ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
130-30 |
130-18 |
-0-12 |
-0.3% |
131-30 |
High |
130-30 |
131-19 |
0-21 |
0.5% |
132-07 |
Low |
130-19 |
130-11 |
-0-08 |
-0.2% |
130-20 |
Close |
130-23 |
131-17 |
0-26 |
0.6% |
131-12 |
Range |
0-11 |
1-08 |
0-29 |
263.6% |
1-19 |
ATR |
0-19 |
0-21 |
0-01 |
7.8% |
0-00 |
Volume |
6 |
3 |
-3 |
-50.0% |
495 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-29 |
134-15 |
132-07 |
|
R3 |
133-21 |
133-07 |
131-28 |
|
R2 |
132-13 |
132-13 |
131-24 |
|
R1 |
131-31 |
131-31 |
131-21 |
132-06 |
PP |
131-05 |
131-05 |
131-05 |
131-08 |
S1 |
130-23 |
130-23 |
131-13 |
130-30 |
S2 |
129-29 |
129-29 |
131-10 |
|
S3 |
128-21 |
129-15 |
131-06 |
|
S4 |
127-13 |
128-07 |
130-27 |
|
|
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 |
136-29 |
2.618 |
134-28 |
1.618 |
133-20 |
1.000 |
132-27 |
0.618 |
132-12 |
HIGH |
131-19 |
0.618 |
131-04 |
0.500 |
130-31 |
0.382 |
130-26 |
LOW |
130-11 |
0.618 |
129-18 |
1.000 |
129-03 |
1.618 |
128-10 |
2.618 |
127-02 |
4.250 |
125-01 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
131-11 |
131-11 |
PP |
131-05 |
131-05 |
S1 |
130-31 |
130-31 |
|