ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
134-00 |
134-03 |
0-03 |
0.1% |
133-05 |
| High |
134-17 |
134-03 |
-0-14 |
-0.3% |
134-17 |
| Low |
134-00 |
133-15 |
-0-17 |
-0.4% |
132-24 |
| Close |
134-06 |
133-30 |
-0-08 |
-0.2% |
134-06 |
| Range |
0-17 |
0-20 |
0-03 |
17.6% |
1-25 |
| ATR |
0-21 |
0-21 |
0-00 |
0.8% |
0-00 |
| Volume |
463 |
323 |
-140 |
-30.2% |
1,521 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-23 |
135-14 |
134-09 |
|
| R3 |
135-03 |
134-26 |
134-04 |
|
| R2 |
134-15 |
134-15 |
134-02 |
|
| R1 |
134-06 |
134-06 |
134-00 |
134-00 |
| PP |
133-27 |
133-27 |
133-27 |
133-24 |
| S1 |
133-18 |
133-18 |
133-28 |
133-12 |
| S2 |
133-07 |
133-07 |
133-26 |
|
| S3 |
132-19 |
132-30 |
133-24 |
|
| S4 |
131-31 |
132-10 |
133-19 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-05 |
138-15 |
135-05 |
|
| R3 |
137-12 |
136-22 |
134-22 |
|
| R2 |
135-19 |
135-19 |
134-16 |
|
| R1 |
134-29 |
134-29 |
134-11 |
135-08 |
| PP |
133-26 |
133-26 |
133-26 |
134-00 |
| S1 |
133-04 |
133-04 |
134-01 |
133-15 |
| S2 |
132-01 |
132-01 |
133-28 |
|
| S3 |
130-08 |
131-11 |
133-22 |
|
| S4 |
128-15 |
129-18 |
133-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-24 |
|
2.618 |
135-23 |
|
1.618 |
135-03 |
|
1.000 |
134-23 |
|
0.618 |
134-15 |
|
HIGH |
134-03 |
|
0.618 |
133-27 |
|
0.500 |
133-25 |
|
0.382 |
133-23 |
|
LOW |
133-15 |
|
0.618 |
133-03 |
|
1.000 |
132-27 |
|
1.618 |
132-15 |
|
2.618 |
131-27 |
|
4.250 |
130-26 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-28 |
133-28 |
| PP |
133-27 |
133-27 |
| S1 |
133-25 |
133-26 |
|