ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
134-29 |
134-18 |
-0-11 |
-0.3% |
136-26 |
High |
134-29 |
134-26 |
-0-03 |
-0.1% |
136-26 |
Low |
134-10 |
134-18 |
0-08 |
0.2% |
134-10 |
Close |
134-17 |
134-26 |
0-09 |
0.2% |
134-17 |
Range |
0-19 |
0-08 |
-0-11 |
-57.9% |
2-16 |
ATR |
0-17 |
0-17 |
-0-01 |
-3.4% |
0-00 |
Volume |
5 |
7 |
2 |
40.0% |
9 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-15 |
135-13 |
134-30 |
|
R3 |
135-07 |
135-05 |
134-28 |
|
R2 |
134-31 |
134-31 |
134-27 |
|
R1 |
134-29 |
134-29 |
134-27 |
134-30 |
PP |
134-23 |
134-23 |
134-23 |
134-24 |
S1 |
134-21 |
134-21 |
134-25 |
134-22 |
S2 |
134-15 |
134-15 |
134-25 |
|
S3 |
134-07 |
134-13 |
134-24 |
|
S4 |
133-31 |
134-05 |
134-22 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-23 |
141-04 |
135-29 |
|
R3 |
140-07 |
138-20 |
135-07 |
|
R2 |
137-23 |
137-23 |
135-00 |
|
R1 |
136-04 |
136-04 |
134-24 |
135-22 |
PP |
135-07 |
135-07 |
135-07 |
135-00 |
S1 |
133-20 |
133-20 |
134-10 |
133-06 |
S2 |
132-23 |
132-23 |
134-02 |
|
S3 |
130-07 |
131-04 |
133-27 |
|
S4 |
127-23 |
128-20 |
133-05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-28 |
2.618 |
135-15 |
1.618 |
135-07 |
1.000 |
135-02 |
0.618 |
134-31 |
HIGH |
134-26 |
0.618 |
134-23 |
0.500 |
134-22 |
0.382 |
134-21 |
LOW |
134-18 |
0.618 |
134-13 |
1.000 |
134-10 |
1.618 |
134-05 |
2.618 |
133-29 |
4.250 |
133-16 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
134-25 |
135-06 |
PP |
134-23 |
135-02 |
S1 |
134-22 |
134-30 |
|