ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
129-21 |
130-26 |
1-05 |
0.9% |
130-00 |
| High |
131-03 |
131-19 |
0-16 |
0.4% |
131-19 |
| Low |
129-21 |
130-26 |
1-05 |
0.9% |
129-14 |
| Close |
130-25 |
131-10 |
0-17 |
0.4% |
131-10 |
| Range |
1-14 |
0-25 |
-0-21 |
-45.7% |
2-05 |
| ATR |
0-22 |
0-22 |
0-00 |
1.4% |
0-00 |
| Volume |
229 |
343 |
114 |
49.8% |
789 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-19 |
133-07 |
131-24 |
|
| R3 |
132-26 |
132-14 |
131-17 |
|
| R2 |
132-01 |
132-01 |
131-15 |
|
| R1 |
131-21 |
131-21 |
131-12 |
131-27 |
| PP |
131-08 |
131-08 |
131-08 |
131-10 |
| S1 |
130-28 |
130-28 |
131-08 |
131-02 |
| S2 |
130-15 |
130-15 |
131-05 |
|
| S3 |
129-22 |
130-03 |
131-03 |
|
| S4 |
128-29 |
129-10 |
130-28 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-08 |
136-14 |
132-16 |
|
| R3 |
135-03 |
134-09 |
131-29 |
|
| R2 |
132-30 |
132-30 |
131-23 |
|
| R1 |
132-04 |
132-04 |
131-16 |
132-17 |
| PP |
130-25 |
130-25 |
130-25 |
131-00 |
| S1 |
129-31 |
129-31 |
131-04 |
130-12 |
| S2 |
128-20 |
128-20 |
130-29 |
|
| S3 |
126-15 |
127-26 |
130-23 |
|
| S4 |
124-10 |
125-21 |
130-04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-29 |
|
2.618 |
133-20 |
|
1.618 |
132-27 |
|
1.000 |
132-12 |
|
0.618 |
132-02 |
|
HIGH |
131-19 |
|
0.618 |
131-09 |
|
0.500 |
131-06 |
|
0.382 |
131-04 |
|
LOW |
130-26 |
|
0.618 |
130-11 |
|
1.000 |
130-01 |
|
1.618 |
129-18 |
|
2.618 |
128-25 |
|
4.250 |
127-16 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
131-09 |
131-02 |
| PP |
131-08 |
130-26 |
| S1 |
131-06 |
130-18 |
|