ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
130-24 |
131-26 |
1-02 |
0.8% |
130-00 |
High |
132-04 |
131-28 |
-0-08 |
-0.2% |
131-19 |
Low |
130-19 |
131-10 |
0-23 |
0.6% |
129-14 |
Close |
131-30 |
131-23 |
-0-07 |
-0.2% |
131-10 |
Range |
1-17 |
0-18 |
-0-31 |
-63.3% |
2-05 |
ATR |
0-24 |
0-23 |
0-00 |
-1.1% |
0-00 |
Volume |
913 |
4,882 |
3,969 |
434.7% |
789 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-10 |
133-03 |
132-01 |
|
R3 |
132-24 |
132-17 |
131-28 |
|
R2 |
132-06 |
132-06 |
131-26 |
|
R1 |
131-31 |
131-31 |
131-25 |
131-26 |
PP |
131-20 |
131-20 |
131-20 |
131-18 |
S1 |
131-13 |
131-13 |
131-21 |
131-08 |
S2 |
131-02 |
131-02 |
131-20 |
|
S3 |
130-16 |
130-27 |
131-18 |
|
S4 |
129-30 |
130-09 |
131-13 |
|
|
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 |
134-08 |
2.618 |
133-11 |
1.618 |
132-25 |
1.000 |
132-14 |
0.618 |
132-07 |
HIGH |
131-28 |
0.618 |
131-21 |
0.500 |
131-19 |
0.382 |
131-17 |
LOW |
131-10 |
0.618 |
130-31 |
1.000 |
130-24 |
1.618 |
130-13 |
2.618 |
129-27 |
4.250 |
128-30 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
131-22 |
131-19 |
PP |
131-20 |
131-15 |
S1 |
131-19 |
131-12 |
|