ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
130-26 |
131-21 |
0-27 |
0.6% |
130-00 |
| High |
131-19 |
131-21 |
0-02 |
0.0% |
131-19 |
| Low |
130-26 |
130-25 |
-0-01 |
0.0% |
129-14 |
| Close |
131-10 |
130-26 |
-0-16 |
-0.4% |
131-10 |
| Range |
0-25 |
0-28 |
0-03 |
12.0% |
2-05 |
| ATR |
0-22 |
0-22 |
0-00 |
1.9% |
0-00 |
| Volume |
343 |
205 |
-138 |
-40.2% |
789 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-23 |
133-04 |
131-09 |
|
| R3 |
132-27 |
132-08 |
131-02 |
|
| R2 |
131-31 |
131-31 |
130-31 |
|
| R1 |
131-12 |
131-12 |
130-29 |
131-08 |
| PP |
131-03 |
131-03 |
131-03 |
131-00 |
| S1 |
130-16 |
130-16 |
130-23 |
130-12 |
| S2 |
130-07 |
130-07 |
130-21 |
|
| S3 |
129-11 |
129-20 |
130-18 |
|
| S4 |
128-15 |
128-24 |
130-11 |
|
|
| 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 |
135-12 |
|
2.618 |
133-30 |
|
1.618 |
133-02 |
|
1.000 |
132-17 |
|
0.618 |
132-06 |
|
HIGH |
131-21 |
|
0.618 |
131-10 |
|
0.500 |
131-07 |
|
0.382 |
131-04 |
|
LOW |
130-25 |
|
0.618 |
130-08 |
|
1.000 |
129-29 |
|
1.618 |
129-12 |
|
2.618 |
128-16 |
|
4.250 |
127-02 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
131-07 |
130-24 |
| PP |
131-03 |
130-23 |
| S1 |
130-30 |
130-21 |
|