ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
132-13 |
133-22 |
1-09 |
1.0% |
131-19 |
High |
133-21 |
134-08 |
0-19 |
0.4% |
133-09 |
Low |
132-13 |
133-20 |
1-07 |
0.9% |
130-11 |
Close |
133-18 |
134-01 |
0-15 |
0.4% |
132-21 |
Range |
1-08 |
0-20 |
-0-20 |
-50.0% |
2-30 |
ATR |
0-23 |
0-23 |
0-00 |
-0.4% |
0-00 |
Volume |
407 |
242 |
-165 |
-40.5% |
315 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-27 |
135-18 |
134-12 |
|
R3 |
135-07 |
134-30 |
134-06 |
|
R2 |
134-19 |
134-19 |
134-05 |
|
R1 |
134-10 |
134-10 |
134-03 |
134-14 |
PP |
133-31 |
133-31 |
133-31 |
134-01 |
S1 |
133-22 |
133-22 |
133-31 |
133-26 |
S2 |
133-11 |
133-11 |
133-29 |
|
S3 |
132-23 |
133-02 |
133-28 |
|
S4 |
132-03 |
132-14 |
133-22 |
|
|
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 |
136-29 |
2.618 |
135-28 |
1.618 |
135-08 |
1.000 |
134-28 |
0.618 |
134-20 |
HIGH |
134-08 |
0.618 |
134-00 |
0.500 |
133-30 |
0.382 |
133-28 |
LOW |
133-20 |
0.618 |
133-08 |
1.000 |
133-00 |
1.618 |
132-20 |
2.618 |
132-00 |
4.250 |
130-31 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
134-00 |
133-25 |
PP |
133-31 |
133-16 |
S1 |
133-30 |
133-08 |
|