ECBOT 30 Year Treasury Bond Future March 2015
Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
140-05 |
140-17 |
0-12 |
0.3% |
141-03 |
High |
140-22 |
140-20 |
-0-02 |
0.0% |
142-06 |
Low |
140-01 |
139-26 |
-0-07 |
-0.2% |
139-29 |
Close |
140-15 |
140-01 |
-0-14 |
-0.3% |
140-07 |
Range |
0-21 |
0-26 |
0-05 |
23.8% |
2-09 |
ATR |
1-04 |
1-03 |
-0-01 |
-1.9% |
0-00 |
Volume |
209 |
508 |
299 |
143.1% |
2,570 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-19 |
142-04 |
140-15 |
|
R3 |
141-25 |
141-10 |
140-08 |
|
R2 |
140-31 |
140-31 |
140-06 |
|
R1 |
140-16 |
140-16 |
140-03 |
140-10 |
PP |
140-05 |
140-05 |
140-05 |
140-02 |
S1 |
139-22 |
139-22 |
139-31 |
139-16 |
S2 |
139-11 |
139-11 |
139-28 |
|
S3 |
138-17 |
138-28 |
139-26 |
|
S4 |
137-23 |
138-02 |
139-19 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-20 |
146-06 |
141-15 |
|
R3 |
145-11 |
143-29 |
140-27 |
|
R2 |
143-02 |
143-02 |
140-20 |
|
R1 |
141-20 |
141-20 |
140-14 |
141-06 |
PP |
140-25 |
140-25 |
140-25 |
140-18 |
S1 |
139-11 |
139-11 |
140-00 |
138-30 |
S2 |
138-16 |
138-16 |
139-26 |
|
S3 |
136-07 |
137-02 |
139-19 |
|
S4 |
133-30 |
134-25 |
138-31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-02 |
2.618 |
142-24 |
1.618 |
141-30 |
1.000 |
141-14 |
0.618 |
141-04 |
HIGH |
140-20 |
0.618 |
140-10 |
0.500 |
140-07 |
0.382 |
140-04 |
LOW |
139-26 |
0.618 |
139-10 |
1.000 |
139-00 |
1.618 |
138-16 |
2.618 |
137-22 |
4.250 |
136-12 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
140-07 |
140-13 |
PP |
140-05 |
140-09 |
S1 |
140-03 |
140-05 |
|