ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
132-25 |
132-17 |
-0-08 |
-0.2% |
131-17 |
| High |
133-03 |
133-11 |
0-08 |
0.2% |
131-23 |
| Low |
132-21 |
132-17 |
-0-04 |
-0.1% |
130-23 |
| Close |
132-21 |
133-11 |
0-22 |
0.5% |
131-13 |
| Range |
0-14 |
0-26 |
0-12 |
85.7% |
1-00 |
| ATR |
0-16 |
0-17 |
0-01 |
4.2% |
0-00 |
| Volume |
20 |
4 |
-16 |
-80.0% |
5 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-16 |
135-08 |
133-25 |
|
| R3 |
134-22 |
134-14 |
133-18 |
|
| R2 |
133-28 |
133-28 |
133-16 |
|
| R1 |
133-20 |
133-20 |
133-13 |
133-24 |
| PP |
133-02 |
133-02 |
133-02 |
133-04 |
| S1 |
132-26 |
132-26 |
133-09 |
132-30 |
| S2 |
132-08 |
132-08 |
133-06 |
|
| S3 |
131-14 |
132-00 |
133-04 |
|
| S4 |
130-20 |
131-06 |
132-29 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-09 |
133-27 |
131-31 |
|
| R3 |
133-09 |
132-27 |
131-22 |
|
| R2 |
132-09 |
132-09 |
131-19 |
|
| R1 |
131-27 |
131-27 |
131-16 |
131-18 |
| PP |
131-09 |
131-09 |
131-09 |
131-04 |
| S1 |
130-27 |
130-27 |
131-10 |
130-18 |
| S2 |
130-09 |
130-09 |
131-07 |
|
| S3 |
129-09 |
129-27 |
131-04 |
|
| S4 |
128-09 |
128-27 |
130-27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-26 |
|
2.618 |
135-15 |
|
1.618 |
134-21 |
|
1.000 |
134-05 |
|
0.618 |
133-27 |
|
HIGH |
133-11 |
|
0.618 |
133-01 |
|
0.500 |
132-30 |
|
0.382 |
132-27 |
|
LOW |
132-17 |
|
0.618 |
132-01 |
|
1.000 |
131-23 |
|
1.618 |
131-07 |
|
2.618 |
130-13 |
|
4.250 |
129-02 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
133-07 |
133-04 |
| PP |
133-02 |
132-30 |
| S1 |
132-30 |
132-24 |
|