ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
131-11 |
131-19 |
0-08 |
0.2% |
131-30 |
High |
131-29 |
131-19 |
-0-10 |
-0.2% |
132-07 |
Low |
131-11 |
130-15 |
-0-28 |
-0.7% |
130-20 |
Close |
131-12 |
130-25 |
-0-19 |
-0.5% |
131-12 |
Range |
0-18 |
1-04 |
0-18 |
100.0% |
1-19 |
ATR |
0-18 |
0-20 |
0-01 |
6.8% |
0-00 |
Volume |
25 |
17 |
-8 |
-32.0% |
495 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-10 |
133-22 |
131-13 |
|
R3 |
133-06 |
132-18 |
131-03 |
|
R2 |
132-02 |
132-02 |
131-00 |
|
R1 |
131-14 |
131-14 |
130-28 |
131-06 |
PP |
130-30 |
130-30 |
130-30 |
130-26 |
S1 |
130-10 |
130-10 |
130-22 |
130-02 |
S2 |
129-26 |
129-26 |
130-18 |
|
S3 |
128-22 |
129-06 |
130-15 |
|
S4 |
127-18 |
128-02 |
130-05 |
|
|
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 |
136-12 |
2.618 |
134-17 |
1.618 |
133-13 |
1.000 |
132-23 |
0.618 |
132-09 |
HIGH |
131-19 |
0.618 |
131-05 |
0.500 |
131-01 |
0.382 |
130-29 |
LOW |
130-15 |
0.618 |
129-25 |
1.000 |
129-11 |
1.618 |
128-21 |
2.618 |
127-17 |
4.250 |
125-22 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
131-01 |
131-06 |
PP |
130-30 |
131-02 |
S1 |
130-28 |
130-29 |
|