ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
139-04 |
139-14 |
0-10 |
0.2% |
136-09 |
High |
139-14 |
139-24 |
0-10 |
0.2% |
138-14 |
Low |
138-25 |
139-05 |
0-12 |
0.3% |
136-00 |
Close |
139-04 |
139-09 |
0-05 |
0.1% |
137-23 |
Range |
0-21 |
0-19 |
-0-02 |
-9.5% |
2-14 |
ATR |
0-23 |
0-23 |
0-00 |
-1.1% |
0-00 |
Volume |
99 |
160 |
61 |
61.6% |
154 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-06 |
140-26 |
139-19 |
|
R3 |
140-19 |
140-07 |
139-14 |
|
R2 |
140-00 |
140-00 |
139-12 |
|
R1 |
139-20 |
139-20 |
139-11 |
139-16 |
PP |
139-13 |
139-13 |
139-13 |
139-11 |
S1 |
139-01 |
139-01 |
139-07 |
138-30 |
S2 |
138-26 |
138-26 |
139-06 |
|
S3 |
138-07 |
138-14 |
139-04 |
|
S4 |
137-20 |
137-27 |
138-31 |
|
|
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 |
142-09 |
2.618 |
141-10 |
1.618 |
140-23 |
1.000 |
140-11 |
0.618 |
140-04 |
HIGH |
139-24 |
0.618 |
139-17 |
0.500 |
139-14 |
0.382 |
139-12 |
LOW |
139-05 |
0.618 |
138-25 |
1.000 |
138-18 |
1.618 |
138-06 |
2.618 |
137-19 |
4.250 |
136-20 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
139-14 |
139-04 |
PP |
139-13 |
138-31 |
S1 |
139-11 |
138-26 |
|