ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
133-25 |
133-21 |
-0-04 |
-0.1% |
132-18 |
| High |
134-00 |
133-26 |
-0-06 |
-0.1% |
134-08 |
| Low |
133-20 |
133-17 |
-0-03 |
-0.1% |
132-08 |
| Close |
133-29 |
133-25 |
-0-04 |
-0.1% |
133-29 |
| Range |
0-12 |
0-09 |
-0-03 |
-25.0% |
2-00 |
| ATR |
0-22 |
0-21 |
-0-01 |
-3.3% |
0-00 |
| Volume |
364 |
79 |
-285 |
-78.3% |
1,634 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-18 |
134-14 |
133-30 |
|
| R3 |
134-09 |
134-05 |
133-27 |
|
| R2 |
134-00 |
134-00 |
133-27 |
|
| R1 |
133-28 |
133-28 |
133-26 |
133-30 |
| PP |
133-23 |
133-23 |
133-23 |
133-24 |
| S1 |
133-19 |
133-19 |
133-24 |
133-21 |
| S2 |
133-14 |
133-14 |
133-23 |
|
| S3 |
133-05 |
133-10 |
133-23 |
|
| S4 |
132-28 |
133-01 |
133-20 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-15 |
138-22 |
135-00 |
|
| R3 |
137-15 |
136-22 |
134-15 |
|
| R2 |
135-15 |
135-15 |
134-09 |
|
| R1 |
134-22 |
134-22 |
134-03 |
135-02 |
| PP |
133-15 |
133-15 |
133-15 |
133-21 |
| S1 |
132-22 |
132-22 |
133-23 |
133-02 |
| S2 |
131-15 |
131-15 |
133-17 |
|
| S3 |
129-15 |
130-22 |
133-11 |
|
| S4 |
127-15 |
128-22 |
132-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-00 |
|
2.618 |
134-18 |
|
1.618 |
134-09 |
|
1.000 |
134-03 |
|
0.618 |
134-00 |
|
HIGH |
133-26 |
|
0.618 |
133-23 |
|
0.500 |
133-22 |
|
0.382 |
133-20 |
|
LOW |
133-17 |
|
0.618 |
133-11 |
|
1.000 |
133-08 |
|
1.618 |
133-02 |
|
2.618 |
132-25 |
|
4.250 |
132-11 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-24 |
133-27 |
| PP |
133-23 |
133-26 |
| S1 |
133-22 |
133-26 |
|