ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
148-14 |
148-08 |
-0-06 |
-0.1% |
148-03 |
| High |
148-18 |
148-17 |
-0-01 |
0.0% |
148-28 |
| Low |
148-02 |
146-04 |
-1-30 |
-1.3% |
146-04 |
| Close |
148-15 |
146-09 |
-2-06 |
-1.5% |
146-09 |
| Range |
0-16 |
2-13 |
1-29 |
381.3% |
2-24 |
| ATR |
0-27 |
0-30 |
0-04 |
13.4% |
0-00 |
| Volume |
605 |
704 |
99 |
16.4% |
4,221 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-06 |
152-21 |
147-19 |
|
| R3 |
151-25 |
150-08 |
146-30 |
|
| R2 |
149-12 |
149-12 |
146-23 |
|
| R1 |
147-27 |
147-27 |
146-16 |
147-13 |
| PP |
146-31 |
146-31 |
146-31 |
146-24 |
| S1 |
145-14 |
145-14 |
146-02 |
145-00 |
| S2 |
144-18 |
144-18 |
145-27 |
|
| S3 |
142-05 |
143-01 |
145-20 |
|
| S4 |
139-24 |
140-20 |
144-31 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-11 |
153-18 |
147-25 |
|
| R3 |
152-19 |
150-26 |
147-01 |
|
| R2 |
149-27 |
149-27 |
146-25 |
|
| R1 |
148-02 |
148-02 |
146-17 |
147-18 |
| PP |
147-03 |
147-03 |
147-03 |
146-27 |
| S1 |
145-10 |
145-10 |
146-01 |
144-26 |
| S2 |
144-11 |
144-11 |
145-25 |
|
| S3 |
141-19 |
142-18 |
145-17 |
|
| S4 |
138-27 |
139-26 |
144-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-24 |
|
2.618 |
154-27 |
|
1.618 |
152-14 |
|
1.000 |
150-30 |
|
0.618 |
150-01 |
|
HIGH |
148-17 |
|
0.618 |
147-20 |
|
0.500 |
147-10 |
|
0.382 |
147-01 |
|
LOW |
146-04 |
|
0.618 |
144-20 |
|
1.000 |
143-23 |
|
1.618 |
142-07 |
|
2.618 |
139-26 |
|
4.250 |
135-29 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
147-10 |
147-16 |
| PP |
146-31 |
147-03 |
| S1 |
146-20 |
146-22 |
|