ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
132-18 |
132-02 |
-0-16 |
-0.4% |
131-27 |
| High |
132-27 |
132-10 |
-0-17 |
-0.4% |
133-11 |
| Low |
132-18 |
131-23 |
-0-27 |
-0.6% |
131-27 |
| Close |
132-21 |
132-10 |
-0-11 |
-0.3% |
132-21 |
| Range |
0-09 |
0-19 |
0-10 |
111.1% |
1-16 |
| ATR |
0-18 |
0-19 |
0-01 |
5.0% |
0-00 |
| Volume |
4 |
2 |
-2 |
-50.0% |
57 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-29 |
133-22 |
132-20 |
|
| R3 |
133-10 |
133-03 |
132-15 |
|
| R2 |
132-23 |
132-23 |
132-13 |
|
| R1 |
132-16 |
132-16 |
132-12 |
132-20 |
| PP |
132-04 |
132-04 |
132-04 |
132-05 |
| S1 |
131-29 |
131-29 |
132-08 |
132-00 |
| S2 |
131-17 |
131-17 |
132-07 |
|
| S3 |
130-30 |
131-10 |
132-05 |
|
| S4 |
130-11 |
130-23 |
132-00 |
|
|
| 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 |
134-27 |
|
2.618 |
133-28 |
|
1.618 |
133-09 |
|
1.000 |
132-29 |
|
0.618 |
132-22 |
|
HIGH |
132-10 |
|
0.618 |
132-03 |
|
0.500 |
132-00 |
|
0.382 |
131-30 |
|
LOW |
131-23 |
|
0.618 |
131-11 |
|
1.000 |
131-04 |
|
1.618 |
130-24 |
|
2.618 |
130-05 |
|
4.250 |
129-06 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
132-07 |
132-17 |
| PP |
132-04 |
132-15 |
| S1 |
132-00 |
132-12 |
|