ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
143-09 |
143-20 |
0-11 |
0.2% |
147-08 |
| High |
143-27 |
144-01 |
0-06 |
0.1% |
147-08 |
| Low |
143-07 |
143-20 |
0-13 |
0.3% |
142-16 |
| Close |
143-23 |
144-01 |
0-10 |
0.2% |
143-01 |
| Range |
0-20 |
0-13 |
-0-07 |
-35.0% |
4-24 |
| ATR |
0-25 |
0-24 |
-0-01 |
-3.4% |
0-00 |
| Volume |
10 |
16 |
6 |
60.0% |
72 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-04 |
144-31 |
144-08 |
|
| R3 |
144-23 |
144-18 |
144-05 |
|
| R2 |
144-10 |
144-10 |
144-03 |
|
| R1 |
144-05 |
144-05 |
144-02 |
144-08 |
| PP |
143-29 |
143-29 |
143-29 |
143-30 |
| S1 |
143-24 |
143-24 |
144-00 |
143-26 |
| S2 |
143-16 |
143-16 |
143-31 |
|
| S3 |
143-03 |
143-11 |
143-29 |
|
| S4 |
142-22 |
142-30 |
143-26 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-16 |
155-17 |
145-21 |
|
| R3 |
153-24 |
150-25 |
144-11 |
|
| R2 |
149-00 |
149-00 |
143-29 |
|
| R1 |
146-01 |
146-01 |
143-15 |
145-04 |
| PP |
144-08 |
144-08 |
144-08 |
143-26 |
| S1 |
141-09 |
141-09 |
142-19 |
140-12 |
| S2 |
139-16 |
139-16 |
142-05 |
|
| S3 |
134-24 |
136-17 |
141-23 |
|
| S4 |
130-00 |
131-25 |
140-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-24 |
|
2.618 |
145-03 |
|
1.618 |
144-22 |
|
1.000 |
144-14 |
|
0.618 |
144-09 |
|
HIGH |
144-01 |
|
0.618 |
143-28 |
|
0.500 |
143-26 |
|
0.382 |
143-25 |
|
LOW |
143-20 |
|
0.618 |
143-12 |
|
1.000 |
143-07 |
|
1.618 |
142-31 |
|
2.618 |
142-18 |
|
4.250 |
141-29 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-31 |
143-28 |
| PP |
143-29 |
143-23 |
| S1 |
143-26 |
143-18 |
|