ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
135-28 |
135-30 |
0-02 |
0.0% |
137-17 |
| High |
135-28 |
136-02 |
0-06 |
0.1% |
137-25 |
| Low |
135-28 |
135-30 |
0-02 |
0.0% |
136-25 |
| Close |
135-28 |
135-31 |
0-03 |
0.1% |
136-25 |
| Range |
0-00 |
0-04 |
0-04 |
|
1-00 |
| ATR |
0-15 |
0-14 |
-0-01 |
-4.3% |
0-00 |
| Volume |
1 |
1 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-12 |
136-09 |
136-01 |
|
| R3 |
136-08 |
136-05 |
136-00 |
|
| R2 |
136-04 |
136-04 |
136-00 |
|
| R1 |
136-01 |
136-01 |
135-31 |
136-02 |
| PP |
136-00 |
136-00 |
136-00 |
136-00 |
| S1 |
135-29 |
135-29 |
135-31 |
135-30 |
| S2 |
135-28 |
135-28 |
135-30 |
|
| S3 |
135-24 |
135-25 |
135-30 |
|
| S4 |
135-20 |
135-21 |
135-29 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-04 |
139-14 |
137-11 |
|
| R3 |
139-04 |
138-14 |
137-02 |
|
| R2 |
138-04 |
138-04 |
136-31 |
|
| R1 |
137-14 |
137-14 |
136-28 |
137-09 |
| PP |
137-04 |
137-04 |
137-04 |
137-01 |
| S1 |
136-14 |
136-14 |
136-22 |
136-09 |
| S2 |
136-04 |
136-04 |
136-19 |
|
| S3 |
135-04 |
135-14 |
136-16 |
|
| S4 |
134-04 |
134-14 |
136-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-19 |
|
2.618 |
136-12 |
|
1.618 |
136-08 |
|
1.000 |
136-06 |
|
0.618 |
136-04 |
|
HIGH |
136-02 |
|
0.618 |
136-00 |
|
0.500 |
136-00 |
|
0.382 |
136-00 |
|
LOW |
135-30 |
|
0.618 |
135-28 |
|
1.000 |
135-26 |
|
1.618 |
135-24 |
|
2.618 |
135-20 |
|
4.250 |
135-13 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
136-00 |
136-07 |
| PP |
136-00 |
136-04 |
| S1 |
135-31 |
136-02 |
|