ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
131-19 |
130-30 |
-0-21 |
-0.5% |
131-30 |
High |
131-19 |
130-30 |
-0-21 |
-0.5% |
132-07 |
Low |
130-15 |
130-19 |
0-04 |
0.1% |
130-20 |
Close |
130-25 |
130-23 |
-0-02 |
0.0% |
131-12 |
Range |
1-04 |
0-11 |
-0-25 |
-69.4% |
1-19 |
ATR |
0-20 |
0-19 |
-0-01 |
-3.2% |
0-00 |
Volume |
17 |
6 |
-11 |
-64.7% |
495 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-25 |
131-19 |
130-29 |
|
R3 |
131-14 |
131-08 |
130-26 |
|
R2 |
131-03 |
131-03 |
130-25 |
|
R1 |
130-29 |
130-29 |
130-24 |
130-26 |
PP |
130-24 |
130-24 |
130-24 |
130-23 |
S1 |
130-18 |
130-18 |
130-22 |
130-16 |
S2 |
130-13 |
130-13 |
130-21 |
|
S3 |
130-02 |
130-07 |
130-20 |
|
S4 |
129-23 |
129-28 |
130-17 |
|
|
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 |
132-13 |
2.618 |
131-27 |
1.618 |
131-16 |
1.000 |
131-09 |
0.618 |
131-05 |
HIGH |
130-30 |
0.618 |
130-26 |
0.500 |
130-24 |
0.382 |
130-23 |
LOW |
130-19 |
0.618 |
130-12 |
1.000 |
130-08 |
1.618 |
130-01 |
2.618 |
129-22 |
4.250 |
129-04 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
130-24 |
131-06 |
PP |
130-24 |
131-01 |
S1 |
130-24 |
130-28 |
|