ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
136-28 |
137-00 |
0-04 |
0.1% |
135-11 |
| High |
136-30 |
138-05 |
1-07 |
0.9% |
136-19 |
| Low |
136-12 |
137-00 |
0-20 |
0.5% |
135-10 |
| Close |
136-12 |
138-04 |
1-24 |
1.3% |
136-04 |
| Range |
0-18 |
1-05 |
0-19 |
105.6% |
1-09 |
| ATR |
0-19 |
0-22 |
0-03 |
13.8% |
0-00 |
| Volume |
18 |
9 |
-9 |
-50.0% |
45 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-07 |
140-27 |
138-24 |
|
| R3 |
140-02 |
139-22 |
138-14 |
|
| R2 |
138-29 |
138-29 |
138-11 |
|
| R1 |
138-17 |
138-17 |
138-07 |
138-23 |
| PP |
137-24 |
137-24 |
137-24 |
137-28 |
| S1 |
137-12 |
137-12 |
138-01 |
137-18 |
| S2 |
136-19 |
136-19 |
137-29 |
|
| S3 |
135-14 |
136-07 |
137-26 |
|
| S4 |
134-09 |
135-02 |
137-16 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-27 |
139-09 |
136-27 |
|
| R3 |
138-18 |
138-00 |
136-15 |
|
| R2 |
137-09 |
137-09 |
136-12 |
|
| R1 |
136-23 |
136-23 |
136-08 |
137-00 |
| PP |
136-00 |
136-00 |
136-00 |
136-05 |
| S1 |
135-14 |
135-14 |
136-00 |
135-23 |
| S2 |
134-23 |
134-23 |
135-28 |
|
| S3 |
133-14 |
134-05 |
135-25 |
|
| S4 |
132-05 |
132-28 |
135-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-02 |
|
2.618 |
141-06 |
|
1.618 |
140-01 |
|
1.000 |
139-10 |
|
0.618 |
138-28 |
|
HIGH |
138-05 |
|
0.618 |
137-23 |
|
0.500 |
137-18 |
|
0.382 |
137-14 |
|
LOW |
137-00 |
|
0.618 |
136-09 |
|
1.000 |
135-27 |
|
1.618 |
135-04 |
|
2.618 |
133-31 |
|
4.250 |
132-03 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-30 |
137-25 |
| PP |
137-24 |
137-14 |
| S1 |
137-18 |
137-02 |
|