ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
131-21 |
131-01 |
-0-20 |
-0.5% |
130-00 |
| High |
131-21 |
131-03 |
-0-18 |
-0.4% |
131-19 |
| Low |
130-25 |
130-24 |
-0-01 |
0.0% |
129-14 |
| Close |
130-26 |
131-03 |
0-09 |
0.2% |
131-10 |
| Range |
0-28 |
0-11 |
-0-17 |
-60.7% |
2-05 |
| ATR |
0-22 |
0-22 |
-0-01 |
-3.6% |
0-00 |
| Volume |
205 |
338 |
133 |
64.9% |
789 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-00 |
131-29 |
131-09 |
|
| R3 |
131-21 |
131-18 |
131-06 |
|
| R2 |
131-10 |
131-10 |
131-05 |
|
| R1 |
131-07 |
131-07 |
131-04 |
131-08 |
| PP |
130-31 |
130-31 |
130-31 |
131-00 |
| S1 |
130-28 |
130-28 |
131-02 |
130-30 |
| S2 |
130-20 |
130-20 |
131-01 |
|
| S3 |
130-09 |
130-17 |
131-00 |
|
| S4 |
129-30 |
130-06 |
130-29 |
|
|
| 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 |
132-18 |
|
2.618 |
132-00 |
|
1.618 |
131-21 |
|
1.000 |
131-14 |
|
0.618 |
131-10 |
|
HIGH |
131-03 |
|
0.618 |
130-31 |
|
0.500 |
130-30 |
|
0.382 |
130-28 |
|
LOW |
130-24 |
|
0.618 |
130-17 |
|
1.000 |
130-13 |
|
1.618 |
130-06 |
|
2.618 |
129-27 |
|
4.250 |
129-09 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
131-01 |
131-06 |
| PP |
130-31 |
131-05 |
| S1 |
130-30 |
131-04 |
|