ECBOT 30 Year Treasury Bond Future June 2013
Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
143-19 |
142-30 |
-0-21 |
-0.5% |
143-10 |
High |
143-19 |
144-02 |
0-15 |
0.3% |
144-02 |
Low |
143-08 |
142-30 |
-0-10 |
-0.2% |
142-30 |
Close |
143-12 |
143-26 |
0-14 |
0.3% |
143-26 |
Range |
0-11 |
1-04 |
0-25 |
227.3% |
1-04 |
ATR |
0-24 |
0-25 |
0-01 |
3.6% |
0-00 |
Volume |
103 |
9 |
-94 |
-91.3% |
156 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-31 |
146-17 |
144-14 |
|
R3 |
145-27 |
145-13 |
144-04 |
|
R2 |
144-23 |
144-23 |
144-01 |
|
R1 |
144-09 |
144-09 |
143-29 |
144-16 |
PP |
143-19 |
143-19 |
143-19 |
143-23 |
S1 |
143-05 |
143-05 |
143-23 |
143-12 |
S2 |
142-15 |
142-15 |
143-19 |
|
S3 |
141-11 |
142-01 |
143-16 |
|
S4 |
140-07 |
140-29 |
143-06 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-31 |
146-17 |
144-14 |
|
R3 |
145-27 |
145-13 |
144-04 |
|
R2 |
144-23 |
144-23 |
144-01 |
|
R1 |
144-09 |
144-09 |
143-29 |
144-16 |
PP |
143-19 |
143-19 |
143-19 |
143-23 |
S1 |
143-05 |
143-05 |
143-23 |
143-12 |
S2 |
142-15 |
142-15 |
143-19 |
|
S3 |
141-11 |
142-01 |
143-16 |
|
S4 |
140-07 |
140-29 |
143-06 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
148-27 |
2.618 |
147-00 |
1.618 |
145-28 |
1.000 |
145-06 |
0.618 |
144-24 |
HIGH |
144-02 |
0.618 |
143-20 |
0.500 |
143-16 |
0.382 |
143-12 |
LOW |
142-30 |
0.618 |
142-08 |
1.000 |
141-26 |
1.618 |
141-04 |
2.618 |
140-00 |
4.250 |
138-05 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
143-23 |
143-23 |
PP |
143-19 |
143-19 |
S1 |
143-16 |
143-16 |
|