ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
131-22 |
132-17 |
0-27 |
0.6% |
131-19 |
High |
132-27 |
133-09 |
0-14 |
0.3% |
133-09 |
Low |
131-22 |
132-17 |
0-27 |
0.6% |
130-11 |
Close |
132-23 |
132-21 |
-0-02 |
0.0% |
132-21 |
Range |
1-05 |
0-24 |
-0-13 |
-35.1% |
2-30 |
ATR |
0-22 |
0-22 |
0-00 |
0.6% |
0-00 |
Volume |
56 |
233 |
177 |
316.1% |
315 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-02 |
134-20 |
133-02 |
|
R3 |
134-10 |
133-28 |
132-28 |
|
R2 |
133-18 |
133-18 |
132-25 |
|
R1 |
133-04 |
133-04 |
132-23 |
133-11 |
PP |
132-26 |
132-26 |
132-26 |
132-30 |
S1 |
132-12 |
132-12 |
132-19 |
132-19 |
S2 |
132-02 |
132-02 |
132-17 |
|
S3 |
131-10 |
131-20 |
132-14 |
|
S4 |
130-18 |
130-28 |
132-08 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-29 |
139-23 |
134-09 |
|
R3 |
137-31 |
136-25 |
133-15 |
|
R2 |
135-01 |
135-01 |
133-06 |
|
R1 |
133-27 |
133-27 |
132-30 |
134-14 |
PP |
132-03 |
132-03 |
132-03 |
132-12 |
S1 |
130-29 |
130-29 |
132-12 |
131-16 |
S2 |
129-05 |
129-05 |
132-04 |
|
S3 |
126-07 |
127-31 |
131-27 |
|
S4 |
123-09 |
125-01 |
131-01 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-15 |
2.618 |
135-08 |
1.618 |
134-16 |
1.000 |
134-01 |
0.618 |
133-24 |
HIGH |
133-09 |
0.618 |
133-00 |
0.500 |
132-29 |
0.382 |
132-26 |
LOW |
132-17 |
0.618 |
132-02 |
1.000 |
131-25 |
1.618 |
131-10 |
2.618 |
130-18 |
4.250 |
129-11 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
132-29 |
132-12 |
PP |
132-26 |
132-03 |
S1 |
132-24 |
131-26 |
|