ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
127-07 |
126-28 |
-0-11 |
-0.3% |
129-00 |
| High |
127-08 |
127-04 |
-0-04 |
-0.1% |
129-30 |
| Low |
126-24 |
126-28 |
0-04 |
0.1% |
126-27 |
| Close |
126-28 |
127-04 |
0-08 |
0.2% |
126-27 |
| Range |
0-16 |
0-08 |
-0-08 |
-50.0% |
3-03 |
| ATR |
0-18 |
0-18 |
-0-01 |
-4.0% |
0-00 |
| Volume |
2 |
3 |
1 |
50.0% |
47 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-25 |
127-23 |
127-08 |
|
| R3 |
127-17 |
127-15 |
127-06 |
|
| R2 |
127-09 |
127-09 |
127-05 |
|
| R1 |
127-07 |
127-07 |
127-05 |
127-08 |
| PP |
127-01 |
127-01 |
127-01 |
127-02 |
| S1 |
126-31 |
126-31 |
127-03 |
127-00 |
| S2 |
126-25 |
126-25 |
127-03 |
|
| S3 |
126-17 |
126-23 |
127-02 |
|
| S4 |
126-09 |
126-15 |
127-00 |
|
|
| 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 |
128-06 |
|
2.618 |
127-25 |
|
1.618 |
127-17 |
|
1.000 |
127-12 |
|
0.618 |
127-09 |
|
HIGH |
127-04 |
|
0.618 |
127-01 |
|
0.500 |
127-00 |
|
0.382 |
126-31 |
|
LOW |
126-28 |
|
0.618 |
126-23 |
|
1.000 |
126-20 |
|
1.618 |
126-15 |
|
2.618 |
126-07 |
|
4.250 |
125-26 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-03 |
127-03 |
| PP |
127-01 |
127-02 |
| S1 |
127-00 |
127-02 |
|