ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
137-00 |
138-13 |
1-13 |
1.0% |
135-11 |
High |
138-05 |
138-14 |
0-09 |
0.2% |
136-19 |
Low |
137-00 |
137-16 |
0-16 |
0.4% |
135-10 |
Close |
138-04 |
137-16 |
-0-20 |
-0.5% |
136-04 |
Range |
1-05 |
0-30 |
-0-07 |
-18.9% |
1-09 |
ATR |
0-22 |
0-23 |
0-01 |
2.5% |
0-00 |
Volume |
9 |
57 |
48 |
533.3% |
45 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-20 |
140-00 |
138-00 |
|
R3 |
139-22 |
139-02 |
137-24 |
|
R2 |
138-24 |
138-24 |
137-22 |
|
R1 |
138-04 |
138-04 |
137-19 |
137-31 |
PP |
137-26 |
137-26 |
137-26 |
137-24 |
S1 |
137-06 |
137-06 |
137-13 |
137-01 |
S2 |
136-28 |
136-28 |
137-10 |
|
S3 |
135-30 |
136-08 |
137-08 |
|
S4 |
135-00 |
135-10 |
137-00 |
|
|
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 |
142-14 |
2.618 |
140-29 |
1.618 |
139-31 |
1.000 |
139-12 |
0.618 |
139-01 |
HIGH |
138-14 |
0.618 |
138-03 |
0.500 |
137-31 |
0.382 |
137-27 |
LOW |
137-16 |
0.618 |
136-29 |
1.000 |
136-18 |
1.618 |
135-31 |
2.618 |
135-01 |
4.250 |
133-16 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
137-31 |
137-15 |
PP |
137-26 |
137-14 |
S1 |
137-21 |
137-13 |
|