ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
143-09 |
143-31 |
0-22 |
0.5% |
141-24 |
High |
144-00 |
143-31 |
-0-01 |
0.0% |
143-31 |
Low |
143-09 |
143-12 |
0-03 |
0.1% |
141-24 |
Close |
143-31 |
143-17 |
-0-14 |
-0.3% |
143-17 |
Range |
0-23 |
0-19 |
-0-04 |
-17.4% |
2-07 |
ATR |
|
|
|
|
|
Volume |
23 |
88 |
65 |
282.6% |
154 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-13 |
145-02 |
143-27 |
|
R3 |
144-26 |
144-15 |
143-22 |
|
R2 |
144-07 |
144-07 |
143-20 |
|
R1 |
143-28 |
143-28 |
143-19 |
143-24 |
PP |
143-20 |
143-20 |
143-20 |
143-18 |
S1 |
143-09 |
143-09 |
143-15 |
143-05 |
S2 |
143-01 |
143-01 |
143-14 |
|
S3 |
142-14 |
142-22 |
143-12 |
|
S4 |
141-27 |
142-03 |
143-07 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149-24 |
148-27 |
144-24 |
|
R3 |
147-17 |
146-20 |
144-05 |
|
R2 |
145-10 |
145-10 |
143-30 |
|
R1 |
144-13 |
144-13 |
143-24 |
144-28 |
PP |
143-03 |
143-03 |
143-03 |
143-10 |
S1 |
142-06 |
142-06 |
143-10 |
142-20 |
S2 |
140-28 |
140-28 |
143-04 |
|
S3 |
138-21 |
139-31 |
142-29 |
|
S4 |
136-14 |
137-24 |
142-10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
146-16 |
2.618 |
145-17 |
1.618 |
144-30 |
1.000 |
144-18 |
0.618 |
144-11 |
HIGH |
143-31 |
0.618 |
143-24 |
0.500 |
143-22 |
0.382 |
143-19 |
LOW |
143-12 |
0.618 |
143-00 |
1.000 |
142-25 |
1.618 |
142-13 |
2.618 |
141-26 |
4.250 |
140-27 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
143-22 |
143-20 |
PP |
143-20 |
143-19 |
S1 |
143-18 |
143-18 |
|