ECBOT 30 Year Treasury Bond Future September 2014
Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
133-00 |
133-31 |
0-31 |
0.7% |
132-15 |
High |
133-21 |
134-01 |
0-12 |
0.3% |
134-01 |
Low |
132-23 |
133-21 |
0-30 |
0.7% |
132-11 |
Close |
133-19 |
133-31 |
0-12 |
0.3% |
133-31 |
Range |
0-30 |
0-12 |
-0-18 |
-60.0% |
1-22 |
ATR |
0-20 |
0-19 |
0-00 |
-2.1% |
0-00 |
Volume |
16 |
56 |
40 |
250.0% |
191 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-00 |
134-28 |
134-06 |
|
R3 |
134-20 |
134-16 |
134-02 |
|
R2 |
134-08 |
134-08 |
134-01 |
|
R1 |
134-04 |
134-04 |
134-00 |
134-05 |
PP |
133-28 |
133-28 |
133-28 |
133-29 |
S1 |
133-24 |
133-24 |
133-30 |
133-25 |
S2 |
133-16 |
133-16 |
133-29 |
|
S3 |
133-04 |
133-12 |
133-28 |
|
S4 |
132-24 |
133-00 |
133-24 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-16 |
137-30 |
134-29 |
|
R3 |
136-26 |
136-08 |
134-14 |
|
R2 |
135-04 |
135-04 |
134-09 |
|
R1 |
134-18 |
134-18 |
134-04 |
134-27 |
PP |
133-14 |
133-14 |
133-14 |
133-19 |
S1 |
132-28 |
132-28 |
133-26 |
133-05 |
S2 |
131-24 |
131-24 |
133-21 |
|
S3 |
130-02 |
131-06 |
133-16 |
|
S4 |
128-12 |
129-16 |
133-01 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-20 |
2.618 |
135-00 |
1.618 |
134-20 |
1.000 |
134-13 |
0.618 |
134-08 |
HIGH |
134-01 |
0.618 |
133-28 |
0.500 |
133-27 |
0.382 |
133-26 |
LOW |
133-21 |
0.618 |
133-14 |
1.000 |
133-09 |
1.618 |
133-02 |
2.618 |
132-22 |
4.250 |
132-02 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
133-30 |
133-23 |
PP |
133-28 |
133-15 |
S1 |
133-27 |
133-06 |
|