ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
131-28 |
131-10 |
-0-18 |
-0.4% |
131-19 |
High |
132-09 |
131-30 |
-0-11 |
-0.3% |
131-29 |
Low |
131-10 |
130-27 |
-0-15 |
-0.4% |
130-16 |
Close |
131-14 |
131-06 |
-0-08 |
-0.2% |
131-12 |
Range |
0-31 |
1-03 |
0-04 |
12.9% |
1-13 |
ATR |
0-26 |
0-27 |
0-01 |
2.5% |
0-00 |
Volume |
2,138 |
5,977 |
3,839 |
179.6% |
8,170 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-19 |
134-00 |
131-25 |
|
R3 |
133-16 |
132-29 |
131-16 |
|
R2 |
132-13 |
132-13 |
131-12 |
|
R1 |
131-26 |
131-26 |
131-09 |
131-18 |
PP |
131-10 |
131-10 |
131-10 |
131-06 |
S1 |
130-23 |
130-23 |
131-03 |
130-15 |
S2 |
130-07 |
130-07 |
131-00 |
|
S3 |
129-04 |
129-20 |
130-28 |
|
S4 |
128-01 |
128-17 |
130-19 |
|
|
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 |
136-19 |
2.618 |
134-26 |
1.618 |
133-23 |
1.000 |
133-01 |
0.618 |
132-20 |
HIGH |
131-30 |
0.618 |
131-17 |
0.500 |
131-12 |
0.382 |
131-08 |
LOW |
130-27 |
0.618 |
130-05 |
1.000 |
129-24 |
1.618 |
129-02 |
2.618 |
127-31 |
4.250 |
126-06 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
131-12 |
131-18 |
PP |
131-10 |
131-14 |
S1 |
131-08 |
131-10 |
|