ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
127-02 |
126-28 |
-0-06 |
-0.1% |
129-00 |
High |
127-02 |
126-28 |
-0-06 |
-0.1% |
129-30 |
Low |
127-02 |
126-27 |
-0-07 |
-0.2% |
126-27 |
Close |
127-02 |
126-27 |
-0-07 |
-0.2% |
126-27 |
Range |
0-00 |
0-01 |
0-01 |
|
3-03 |
ATR |
0-19 |
0-19 |
-0-01 |
-4.6% |
0-00 |
Volume |
15 |
15 |
0 |
0.0% |
47 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-30 |
126-30 |
126-28 |
|
R3 |
126-29 |
126-29 |
126-27 |
|
R2 |
126-28 |
126-28 |
126-27 |
|
R1 |
126-28 |
126-28 |
126-27 |
126-28 |
PP |
126-27 |
126-27 |
126-27 |
126-27 |
S1 |
126-27 |
126-27 |
126-27 |
126-26 |
S2 |
126-26 |
126-26 |
126-27 |
|
S3 |
126-25 |
126-26 |
126-27 |
|
S4 |
126-24 |
126-25 |
126-26 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-05 |
135-03 |
128-17 |
|
R3 |
134-02 |
132-00 |
127-22 |
|
R2 |
130-31 |
130-31 |
127-13 |
|
R1 |
128-29 |
128-29 |
127-04 |
128-12 |
PP |
127-28 |
127-28 |
127-28 |
127-20 |
S1 |
125-26 |
125-26 |
126-18 |
125-10 |
S2 |
124-25 |
124-25 |
126-09 |
|
S3 |
121-22 |
122-23 |
126-00 |
|
S4 |
118-19 |
119-20 |
125-05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-00 |
2.618 |
126-31 |
1.618 |
126-30 |
1.000 |
126-29 |
0.618 |
126-29 |
HIGH |
126-28 |
0.618 |
126-28 |
0.500 |
126-28 |
0.382 |
126-27 |
LOW |
126-27 |
0.618 |
126-26 |
1.000 |
126-26 |
1.618 |
126-25 |
2.618 |
126-24 |
4.250 |
126-23 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
126-28 |
127-02 |
PP |
126-27 |
126-31 |
S1 |
126-27 |
126-29 |
|