ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 11-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
130-27 |
131-11 |
0-16 |
0.4% |
131-30 |
High |
131-07 |
131-29 |
0-22 |
0.5% |
132-07 |
Low |
130-20 |
131-11 |
0-23 |
0.6% |
130-20 |
Close |
131-07 |
131-12 |
0-05 |
0.1% |
131-12 |
Range |
0-19 |
0-18 |
-0-01 |
-5.3% |
1-19 |
ATR |
0-18 |
0-18 |
0-00 |
1.5% |
0-00 |
Volume |
3 |
25 |
22 |
733.3% |
495 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-07 |
132-28 |
131-22 |
|
R3 |
132-21 |
132-10 |
131-17 |
|
R2 |
132-03 |
132-03 |
131-15 |
|
R1 |
131-24 |
131-24 |
131-14 |
131-30 |
PP |
131-17 |
131-17 |
131-17 |
131-20 |
S1 |
131-06 |
131-06 |
131-10 |
131-12 |
S2 |
130-31 |
130-31 |
131-09 |
|
S3 |
130-13 |
130-20 |
131-07 |
|
S4 |
129-27 |
130-02 |
131-02 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-06 |
135-12 |
132-08 |
|
R3 |
134-19 |
133-25 |
131-26 |
|
R2 |
133-00 |
133-00 |
131-21 |
|
R1 |
132-06 |
132-06 |
131-17 |
131-26 |
PP |
131-13 |
131-13 |
131-13 |
131-07 |
S1 |
130-19 |
130-19 |
131-07 |
130-06 |
S2 |
129-26 |
129-26 |
131-03 |
|
S3 |
128-07 |
129-00 |
130-30 |
|
S4 |
126-20 |
127-13 |
130-16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-10 |
2.618 |
133-12 |
1.618 |
132-26 |
1.000 |
132-15 |
0.618 |
132-08 |
HIGH |
131-29 |
0.618 |
131-22 |
0.500 |
131-20 |
0.382 |
131-18 |
LOW |
131-11 |
0.618 |
131-00 |
1.000 |
130-25 |
1.618 |
130-14 |
2.618 |
129-28 |
4.250 |
128-30 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
131-20 |
131-11 |
PP |
131-17 |
131-10 |
S1 |
131-15 |
131-08 |
|