ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
132-18 |
132-13 |
-0-05 |
-0.1% |
131-19 |
| High |
132-24 |
133-21 |
0-29 |
0.7% |
133-09 |
| Low |
132-08 |
132-13 |
0-05 |
0.1% |
130-11 |
| Close |
132-09 |
133-18 |
1-09 |
1.0% |
132-21 |
| Range |
0-16 |
1-08 |
0-24 |
150.0% |
2-30 |
| ATR |
0-22 |
0-23 |
0-02 |
7.3% |
0-00 |
| Volume |
186 |
407 |
221 |
118.8% |
315 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-31 |
136-16 |
134-08 |
|
| R3 |
135-23 |
135-08 |
133-29 |
|
| R2 |
134-15 |
134-15 |
133-25 |
|
| R1 |
134-00 |
134-00 |
133-22 |
134-08 |
| PP |
133-07 |
133-07 |
133-07 |
133-10 |
| S1 |
132-24 |
132-24 |
133-14 |
133-00 |
| S2 |
131-31 |
131-31 |
133-11 |
|
| S3 |
130-23 |
131-16 |
133-07 |
|
| S4 |
129-15 |
130-08 |
132-28 |
|
|
| 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 |
138-31 |
|
2.618 |
136-30 |
|
1.618 |
135-22 |
|
1.000 |
134-29 |
|
0.618 |
134-14 |
|
HIGH |
133-21 |
|
0.618 |
133-06 |
|
0.500 |
133-01 |
|
0.382 |
132-28 |
|
LOW |
132-13 |
|
0.618 |
131-20 |
|
1.000 |
131-05 |
|
1.618 |
130-12 |
|
2.618 |
129-04 |
|
4.250 |
127-03 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-12 |
133-12 |
| PP |
133-07 |
133-05 |
| S1 |
133-01 |
132-30 |
|