ECBOT 30 Year Treasury Bond Future June 2013
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
141-07 |
142-00 |
0-25 |
0.6% |
142-15 |
High |
142-12 |
142-08 |
-0-04 |
-0.1% |
142-26 |
Low |
140-23 |
141-07 |
0-16 |
0.4% |
141-00 |
Close |
141-31 |
141-08 |
-0-23 |
-0.5% |
141-11 |
Range |
1-21 |
1-01 |
-0-20 |
-37.7% |
1-26 |
ATR |
0-31 |
0-31 |
0-00 |
0.6% |
0-00 |
Volume |
1,969 |
1,096 |
-873 |
-44.3% |
3,564 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-21 |
144-00 |
141-26 |
|
R3 |
143-20 |
142-31 |
141-17 |
|
R2 |
142-19 |
142-19 |
141-14 |
|
R1 |
141-30 |
141-30 |
141-11 |
141-24 |
PP |
141-18 |
141-18 |
141-18 |
141-16 |
S1 |
140-29 |
140-29 |
141-05 |
140-23 |
S2 |
140-17 |
140-17 |
141-02 |
|
S3 |
139-16 |
139-28 |
140-31 |
|
S4 |
138-15 |
138-27 |
140-22 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-05 |
146-02 |
142-11 |
|
R3 |
145-11 |
144-08 |
141-27 |
|
R2 |
143-17 |
143-17 |
141-22 |
|
R1 |
142-14 |
142-14 |
141-16 |
142-02 |
PP |
141-23 |
141-23 |
141-23 |
141-17 |
S1 |
140-20 |
140-20 |
141-06 |
140-08 |
S2 |
139-29 |
139-29 |
141-00 |
|
S3 |
138-03 |
138-26 |
140-27 |
|
S4 |
136-09 |
137-00 |
140-11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
146-20 |
2.618 |
144-30 |
1.618 |
143-29 |
1.000 |
143-09 |
0.618 |
142-28 |
HIGH |
142-08 |
0.618 |
141-27 |
0.500 |
141-24 |
0.382 |
141-20 |
LOW |
141-07 |
0.618 |
140-19 |
1.000 |
140-06 |
1.618 |
139-18 |
2.618 |
138-17 |
4.250 |
136-27 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
141-24 |
141-24 |
PP |
141-18 |
141-19 |
S1 |
141-13 |
141-14 |
|