ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
133-27 |
133-25 |
-0-02 |
0.0% |
132-18 |
High |
134-05 |
134-00 |
-0-05 |
-0.1% |
134-08 |
Low |
133-20 |
133-20 |
0-00 |
0.0% |
132-08 |
Close |
133-20 |
133-29 |
0-09 |
0.2% |
133-29 |
Range |
0-17 |
0-12 |
-0-05 |
-29.4% |
2-00 |
ATR |
0-23 |
0-22 |
-0-01 |
-3.4% |
0-00 |
Volume |
435 |
364 |
-71 |
-16.3% |
1,634 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-31 |
134-26 |
134-04 |
|
R3 |
134-19 |
134-14 |
134-00 |
|
R2 |
134-07 |
134-07 |
133-31 |
|
R1 |
134-02 |
134-02 |
133-30 |
134-04 |
PP |
133-27 |
133-27 |
133-27 |
133-28 |
S1 |
133-22 |
133-22 |
133-28 |
133-24 |
S2 |
133-15 |
133-15 |
133-27 |
|
S3 |
133-03 |
133-10 |
133-26 |
|
S4 |
132-23 |
132-30 |
133-22 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-15 |
138-22 |
135-00 |
|
R3 |
137-15 |
136-22 |
134-15 |
|
R2 |
135-15 |
135-15 |
134-09 |
|
R1 |
134-22 |
134-22 |
134-03 |
135-02 |
PP |
133-15 |
133-15 |
133-15 |
133-21 |
S1 |
132-22 |
132-22 |
133-23 |
133-02 |
S2 |
131-15 |
131-15 |
133-17 |
|
S3 |
129-15 |
130-22 |
133-11 |
|
S4 |
127-15 |
128-22 |
132-26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-19 |
2.618 |
134-31 |
1.618 |
134-19 |
1.000 |
134-12 |
0.618 |
134-07 |
HIGH |
134-00 |
0.618 |
133-27 |
0.500 |
133-26 |
0.382 |
133-25 |
LOW |
133-20 |
0.618 |
133-13 |
1.000 |
133-08 |
1.618 |
133-01 |
2.618 |
132-21 |
4.250 |
132-01 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
133-28 |
133-30 |
PP |
133-27 |
133-30 |
S1 |
133-26 |
133-29 |
|