ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
138-04 |
138-02 |
-0-02 |
0.0% |
137-19 |
High |
138-04 |
138-19 |
0-15 |
0.3% |
137-28 |
Low |
137-31 |
138-02 |
0-03 |
0.1% |
137-04 |
Close |
137-31 |
138-19 |
0-20 |
0.5% |
137-28 |
Range |
0-05 |
0-17 |
0-12 |
240.0% |
0-24 |
ATR |
0-13 |
0-13 |
0-01 |
4.0% |
0-00 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-00 |
139-27 |
138-28 |
|
R3 |
139-15 |
139-10 |
138-24 |
|
R2 |
138-30 |
138-30 |
138-22 |
|
R1 |
138-25 |
138-25 |
138-21 |
138-28 |
PP |
138-13 |
138-13 |
138-13 |
138-15 |
S1 |
138-08 |
138-08 |
138-17 |
138-10 |
S2 |
137-28 |
137-28 |
138-16 |
|
S3 |
137-11 |
137-23 |
138-14 |
|
S4 |
136-26 |
137-06 |
138-10 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-28 |
139-20 |
138-09 |
|
R3 |
139-04 |
138-28 |
138-03 |
|
R2 |
138-12 |
138-12 |
138-00 |
|
R1 |
138-04 |
138-04 |
137-30 |
138-08 |
PP |
137-20 |
137-20 |
137-20 |
137-22 |
S1 |
137-12 |
137-12 |
137-26 |
137-16 |
S2 |
136-28 |
136-28 |
137-24 |
|
S3 |
136-04 |
136-20 |
137-21 |
|
S4 |
135-12 |
135-28 |
137-15 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-27 |
2.618 |
140-00 |
1.618 |
139-15 |
1.000 |
139-04 |
0.618 |
138-30 |
HIGH |
138-19 |
0.618 |
138-13 |
0.500 |
138-10 |
0.382 |
138-08 |
LOW |
138-02 |
0.618 |
137-23 |
1.000 |
137-17 |
1.618 |
137-06 |
2.618 |
136-21 |
4.250 |
135-26 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
138-16 |
138-16 |
PP |
138-13 |
138-12 |
S1 |
138-10 |
138-09 |
|