ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
130-18 |
131-22 |
1-04 |
0.9% |
131-30 |
| High |
131-19 |
132-27 |
1-08 |
0.9% |
132-07 |
| Low |
130-11 |
131-22 |
1-11 |
1.0% |
130-20 |
| Close |
131-17 |
132-23 |
1-06 |
0.9% |
131-12 |
| Range |
1-08 |
1-05 |
-0-03 |
-7.5% |
1-19 |
| ATR |
0-21 |
0-22 |
0-02 |
7.4% |
0-00 |
| Volume |
3 |
56 |
53 |
1,766.7% |
495 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-28 |
135-15 |
133-11 |
|
| R3 |
134-23 |
134-10 |
133-01 |
|
| R2 |
133-18 |
133-18 |
132-30 |
|
| R1 |
133-05 |
133-05 |
132-26 |
133-12 |
| PP |
132-13 |
132-13 |
132-13 |
132-17 |
| S1 |
132-00 |
132-00 |
132-20 |
132-06 |
| S2 |
131-08 |
131-08 |
132-16 |
|
| S3 |
130-03 |
130-27 |
132-13 |
|
| S4 |
128-30 |
129-22 |
132-03 |
|
|
| 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 |
137-24 |
|
2.618 |
135-28 |
|
1.618 |
134-23 |
|
1.000 |
134-00 |
|
0.618 |
133-18 |
|
HIGH |
132-27 |
|
0.618 |
132-13 |
|
0.500 |
132-08 |
|
0.382 |
132-04 |
|
LOW |
131-22 |
|
0.618 |
130-31 |
|
1.000 |
130-17 |
|
1.618 |
129-26 |
|
2.618 |
128-21 |
|
4.250 |
126-25 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-18 |
132-11 |
| PP |
132-13 |
131-31 |
| S1 |
132-08 |
131-19 |
|