ECBOT 30 Year Treasury Bond Future June 2014
Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
126-28 |
127-11 |
0-15 |
0.4% |
129-00 |
High |
126-28 |
127-11 |
0-15 |
0.4% |
129-30 |
Low |
126-27 |
127-11 |
0-16 |
0.4% |
126-27 |
Close |
126-27 |
127-11 |
0-16 |
0.4% |
126-27 |
Range |
0-01 |
0-00 |
-0-01 |
-100.0% |
3-03 |
ATR |
0-19 |
0-18 |
0-00 |
-1.0% |
0-00 |
Volume |
15 |
2 |
-13 |
-86.7% |
47 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-11 |
127-11 |
127-11 |
|
R3 |
127-11 |
127-11 |
127-11 |
|
R2 |
127-11 |
127-11 |
127-11 |
|
R1 |
127-11 |
127-11 |
127-11 |
127-11 |
PP |
127-11 |
127-11 |
127-11 |
127-11 |
S1 |
127-11 |
127-11 |
127-11 |
127-11 |
S2 |
127-11 |
127-11 |
127-11 |
|
S3 |
127-11 |
127-11 |
127-11 |
|
S4 |
127-11 |
127-11 |
127-11 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-05 |
135-03 |
128-17 |
|
R3 |
134-02 |
132-00 |
127-22 |
|
R2 |
130-31 |
130-31 |
127-13 |
|
R1 |
128-29 |
128-29 |
127-04 |
128-12 |
PP |
127-28 |
127-28 |
127-28 |
127-20 |
S1 |
125-26 |
125-26 |
126-18 |
125-10 |
S2 |
124-25 |
124-25 |
126-09 |
|
S3 |
121-22 |
122-23 |
126-00 |
|
S4 |
118-19 |
119-20 |
125-05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-11 |
2.618 |
127-11 |
1.618 |
127-11 |
1.000 |
127-11 |
0.618 |
127-11 |
HIGH |
127-11 |
0.618 |
127-11 |
0.500 |
127-11 |
0.382 |
127-11 |
LOW |
127-11 |
0.618 |
127-11 |
1.000 |
127-11 |
1.618 |
127-11 |
2.618 |
127-11 |
4.250 |
127-11 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
127-11 |
127-08 |
PP |
127-11 |
127-06 |
S1 |
127-11 |
127-03 |
|