ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
135-25 |
136-02 |
0-09 |
0.2% |
134-18 |
| High |
136-03 |
136-02 |
-0-01 |
0.0% |
135-11 |
| Low |
135-25 |
135-10 |
-0-15 |
-0.3% |
134-00 |
| Close |
136-03 |
135-17 |
-0-18 |
-0.4% |
135-09 |
| Range |
0-10 |
0-24 |
0-14 |
140.0% |
1-11 |
| ATR |
0-17 |
0-17 |
0-01 |
3.6% |
0-00 |
| Volume |
4 |
1 |
-3 |
-75.0% |
20 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-28 |
137-15 |
135-30 |
|
| R3 |
137-04 |
136-23 |
135-24 |
|
| R2 |
136-12 |
136-12 |
135-21 |
|
| R1 |
135-31 |
135-31 |
135-19 |
135-26 |
| PP |
135-20 |
135-20 |
135-20 |
135-18 |
| S1 |
135-07 |
135-07 |
135-15 |
135-02 |
| S2 |
134-28 |
134-28 |
135-13 |
|
| S3 |
134-04 |
134-15 |
135-10 |
|
| S4 |
133-12 |
133-23 |
135-04 |
|
|
| 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 |
139-08 |
|
2.618 |
138-01 |
|
1.618 |
137-09 |
|
1.000 |
136-26 |
|
0.618 |
136-17 |
|
HIGH |
136-02 |
|
0.618 |
135-25 |
|
0.500 |
135-22 |
|
0.382 |
135-19 |
|
LOW |
135-10 |
|
0.618 |
134-27 |
|
1.000 |
134-18 |
|
1.618 |
134-03 |
|
2.618 |
133-11 |
|
4.250 |
132-04 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
135-22 |
135-22 |
| PP |
135-20 |
135-21 |
| S1 |
135-19 |
135-19 |
|