ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
131-18 |
132-12 |
0-26 |
0.6% |
130-23 |
| High |
132-00 |
132-12 |
0-12 |
0.3% |
132-04 |
| Low |
131-18 |
131-29 |
0-11 |
0.3% |
130-23 |
| Close |
132-00 |
131-29 |
-0-03 |
-0.1% |
132-00 |
| Range |
0-14 |
0-15 |
0-01 |
7.1% |
1-13 |
| ATR |
0-17 |
0-17 |
0-00 |
-0.8% |
0-00 |
| Volume |
9 |
1 |
-8 |
-88.9% |
189 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-15 |
133-05 |
132-05 |
|
| R3 |
133-00 |
132-22 |
132-01 |
|
| R2 |
132-17 |
132-17 |
132-00 |
|
| R1 |
132-07 |
132-07 |
131-30 |
132-04 |
| PP |
132-02 |
132-02 |
132-02 |
132-01 |
| S1 |
131-24 |
131-24 |
131-28 |
131-22 |
| S2 |
131-19 |
131-19 |
131-26 |
|
| S3 |
131-04 |
131-09 |
131-25 |
|
| S4 |
130-21 |
130-26 |
131-21 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-27 |
135-10 |
132-25 |
|
| R3 |
134-14 |
133-29 |
132-12 |
|
| R2 |
133-01 |
133-01 |
132-08 |
|
| R1 |
132-16 |
132-16 |
132-04 |
132-24 |
| PP |
131-20 |
131-20 |
131-20 |
131-24 |
| S1 |
131-03 |
131-03 |
131-28 |
131-12 |
| S2 |
130-07 |
130-07 |
131-24 |
|
| S3 |
128-26 |
129-22 |
131-20 |
|
| S4 |
127-13 |
128-09 |
131-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-12 |
|
2.618 |
133-19 |
|
1.618 |
133-04 |
|
1.000 |
132-27 |
|
0.618 |
132-21 |
|
HIGH |
132-12 |
|
0.618 |
132-06 |
|
0.500 |
132-04 |
|
0.382 |
132-03 |
|
LOW |
131-29 |
|
0.618 |
131-20 |
|
1.000 |
131-14 |
|
1.618 |
131-05 |
|
2.618 |
130-22 |
|
4.250 |
129-29 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-04 |
131-31 |
| PP |
132-02 |
131-30 |
| S1 |
132-00 |
131-30 |
|