-21 |
131-26 |
|
| S3 |
131-10 |
131-13 |
131-25 |
|
| S4 |
130-31 |
131-02 |
131-22 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-01 |
134-11 |
132-03 |
|
| R3 |
133-30 |
133-08 |
131-26 |
|
| R2 |
132-27 |
132-27 |
131-22 |
|
| R1 |
132-05 |
132-05 |
131-19 |
131-30 |
| PP |
131-24 |
131-24 |
131-24 |
131-20 |
| S1 |
131-02 |
131-02 |
131-13 |
130-28 |
| S2 |
130-21 |
130-21 |
131-10 |
|
| S3 |
129-18 |
129-31 |
131-06 |
|
| S4 |
128-15 |
128-28 |
130-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-22 |
|
2.618 |
133-04 |
|
1.618 |
132-25 |
|
1.000 |
132-18 |
|
0.618 |
132-14 |
|
HIGH |
132-07 |
|
0.618 |
132-03 |
|
0.500 |
132-02 |
|
0.382 |
132-00 |
|
LOW |
131-28 |
|
0.618 |
131-21 |
|
1.000 |
131-17 |
|
1.618 |
131-10 |
|
2.618 |
130-31 |
|
4.250 |
130-13 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-02 |
131-29 |
| PP |
132-00 |
131-29 |
| S1 |
131-30 |
131-28 |
|