ECBOT 30 Year Treasury Bond Future June 2013
Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
144-19 |
144-22 |
0-03 |
0.1% |
143-10 |
High |
144-28 |
144-27 |
-0-01 |
0.0% |
144-02 |
Low |
144-14 |
144-20 |
0-06 |
0.1% |
142-30 |
Close |
144-16 |
144-20 |
0-04 |
0.1% |
143-26 |
Range |
0-14 |
0-07 |
-0-07 |
-50.0% |
1-04 |
ATR |
0-25 |
0-24 |
-0-01 |
-4.0% |
0-00 |
Volume |
75 |
46 |
-29 |
-38.7% |
156 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-11 |
145-07 |
144-24 |
|
R3 |
145-04 |
145-00 |
144-22 |
|
R2 |
144-29 |
144-29 |
144-21 |
|
R1 |
144-25 |
144-25 |
144-21 |
144-24 |
PP |
144-22 |
144-22 |
144-22 |
144-22 |
S1 |
144-18 |
144-18 |
144-19 |
144-16 |
S2 |
144-15 |
144-15 |
144-19 |
|
S3 |
144-08 |
144-11 |
144-18 |
|
S4 |
144-01 |
144-04 |
144-16 |
|
|
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 |
145-25 |
2.618 |
145-13 |
1.618 |
145-06 |
1.000 |
145-02 |
0.618 |
144-31 |
HIGH |
144-27 |
0.618 |
144-24 |
0.500 |
144-24 |
0.382 |
144-23 |
LOW |
144-20 |
0.618 |
144-16 |
1.000 |
144-13 |
1.618 |
144-09 |
2.618 |
144-02 |
4.250 |
143-22 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
144-24 |
144-18 |
PP |
144-22 |
144-16 |
S1 |
144-21 |
144-14 |
|