ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
140-14 |
141-08 |
0-26 |
0.6% |
137-29 |
High |
141-01 |
141-16 |
0-15 |
0.3% |
140-06 |
Low |
140-05 |
140-24 |
0-19 |
0.4% |
137-28 |
Close |
140-17 |
141-06 |
0-21 |
0.5% |
139-25 |
Range |
0-28 |
0-24 |
-0-04 |
-14.3% |
2-10 |
ATR |
0-25 |
0-25 |
0-00 |
1.8% |
0-00 |
Volume |
279 |
124 |
-155 |
-55.6% |
331 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-13 |
143-01 |
141-19 |
|
R3 |
142-21 |
142-09 |
141-13 |
|
R2 |
141-29 |
141-29 |
141-10 |
|
R1 |
141-17 |
141-17 |
141-08 |
141-11 |
PP |
141-05 |
141-05 |
141-05 |
141-02 |
S1 |
140-25 |
140-25 |
141-04 |
140-19 |
S2 |
140-13 |
140-13 |
141-02 |
|
S3 |
139-21 |
140-01 |
140-31 |
|
S4 |
138-29 |
139-09 |
140-25 |
|
|
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 |
144-22 |
2.618 |
143-15 |
1.618 |
142-23 |
1.000 |
142-08 |
0.618 |
141-31 |
HIGH |
141-16 |
0.618 |
141-07 |
0.500 |
141-04 |
0.382 |
141-01 |
LOW |
140-24 |
0.618 |
140-09 |
1.000 |
140-00 |
1.618 |
139-17 |
2.618 |
138-25 |
4.250 |
137-18 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
141-05 |
140-29 |
PP |
141-05 |
140-21 |
S1 |
141-04 |
140-12 |
|