ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
144-29 |
144-10 |
-0-19 |
-0.4% |
145-31 |
| High |
144-29 |
144-10 |
-0-19 |
-0.4% |
147-06 |
| Low |
144-04 |
143-00 |
-1-04 |
-0.8% |
145-31 |
| Close |
144-09 |
143-08 |
-1-01 |
-0.7% |
146-30 |
| Range |
0-25 |
1-10 |
0-17 |
68.0% |
1-07 |
| ATR |
0-25 |
0-27 |
0-01 |
4.7% |
0-00 |
| Volume |
9 |
19 |
10 |
111.1% |
48 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-15 |
146-21 |
143-31 |
|
| R3 |
146-05 |
145-11 |
143-20 |
|
| R2 |
144-27 |
144-27 |
143-16 |
|
| R1 |
144-01 |
144-01 |
143-12 |
143-25 |
| PP |
143-17 |
143-17 |
143-17 |
143-12 |
| S1 |
142-23 |
142-23 |
143-04 |
142-15 |
| S2 |
142-07 |
142-07 |
143-00 |
|
| S3 |
140-29 |
141-13 |
142-28 |
|
| S4 |
139-19 |
140-03 |
142-17 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-11 |
149-28 |
147-19 |
|
| R3 |
149-04 |
148-21 |
147-09 |
|
| R2 |
147-29 |
147-29 |
147-05 |
|
| R1 |
147-14 |
147-14 |
147-02 |
147-22 |
| PP |
146-22 |
146-22 |
146-22 |
146-26 |
| S1 |
146-07 |
146-07 |
146-26 |
146-14 |
| S2 |
145-15 |
145-15 |
146-23 |
|
| S3 |
144-08 |
145-00 |
146-19 |
|
| S4 |
143-01 |
143-25 |
146-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-28 |
|
2.618 |
147-24 |
|
1.618 |
146-14 |
|
1.000 |
145-20 |
|
0.618 |
145-04 |
|
HIGH |
144-10 |
|
0.618 |
143-26 |
|
0.500 |
143-21 |
|
0.382 |
143-16 |
|
LOW |
143-00 |
|
0.618 |
142-06 |
|
1.000 |
141-22 |
|
1.618 |
140-28 |
|
2.618 |
139-18 |
|
4.250 |
137-14 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-21 |
145-04 |
| PP |
143-17 |
144-16 |
| S1 |
143-12 |
143-28 |
|