ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
138-13 |
137-00 |
-1-13 |
-1.0% |
136-09 |
High |
138-14 |
137-24 |
-0-22 |
-0.5% |
138-14 |
Low |
137-16 |
137-00 |
-0-16 |
-0.4% |
136-00 |
Close |
137-16 |
137-23 |
0-07 |
0.2% |
137-23 |
Range |
0-30 |
0-24 |
-0-06 |
-20.0% |
2-14 |
ATR |
0-23 |
0-23 |
0-00 |
0.4% |
0-00 |
Volume |
57 |
36 |
-21 |
-36.8% |
154 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-24 |
139-15 |
138-04 |
|
R3 |
139-00 |
138-23 |
137-30 |
|
R2 |
138-08 |
138-08 |
137-27 |
|
R1 |
137-31 |
137-31 |
137-25 |
138-04 |
PP |
137-16 |
137-16 |
137-16 |
137-18 |
S1 |
137-07 |
137-07 |
137-21 |
137-12 |
S2 |
136-24 |
136-24 |
137-19 |
|
S3 |
136-00 |
136-15 |
137-16 |
|
S4 |
135-08 |
135-23 |
137-10 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-22 |
143-21 |
139-02 |
|
R3 |
142-08 |
141-07 |
138-12 |
|
R2 |
139-26 |
139-26 |
138-05 |
|
R1 |
138-25 |
138-25 |
137-30 |
139-10 |
PP |
137-12 |
137-12 |
137-12 |
137-21 |
S1 |
136-11 |
136-11 |
137-16 |
136-28 |
S2 |
134-30 |
134-30 |
137-09 |
|
S3 |
132-16 |
133-29 |
137-02 |
|
S4 |
130-02 |
131-15 |
136-12 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-30 |
2.618 |
139-23 |
1.618 |
138-31 |
1.000 |
138-16 |
0.618 |
138-07 |
HIGH |
137-24 |
0.618 |
137-15 |
0.500 |
137-12 |
0.382 |
137-09 |
LOW |
137-00 |
0.618 |
136-17 |
1.000 |
136-08 |
1.618 |
135-25 |
2.618 |
135-01 |
4.250 |
133-26 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
137-19 |
137-23 |
PP |
137-16 |
137-23 |
S1 |
137-12 |
137-23 |
|