ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
131-15 |
131-28 |
0-13 |
0.3% |
131-19 |
High |
132-02 |
132-09 |
0-07 |
0.2% |
131-29 |
Low |
131-07 |
131-10 |
0-03 |
0.1% |
130-16 |
Close |
131-25 |
131-14 |
-0-11 |
-0.3% |
131-12 |
Range |
0-27 |
0-31 |
0-04 |
14.8% |
1-13 |
ATR |
0-26 |
0-26 |
0-00 |
1.5% |
0-00 |
Volume |
1,280 |
2,138 |
858 |
67.0% |
8,170 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-19 |
133-31 |
131-31 |
|
R3 |
133-20 |
133-00 |
131-23 |
|
R2 |
132-21 |
132-21 |
131-20 |
|
R1 |
132-01 |
132-01 |
131-17 |
131-28 |
PP |
131-22 |
131-22 |
131-22 |
131-19 |
S1 |
131-02 |
131-02 |
131-11 |
130-28 |
S2 |
130-23 |
130-23 |
131-08 |
|
S3 |
129-24 |
130-03 |
131-05 |
|
S4 |
128-25 |
129-04 |
130-29 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-15 |
134-27 |
132-05 |
|
R3 |
134-02 |
133-14 |
131-24 |
|
R2 |
132-21 |
132-21 |
131-20 |
|
R1 |
132-01 |
132-01 |
131-16 |
131-20 |
PP |
131-08 |
131-08 |
131-08 |
131-02 |
S1 |
130-20 |
130-20 |
131-08 |
130-08 |
S2 |
129-27 |
129-27 |
131-04 |
|
S3 |
128-14 |
129-07 |
131-00 |
|
S4 |
127-01 |
127-26 |
130-19 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-13 |
2.618 |
134-26 |
1.618 |
133-27 |
1.000 |
133-08 |
0.618 |
132-28 |
HIGH |
132-09 |
0.618 |
131-29 |
0.500 |
131-26 |
0.382 |
131-22 |
LOW |
131-10 |
0.618 |
130-23 |
1.000 |
130-11 |
1.618 |
129-24 |
2.618 |
128-25 |
4.250 |
127-06 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
131-26 |
131-24 |
PP |
131-22 |
131-20 |
S1 |
131-18 |
131-17 |
|