ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
133-22 |
133-27 |
0-05 |
0.1% |
131-19 |
High |
134-08 |
134-05 |
-0-03 |
-0.1% |
133-09 |
Low |
133-20 |
133-20 |
0-00 |
0.0% |
130-11 |
Close |
134-01 |
133-20 |
-0-13 |
-0.3% |
132-21 |
Range |
0-20 |
0-17 |
-0-03 |
-15.0% |
2-30 |
ATR |
0-23 |
0-23 |
0-00 |
-1.9% |
0-00 |
Volume |
242 |
435 |
193 |
79.8% |
315 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-13 |
135-01 |
133-29 |
|
R3 |
134-28 |
134-16 |
133-25 |
|
R2 |
134-11 |
134-11 |
133-23 |
|
R1 |
133-31 |
133-31 |
133-22 |
133-28 |
PP |
133-26 |
133-26 |
133-26 |
133-24 |
S1 |
133-14 |
133-14 |
133-18 |
133-12 |
S2 |
133-09 |
133-09 |
133-17 |
|
S3 |
132-24 |
132-29 |
133-15 |
|
S4 |
132-07 |
132-12 |
133-11 |
|
|
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 |
136-13 |
2.618 |
135-18 |
1.618 |
135-01 |
1.000 |
134-22 |
0.618 |
134-16 |
HIGH |
134-05 |
0.618 |
133-31 |
0.500 |
133-28 |
0.382 |
133-26 |
LOW |
133-20 |
0.618 |
133-09 |
1.000 |
133-03 |
1.618 |
132-24 |
2.618 |
132-07 |
4.250 |
131-12 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
133-28 |
133-17 |
PP |
133-26 |
133-14 |
S1 |
133-23 |
133-10 |
|