ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
132-04 |
132-25 |
0-21 |
0.5% |
131-17 |
| High |
132-04 |
133-03 |
0-31 |
0.7% |
131-23 |
| Low |
132-04 |
132-21 |
0-17 |
0.4% |
130-23 |
| Close |
132-04 |
132-21 |
0-17 |
0.4% |
131-13 |
| Range |
0-00 |
0-14 |
0-14 |
|
1-00 |
| ATR |
0-15 |
0-16 |
0-01 |
7.4% |
0-00 |
| Volume |
28 |
20 |
-8 |
-28.6% |
5 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-04 |
133-26 |
132-29 |
|
| R3 |
133-22 |
133-12 |
132-25 |
|
| R2 |
133-08 |
133-08 |
132-24 |
|
| R1 |
132-30 |
132-30 |
132-22 |
132-28 |
| PP |
132-26 |
132-26 |
132-26 |
132-24 |
| S1 |
132-16 |
132-16 |
132-20 |
132-14 |
| S2 |
132-12 |
132-12 |
132-18 |
|
| S3 |
131-30 |
132-02 |
132-17 |
|
| S4 |
131-16 |
131-20 |
132-13 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-09 |
133-27 |
131-31 |
|
| R3 |
133-09 |
132-27 |
131-22 |
|
| R2 |
132-09 |
132-09 |
131-19 |
|
| R1 |
131-27 |
131-27 |
131-16 |
131-18 |
| PP |
131-09 |
131-09 |
131-09 |
131-04 |
| S1 |
130-27 |
130-27 |
131-10 |
130-18 |
| S2 |
130-09 |
130-09 |
131-07 |
|
| S3 |
129-09 |
129-27 |
131-04 |
|
| S4 |
128-09 |
128-27 |
130-27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-30 |
|
2.618 |
134-08 |
|
1.618 |
133-26 |
|
1.000 |
133-17 |
|
0.618 |
133-12 |
|
HIGH |
133-03 |
|
0.618 |
132-30 |
|
0.500 |
132-28 |
|
0.382 |
132-26 |
|
LOW |
132-21 |
|
0.618 |
132-12 |
|
1.000 |
132-07 |
|
1.618 |
131-30 |
|
2.618 |
131-16 |
|
4.250 |
130-26 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-28 |
132-19 |
| PP |
132-26 |
132-17 |
| S1 |
132-23 |
132-15 |
|