ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
139-14 |
139-17 |
0-03 |
0.1% |
137-29 |
High |
139-24 |
140-06 |
0-14 |
0.3% |
140-06 |
Low |
139-05 |
139-08 |
0-03 |
0.1% |
137-28 |
Close |
139-09 |
139-25 |
0-16 |
0.4% |
139-25 |
Range |
0-19 |
0-30 |
0-11 |
57.9% |
2-10 |
ATR |
0-23 |
0-24 |
0-00 |
2.1% |
0-00 |
Volume |
160 |
46 |
-114 |
-71.3% |
331 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-18 |
142-03 |
140-10 |
|
R3 |
141-20 |
141-05 |
140-01 |
|
R2 |
140-22 |
140-22 |
139-30 |
|
R1 |
140-07 |
140-07 |
139-28 |
140-14 |
PP |
139-24 |
139-24 |
139-24 |
139-27 |
S1 |
139-09 |
139-09 |
139-22 |
139-16 |
S2 |
138-26 |
138-26 |
139-20 |
|
S3 |
137-28 |
138-11 |
139-17 |
|
S4 |
136-30 |
137-13 |
139-08 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-07 |
145-10 |
141-02 |
|
R3 |
143-29 |
143-00 |
140-13 |
|
R2 |
141-19 |
141-19 |
140-07 |
|
R1 |
140-22 |
140-22 |
140-00 |
141-04 |
PP |
139-09 |
139-09 |
139-09 |
139-16 |
S1 |
138-12 |
138-12 |
139-18 |
138-26 |
S2 |
136-31 |
136-31 |
139-11 |
|
S3 |
134-21 |
136-02 |
139-05 |
|
S4 |
132-11 |
133-24 |
138-16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-06 |
2.618 |
142-21 |
1.618 |
141-23 |
1.000 |
141-04 |
0.618 |
140-25 |
HIGH |
140-06 |
0.618 |
139-27 |
0.500 |
139-23 |
0.382 |
139-19 |
LOW |
139-08 |
0.618 |
138-21 |
1.000 |
138-10 |
1.618 |
137-23 |
2.618 |
136-25 |
4.250 |
135-08 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
139-24 |
139-22 |
PP |
139-24 |
139-19 |
S1 |
139-23 |
139-16 |
|