ECBOT 30 Year Treasury Bond Future June 2013
Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
141-17 |
141-27 |
0-10 |
0.2% |
142-04 |
High |
141-29 |
142-23 |
0-26 |
0.6% |
142-14 |
Low |
141-03 |
141-20 |
0-17 |
0.4% |
140-26 |
Close |
141-19 |
142-11 |
0-24 |
0.5% |
141-31 |
Range |
0-26 |
1-03 |
0-09 |
34.6% |
1-20 |
ATR |
0-30 |
0-30 |
0-00 |
1.5% |
0-00 |
Volume |
7,319 |
13,878 |
6,559 |
89.6% |
13,265 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-16 |
145-01 |
142-30 |
|
R3 |
144-13 |
143-30 |
142-21 |
|
R2 |
143-10 |
143-10 |
142-17 |
|
R1 |
142-27 |
142-27 |
142-14 |
143-02 |
PP |
142-07 |
142-07 |
142-07 |
142-11 |
S1 |
141-24 |
141-24 |
142-08 |
142-00 |
S2 |
141-04 |
141-04 |
142-05 |
|
S3 |
140-01 |
140-21 |
142-01 |
|
S4 |
138-30 |
139-18 |
141-24 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-20 |
145-29 |
142-28 |
|
R3 |
145-00 |
144-09 |
142-13 |
|
R2 |
143-12 |
143-12 |
142-09 |
|
R1 |
142-21 |
142-21 |
142-04 |
142-06 |
PP |
141-24 |
141-24 |
141-24 |
141-16 |
S1 |
141-01 |
141-01 |
141-26 |
140-18 |
S2 |
140-04 |
140-04 |
141-21 |
|
S3 |
138-16 |
139-13 |
141-17 |
|
S4 |
136-28 |
137-25 |
141-02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-12 |
2.618 |
145-19 |
1.618 |
144-16 |
1.000 |
143-26 |
0.618 |
143-13 |
HIGH |
142-23 |
0.618 |
142-10 |
0.500 |
142-06 |
0.382 |
142-01 |
LOW |
141-20 |
0.618 |
140-30 |
1.000 |
140-17 |
1.618 |
139-27 |
2.618 |
138-24 |
4.250 |
136-31 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
142-09 |
142-06 |
PP |
142-07 |
142-02 |
S1 |
142-06 |
141-29 |
|