ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
132-17 |
132-18 |
0-01 |
0.0% |
131-19 |
High |
133-09 |
132-24 |
-0-17 |
-0.4% |
133-09 |
Low |
132-17 |
132-08 |
-0-09 |
-0.2% |
130-11 |
Close |
132-21 |
132-09 |
-0-12 |
-0.3% |
132-21 |
Range |
0-24 |
0-16 |
-0-08 |
-33.3% |
2-30 |
ATR |
0-22 |
0-22 |
0-00 |
-2.0% |
0-00 |
Volume |
233 |
186 |
-47 |
-20.2% |
315 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-30 |
133-19 |
132-18 |
|
R3 |
133-14 |
133-03 |
132-13 |
|
R2 |
132-30 |
132-30 |
132-12 |
|
R1 |
132-19 |
132-19 |
132-10 |
132-16 |
PP |
132-14 |
132-14 |
132-14 |
132-12 |
S1 |
132-03 |
132-03 |
132-08 |
132-00 |
S2 |
131-30 |
131-30 |
132-06 |
|
S3 |
131-14 |
131-19 |
132-05 |
|
S4 |
130-30 |
131-03 |
132-00 |
|
|
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 |
134-28 |
2.618 |
134-02 |
1.618 |
133-18 |
1.000 |
133-08 |
0.618 |
133-02 |
HIGH |
132-24 |
0.618 |
132-18 |
0.500 |
132-16 |
0.382 |
132-14 |
LOW |
132-08 |
0.618 |
131-30 |
1.000 |
131-24 |
1.618 |
131-14 |
2.618 |
130-30 |
4.250 |
130-04 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
132-16 |
132-16 |
PP |
132-14 |
132-13 |
S1 |
132-11 |
132-11 |
|