ECBOT 30 Year Treasury Bond Future March 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Sep-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Sep-2013 | 
                    26-Sep-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        131-14 | 
                        131-23 | 
                        0-09 | 
                        0.2% | 
                        128-25 | 
                     
                    
                        | High | 
                        132-04 | 
                        131-23 | 
                        -0-13 | 
                        -0.3% | 
                        130-28 | 
                     
                    
                        | Low | 
                        131-14 | 
                        131-18 | 
                        0-04 | 
                        0.1% | 
                        128-25 | 
                     
                    
                        | Close | 
                        132-04 | 
                        131-22 | 
                        -0-14 | 
                        -0.3% | 
                        130-16 | 
                     
                    
                        | Range | 
                        0-22 | 
                        0-05 | 
                        -0-17 | 
                        -77.3% | 
                        2-03 | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                        3 | 
                        75 | 
                        72 | 
                        2,400.0% | 
                        150 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Sep-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                132-04 | 
                132-02 | 
                131-25 | 
                 | 
             
            
                | R3 | 
                131-31 | 
                131-29 | 
                131-23 | 
                 | 
             
            
                | R2 | 
                131-26 | 
                131-26 | 
                131-23 | 
                 | 
             
            
                | R1 | 
                131-24 | 
                131-24 | 
                131-22 | 
                131-22 | 
             
            
                | PP | 
                131-21 | 
                131-21 | 
                131-21 | 
                131-20 | 
             
            
                | S1 | 
                131-19 | 
                131-19 | 
                131-22 | 
                131-18 | 
             
            
                | S2 | 
                131-16 | 
                131-16 | 
                131-21 | 
                 | 
             
            
                | S3 | 
                131-11 | 
                131-14 | 
                131-21 | 
                 | 
             
            
                | S4 | 
                131-06 | 
                131-09 | 
                131-19 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            132-12 | 
         
        
            | 
2.618             | 
            132-04 | 
         
        
            | 
1.618             | 
            131-31 | 
         
        
            | 
1.000             | 
            131-28 | 
         
        
            | 
0.618             | 
            131-26 | 
         
        
            | 
HIGH             | 
            131-23 | 
         
        
            | 
0.618             | 
            131-21 | 
         
        
            | 
0.500             | 
            131-20 | 
         
        
            | 
0.382             | 
            131-20 | 
         
        
            | 
LOW             | 
            131-18 | 
         
        
            | 
0.618             | 
            131-15 | 
         
        
            | 
1.000             | 
            131-13 | 
         
        
            | 
1.618             | 
            131-10 | 
         
        
            | 
2.618             | 
            131-05 | 
         
        
            | 
4.250             | 
            130-29 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Sep-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131-22 | 
                                131-25 | 
                             
                            
                                | PP | 
                                131-21 | 
                                131-24 | 
                             
                            
                                | S1 | 
                                131-20 | 
                                131-23 | 
                             
             
         |