ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
133-19 |
134-00 |
0-13 |
0.3% |
132-18 |
| High |
133-29 |
134-08 |
0-11 |
0.3% |
134-08 |
| Low |
133-13 |
133-10 |
-0-03 |
-0.1% |
132-08 |
| Close |
133-26 |
133-16 |
-0-10 |
-0.2% |
133-29 |
| Range |
0-16 |
0-30 |
0-14 |
87.5% |
2-00 |
| ATR |
0-21 |
0-22 |
0-01 |
3.1% |
0-00 |
| Volume |
46 |
943 |
897 |
1,950.0% |
1,634 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-16 |
135-30 |
134-00 |
|
| R3 |
135-18 |
135-00 |
133-24 |
|
| R2 |
134-20 |
134-20 |
133-22 |
|
| R1 |
134-02 |
134-02 |
133-19 |
133-28 |
| PP |
133-22 |
133-22 |
133-22 |
133-19 |
| S1 |
133-04 |
133-04 |
133-13 |
132-30 |
| S2 |
132-24 |
132-24 |
133-10 |
|
| S3 |
131-26 |
132-06 |
133-08 |
|
| S4 |
130-28 |
131-08 |
133-00 |
|
|
| 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 |
138-08 |
|
2.618 |
136-23 |
|
1.618 |
135-25 |
|
1.000 |
135-06 |
|
0.618 |
134-27 |
|
HIGH |
134-08 |
|
0.618 |
133-29 |
|
0.500 |
133-25 |
|
0.382 |
133-21 |
|
LOW |
133-10 |
|
0.618 |
132-23 |
|
1.000 |
132-12 |
|
1.618 |
131-25 |
|
2.618 |
130-27 |
|
4.250 |
129-10 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-25 |
133-25 |
| PP |
133-22 |
133-22 |
| S1 |
133-19 |
133-19 |
|