ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
131-10 |
131-08 |
-0-02 |
0.0% |
131-15 |
High |
131-30 |
131-21 |
-0-09 |
-0.2% |
132-09 |
Low |
130-27 |
130-28 |
0-01 |
0.0% |
130-27 |
Close |
131-06 |
131-19 |
0-13 |
0.3% |
131-19 |
Range |
1-03 |
0-25 |
-0-10 |
-28.6% |
1-14 |
ATR |
0-27 |
0-26 |
0-00 |
-0.4% |
0-00 |
Volume |
5,977 |
6,973 |
996 |
16.7% |
16,368 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-23 |
133-14 |
132-01 |
|
R3 |
132-30 |
132-21 |
131-26 |
|
R2 |
132-05 |
132-05 |
131-24 |
|
R1 |
131-28 |
131-28 |
131-21 |
132-00 |
PP |
131-12 |
131-12 |
131-12 |
131-14 |
S1 |
131-03 |
131-03 |
131-17 |
131-08 |
S2 |
130-19 |
130-19 |
131-14 |
|
S3 |
129-26 |
130-10 |
131-12 |
|
S4 |
129-01 |
129-17 |
131-05 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-28 |
135-06 |
132-12 |
|
R3 |
134-14 |
133-24 |
132-00 |
|
R2 |
133-00 |
133-00 |
131-27 |
|
R1 |
132-10 |
132-10 |
131-23 |
132-21 |
PP |
131-18 |
131-18 |
131-18 |
131-24 |
S1 |
130-28 |
130-28 |
131-15 |
131-07 |
S2 |
130-04 |
130-04 |
131-11 |
|
S3 |
128-22 |
129-14 |
131-06 |
|
S4 |
127-08 |
128-00 |
130-26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-31 |
2.618 |
133-22 |
1.618 |
132-29 |
1.000 |
132-14 |
0.618 |
132-04 |
HIGH |
131-21 |
0.618 |
131-11 |
0.500 |
131-08 |
0.382 |
131-06 |
LOW |
130-28 |
0.618 |
130-13 |
1.000 |
130-03 |
1.618 |
129-20 |
2.618 |
128-27 |
4.250 |
127-18 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
131-16 |
131-19 |
PP |
131-12 |
131-18 |
S1 |
131-08 |
131-18 |
|