ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
144-03 |
144-19 |
0-16 |
0.3% |
143-10 |
| High |
144-12 |
144-28 |
0-16 |
0.3% |
144-02 |
| Low |
144-00 |
144-14 |
0-14 |
0.3% |
142-30 |
| Close |
144-00 |
144-16 |
0-16 |
0.3% |
143-26 |
| Range |
0-12 |
0-14 |
0-02 |
16.7% |
1-04 |
| ATR |
0-24 |
0-25 |
0-00 |
1.1% |
0-00 |
| Volume |
21 |
75 |
54 |
257.1% |
156 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-29 |
145-21 |
144-24 |
|
| R3 |
145-15 |
145-07 |
144-20 |
|
| R2 |
145-01 |
145-01 |
144-19 |
|
| R1 |
144-25 |
144-25 |
144-17 |
144-22 |
| PP |
144-19 |
144-19 |
144-19 |
144-18 |
| S1 |
144-11 |
144-11 |
144-15 |
144-08 |
| S2 |
144-05 |
144-05 |
144-13 |
|
| S3 |
143-23 |
143-29 |
144-12 |
|
| S4 |
143-09 |
143-15 |
144-08 |
|
|
| 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 |
146-24 |
|
2.618 |
146-01 |
|
1.618 |
145-19 |
|
1.000 |
145-10 |
|
0.618 |
145-05 |
|
HIGH |
144-28 |
|
0.618 |
144-23 |
|
0.500 |
144-21 |
|
0.382 |
144-19 |
|
LOW |
144-14 |
|
0.618 |
144-05 |
|
1.000 |
144-00 |
|
1.618 |
143-23 |
|
2.618 |
143-09 |
|
4.250 |
142-18 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-21 |
144-10 |
| PP |
144-19 |
144-03 |
| S1 |
144-18 |
143-29 |
|