ECBOT 30 Year Treasury Bond Future June 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
127-14 |
127-24 |
0-10 |
0.2% |
127-11 |
| High |
127-24 |
127-26 |
0-02 |
0.0% |
127-11 |
| Low |
127-13 |
127-14 |
0-01 |
0.0% |
126-24 |
| Close |
127-16 |
127-25 |
0-09 |
0.2% |
127-01 |
| Range |
0-11 |
0-12 |
0-01 |
9.1% |
0-19 |
| ATR |
0-18 |
0-17 |
0-00 |
-2.3% |
0-00 |
| Volume |
35 |
8 |
-27 |
-77.1% |
11 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-26 |
128-21 |
128-00 |
|
| R3 |
128-14 |
128-09 |
127-28 |
|
| R2 |
128-02 |
128-02 |
127-27 |
|
| R1 |
127-29 |
127-29 |
127-26 |
128-00 |
| PP |
127-22 |
127-22 |
127-22 |
127-23 |
| S1 |
127-17 |
127-17 |
127-24 |
127-20 |
| S2 |
127-10 |
127-10 |
127-23 |
|
| S3 |
126-30 |
127-05 |
127-22 |
|
| S4 |
126-18 |
126-25 |
127-18 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-26 |
128-17 |
127-11 |
|
| R3 |
128-07 |
127-30 |
127-06 |
|
| R2 |
127-20 |
127-20 |
127-04 |
|
| R1 |
127-11 |
127-11 |
127-03 |
127-06 |
| PP |
127-01 |
127-01 |
127-01 |
126-31 |
| S1 |
126-24 |
126-24 |
126-31 |
126-19 |
| S2 |
126-14 |
126-14 |
126-30 |
|
| S3 |
125-27 |
126-05 |
126-28 |
|
| S4 |
125-08 |
125-18 |
126-23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-13 |
|
2.618 |
128-25 |
|
1.618 |
128-13 |
|
1.000 |
128-06 |
|
0.618 |
128-01 |
|
HIGH |
127-26 |
|
0.618 |
127-21 |
|
0.500 |
127-20 |
|
0.382 |
127-19 |
|
LOW |
127-14 |
|
0.618 |
127-07 |
|
1.000 |
127-02 |
|
1.618 |
126-27 |
|
2.618 |
126-15 |
|
4.250 |
125-27 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-23 |
127-20 |
| PP |
127-22 |
127-14 |
| S1 |
127-20 |
127-09 |
|