ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
130-23 |
131-23 |
1-00 |
0.8% |
128-25 |
| High |
130-23 |
131-24 |
1-01 |
0.8% |
130-28 |
| Low |
130-23 |
131-20 |
0-29 |
0.7% |
128-25 |
| Close |
130-23 |
131-23 |
1-00 |
0.8% |
130-16 |
| Range |
0-00 |
0-04 |
0-04 |
|
2-03 |
| ATR |
|
|
|
|
|
| Volume |
51 |
51 |
0 |
0.0% |
150 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-02 |
132-01 |
131-25 |
|
| R3 |
131-30 |
131-29 |
131-24 |
|
| R2 |
131-26 |
131-26 |
131-24 |
|
| R1 |
131-25 |
131-25 |
131-23 |
131-25 |
| PP |
131-22 |
131-22 |
131-22 |
131-22 |
| S1 |
131-21 |
131-21 |
131-23 |
131-21 |
| S2 |
131-18 |
131-18 |
131-22 |
|
| S3 |
131-14 |
131-17 |
131-22 |
|
| S4 |
131-10 |
131-13 |
131-21 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-11 |
135-16 |
131-21 |
|
| R3 |
134-08 |
133-13 |
131-02 |
|
| R2 |
132-05 |
132-05 |
130-28 |
|
| R1 |
131-10 |
131-10 |
130-22 |
131-24 |
| PP |
130-02 |
130-02 |
130-02 |
130-08 |
| S1 |
129-07 |
129-07 |
130-10 |
129-20 |
| S2 |
127-31 |
127-31 |
130-04 |
|
| S3 |
125-28 |
127-04 |
129-30 |
|
| S4 |
123-25 |
125-01 |
129-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-09 |
|
2.618 |
132-02 |
|
1.618 |
131-30 |
|
1.000 |
131-28 |
|
0.618 |
131-26 |
|
HIGH |
131-24 |
|
0.618 |
131-22 |
|
0.500 |
131-22 |
|
0.382 |
131-22 |
|
LOW |
131-20 |
|
0.618 |
131-18 |
|
1.000 |
131-16 |
|
1.618 |
131-14 |
|
2.618 |
131-10 |
|
4.250 |
131-03 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-23 |
131-17 |
| PP |
131-22 |
131-10 |
| S1 |
131-22 |
131-04 |
|