ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
132-17 |
132-18 |
0-01 |
0.0% |
131-27 |
| High |
133-11 |
132-27 |
-0-16 |
-0.4% |
133-11 |
| Low |
132-17 |
132-18 |
0-01 |
0.0% |
131-27 |
| Close |
133-11 |
132-21 |
-0-22 |
-0.5% |
132-21 |
| Range |
0-26 |
0-09 |
-0-17 |
-65.4% |
1-16 |
| ATR |
0-17 |
0-18 |
0-01 |
3.3% |
0-00 |
| Volume |
4 |
4 |
0 |
0.0% |
57 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-17 |
133-12 |
132-26 |
|
| R3 |
133-08 |
133-03 |
132-23 |
|
| R2 |
132-31 |
132-31 |
132-23 |
|
| R1 |
132-26 |
132-26 |
132-22 |
132-28 |
| PP |
132-22 |
132-22 |
132-22 |
132-23 |
| S1 |
132-17 |
132-17 |
132-20 |
132-20 |
| S2 |
132-13 |
132-13 |
132-19 |
|
| S3 |
132-04 |
132-08 |
132-19 |
|
| S4 |
131-27 |
131-31 |
132-16 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-04 |
136-12 |
133-15 |
|
| R3 |
135-20 |
134-28 |
133-02 |
|
| R2 |
134-04 |
134-04 |
132-30 |
|
| R1 |
133-12 |
133-12 |
132-25 |
133-24 |
| PP |
132-20 |
132-20 |
132-20 |
132-26 |
| S1 |
131-28 |
131-28 |
132-17 |
132-08 |
| S2 |
131-04 |
131-04 |
132-12 |
|
| S3 |
129-20 |
130-12 |
132-08 |
|
| S4 |
128-04 |
128-28 |
131-27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-01 |
|
2.618 |
133-19 |
|
1.618 |
133-10 |
|
1.000 |
133-04 |
|
0.618 |
133-01 |
|
HIGH |
132-27 |
|
0.618 |
132-24 |
|
0.500 |
132-22 |
|
0.382 |
132-21 |
|
LOW |
132-18 |
|
0.618 |
132-12 |
|
1.000 |
132-09 |
|
1.618 |
132-03 |
|
2.618 |
131-26 |
|
4.250 |
131-12 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-22 |
132-30 |
| PP |
132-22 |
132-27 |
| S1 |
132-22 |
132-24 |
|