ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
127-11 |
127-19 |
0-08 |
0.2% |
127-14 |
| High |
127-26 |
129-06 |
1-12 |
1.1% |
129-06 |
| Low |
127-11 |
127-19 |
0-08 |
0.2% |
126-27 |
| Close |
127-25 |
129-06 |
1-13 |
1.1% |
129-06 |
| Range |
0-15 |
1-19 |
1-04 |
240.0% |
2-11 |
| ATR |
0-18 |
0-21 |
0-02 |
12.8% |
0-00 |
| Volume |
221 |
55 |
-166 |
-75.1% |
354 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-14 |
132-29 |
130-02 |
|
| R3 |
131-27 |
131-10 |
129-20 |
|
| R2 |
130-08 |
130-08 |
129-15 |
|
| R1 |
129-23 |
129-23 |
129-11 |
130-00 |
| PP |
128-21 |
128-21 |
128-21 |
128-25 |
| S1 |
128-04 |
128-04 |
129-01 |
128-12 |
| S2 |
127-02 |
127-02 |
128-29 |
|
| S3 |
125-15 |
126-17 |
128-24 |
|
| S4 |
123-28 |
124-30 |
128-10 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-14 |
134-21 |
130-15 |
|
| R3 |
133-03 |
132-10 |
129-27 |
|
| R2 |
130-24 |
130-24 |
129-20 |
|
| R1 |
129-31 |
129-31 |
129-13 |
130-12 |
| PP |
128-13 |
128-13 |
128-13 |
128-19 |
| S1 |
127-20 |
127-20 |
128-31 |
128-00 |
| S2 |
126-02 |
126-02 |
128-24 |
|
| S3 |
123-23 |
125-09 |
128-17 |
|
| S4 |
121-12 |
122-30 |
127-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-31 |
|
2.618 |
133-12 |
|
1.618 |
131-25 |
|
1.000 |
130-25 |
|
0.618 |
130-06 |
|
HIGH |
129-06 |
|
0.618 |
128-19 |
|
0.500 |
128-12 |
|
0.382 |
128-06 |
|
LOW |
127-19 |
|
0.618 |
126-19 |
|
1.000 |
126-00 |
|
1.618 |
125-00 |
|
2.618 |
123-13 |
|
4.250 |
120-26 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
128-30 |
128-26 |
| PP |
128-21 |
128-13 |
| S1 |
128-12 |
128-00 |
|