ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
137-17 |
137-01 |
-0-16 |
-0.4% |
138-05 |
| High |
137-17 |
137-25 |
0-08 |
0.2% |
139-05 |
| Low |
137-17 |
137-01 |
-0-16 |
-0.4% |
137-31 |
| Close |
137-17 |
137-25 |
0-08 |
0.2% |
138-30 |
| Range |
0-00 |
0-24 |
0-24 |
|
1-06 |
| ATR |
0-15 |
0-16 |
0-01 |
4.0% |
0-00 |
| Volume |
2 |
2 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-25 |
139-17 |
138-06 |
|
| R3 |
139-01 |
138-25 |
138-00 |
|
| R2 |
138-09 |
138-09 |
137-29 |
|
| R1 |
138-01 |
138-01 |
137-27 |
138-05 |
| PP |
137-17 |
137-17 |
137-17 |
137-19 |
| S1 |
137-09 |
137-09 |
137-23 |
137-13 |
| S2 |
136-25 |
136-25 |
137-21 |
|
| S3 |
136-01 |
136-17 |
137-18 |
|
| S4 |
135-09 |
135-25 |
137-12 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-08 |
141-25 |
139-19 |
|
| R3 |
141-02 |
140-19 |
139-08 |
|
| R2 |
139-28 |
139-28 |
139-05 |
|
| R1 |
139-13 |
139-13 |
139-01 |
139-20 |
| PP |
138-22 |
138-22 |
138-22 |
138-26 |
| S1 |
138-07 |
138-07 |
138-27 |
138-14 |
| S2 |
137-16 |
137-16 |
138-23 |
|
| S3 |
136-10 |
137-01 |
138-20 |
|
| S4 |
135-04 |
135-27 |
138-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-31 |
|
2.618 |
139-24 |
|
1.618 |
139-00 |
|
1.000 |
138-17 |
|
0.618 |
138-08 |
|
HIGH |
137-25 |
|
0.618 |
137-16 |
|
0.500 |
137-13 |
|
0.382 |
137-10 |
|
LOW |
137-01 |
|
0.618 |
136-18 |
|
1.000 |
136-09 |
|
1.618 |
135-26 |
|
2.618 |
135-02 |
|
4.250 |
133-27 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
137-21 |
138-00 |
| PP |
137-17 |
137-29 |
| S1 |
137-13 |
137-27 |
|