ECBOT 30 Year Treasury Bond Future June 2013
Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
144-20 |
144-00 |
-0-20 |
-0.4% |
144-03 |
High |
144-26 |
144-16 |
-0-10 |
-0.2% |
144-28 |
Low |
143-17 |
143-27 |
0-10 |
0.2% |
143-17 |
Close |
143-23 |
144-12 |
0-21 |
0.5% |
144-12 |
Range |
1-09 |
0-21 |
-0-20 |
-48.8% |
1-11 |
ATR |
0-25 |
0-25 |
0-00 |
0.0% |
0-00 |
Volume |
114 |
212 |
98 |
86.0% |
468 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-07 |
145-30 |
144-24 |
|
R3 |
145-18 |
145-09 |
144-18 |
|
R2 |
144-29 |
144-29 |
144-16 |
|
R1 |
144-20 |
144-20 |
144-14 |
144-24 |
PP |
144-08 |
144-08 |
144-08 |
144-10 |
S1 |
143-31 |
143-31 |
144-10 |
144-04 |
S2 |
143-19 |
143-19 |
144-08 |
|
S3 |
142-30 |
143-10 |
144-06 |
|
S4 |
142-09 |
142-21 |
144-00 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148-09 |
147-22 |
145-04 |
|
R3 |
146-30 |
146-11 |
144-24 |
|
R2 |
145-19 |
145-19 |
144-20 |
|
R1 |
145-00 |
145-00 |
144-16 |
145-10 |
PP |
144-08 |
144-08 |
144-08 |
144-13 |
S1 |
143-21 |
143-21 |
144-08 |
143-30 |
S2 |
142-29 |
142-29 |
144-04 |
|
S3 |
141-18 |
142-10 |
144-00 |
|
S4 |
140-07 |
140-31 |
143-20 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-09 |
2.618 |
146-07 |
1.618 |
145-18 |
1.000 |
145-05 |
0.618 |
144-29 |
HIGH |
144-16 |
0.618 |
144-08 |
0.500 |
144-06 |
0.382 |
144-03 |
LOW |
143-27 |
0.618 |
143-14 |
1.000 |
143-06 |
1.618 |
142-25 |
2.618 |
142-04 |
4.250 |
141-02 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
144-10 |
144-10 |
PP |
144-08 |
144-08 |
S1 |
144-06 |
144-06 |
|