ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
135-11 |
135-25 |
0-14 |
0.3% |
134-18 |
| High |
135-15 |
136-03 |
0-20 |
0.5% |
135-11 |
| Low |
135-11 |
135-25 |
0-14 |
0.3% |
134-00 |
| Close |
135-14 |
136-03 |
0-21 |
0.5% |
135-09 |
| Range |
0-04 |
0-10 |
0-06 |
150.0% |
1-11 |
| ATR |
0-16 |
0-17 |
0-00 |
2.1% |
0-00 |
| Volume |
10 |
4 |
-6 |
-60.0% |
20 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-30 |
136-26 |
136-08 |
|
| R3 |
136-20 |
136-16 |
136-06 |
|
| R2 |
136-10 |
136-10 |
136-05 |
|
| R1 |
136-06 |
136-06 |
136-04 |
136-08 |
| PP |
136-00 |
136-00 |
136-00 |
136-00 |
| S1 |
135-28 |
135-28 |
136-02 |
135-30 |
| S2 |
135-22 |
135-22 |
136-01 |
|
| S3 |
135-12 |
135-18 |
136-00 |
|
| S4 |
135-02 |
135-08 |
135-30 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-29 |
138-14 |
136-01 |
|
| R3 |
137-18 |
137-03 |
135-21 |
|
| R2 |
136-07 |
136-07 |
135-17 |
|
| R1 |
135-24 |
135-24 |
135-13 |
136-00 |
| PP |
134-28 |
134-28 |
134-28 |
135-00 |
| S1 |
134-13 |
134-13 |
135-05 |
134-20 |
| S2 |
133-17 |
133-17 |
135-01 |
|
| S3 |
132-06 |
133-02 |
134-29 |
|
| S4 |
130-27 |
131-23 |
134-17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-14 |
|
2.618 |
136-29 |
|
1.618 |
136-19 |
|
1.000 |
136-13 |
|
0.618 |
136-09 |
|
HIGH |
136-03 |
|
0.618 |
135-31 |
|
0.500 |
135-30 |
|
0.382 |
135-29 |
|
LOW |
135-25 |
|
0.618 |
135-19 |
|
1.000 |
135-15 |
|
1.618 |
135-09 |
|
2.618 |
134-31 |
|
4.250 |
134-14 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-01 |
135-24 |
| PP |
136-00 |
135-13 |
| S1 |
135-30 |
135-02 |
|