ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
128-23 |
129-00 |
0-09 |
0.2% |
128-20 |
High |
128-23 |
129-30 |
1-07 |
0.9% |
128-31 |
Low |
128-23 |
128-02 |
-0-21 |
-0.5% |
127-26 |
Close |
128-23 |
128-02 |
-0-21 |
-0.5% |
128-23 |
Range |
0-00 |
1-28 |
1-28 |
|
1-05 |
ATR |
0-17 |
0-20 |
0-03 |
18.1% |
0-00 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-10 |
133-02 |
129-03 |
|
R3 |
132-14 |
131-06 |
128-18 |
|
R2 |
130-18 |
130-18 |
128-13 |
|
R1 |
129-10 |
129-10 |
128-08 |
129-00 |
PP |
128-22 |
128-22 |
128-22 |
128-17 |
S1 |
127-14 |
127-14 |
127-28 |
127-04 |
S2 |
126-26 |
126-26 |
127-23 |
|
S3 |
124-30 |
125-18 |
127-18 |
|
S4 |
123-02 |
123-22 |
127-01 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-31 |
131-16 |
129-11 |
|
R3 |
130-26 |
130-11 |
129-01 |
|
R2 |
129-21 |
129-21 |
128-30 |
|
R1 |
129-06 |
129-06 |
128-26 |
129-14 |
PP |
128-16 |
128-16 |
128-16 |
128-20 |
S1 |
128-01 |
128-01 |
128-20 |
128-08 |
S2 |
127-11 |
127-11 |
128-16 |
|
S3 |
126-06 |
126-28 |
128-13 |
|
S4 |
125-01 |
125-23 |
128-03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-29 |
2.618 |
134-27 |
1.618 |
132-31 |
1.000 |
131-26 |
0.618 |
131-03 |
HIGH |
129-30 |
0.618 |
129-07 |
0.500 |
129-00 |
0.382 |
128-25 |
LOW |
128-02 |
0.618 |
126-29 |
1.000 |
126-06 |
1.618 |
125-01 |
2.618 |
123-05 |
4.250 |
120-03 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
129-00 |
128-28 |
PP |
128-22 |
128-19 |
S1 |
128-12 |
128-11 |
|