ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
143-11 |
144-11 |
1-00 |
0.7% |
143-25 |
| High |
144-21 |
144-21 |
0-00 |
0.0% |
144-21 |
| Low |
143-02 |
142-30 |
-0-04 |
-0.1% |
142-20 |
| Close |
144-18 |
143-02 |
-1-16 |
-1.0% |
143-02 |
| Range |
1-19 |
1-23 |
0-04 |
7.8% |
2-01 |
| ATR |
1-02 |
1-04 |
0-01 |
4.4% |
0-00 |
| Volume |
3,091 |
5,616 |
2,525 |
81.7% |
16,936 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-23 |
147-19 |
144-00 |
|
| R3 |
147-00 |
145-28 |
143-17 |
|
| R2 |
145-09 |
145-09 |
143-12 |
|
| R1 |
144-05 |
144-05 |
143-07 |
143-28 |
| PP |
143-18 |
143-18 |
143-18 |
143-13 |
| S1 |
142-14 |
142-14 |
142-29 |
142-04 |
| S2 |
141-27 |
141-27 |
142-24 |
|
| S3 |
140-04 |
140-23 |
142-19 |
|
| S4 |
138-13 |
139-00 |
142-04 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-17 |
148-11 |
144-06 |
|
| R3 |
147-16 |
146-10 |
143-20 |
|
| R2 |
145-15 |
145-15 |
143-14 |
|
| R1 |
144-09 |
144-09 |
143-08 |
143-28 |
| PP |
143-14 |
143-14 |
143-14 |
143-08 |
| S1 |
142-08 |
142-08 |
142-28 |
141-26 |
| S2 |
141-13 |
141-13 |
142-22 |
|
| S3 |
139-12 |
140-07 |
142-16 |
|
| S4 |
137-11 |
138-06 |
141-30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-31 |
|
2.618 |
149-05 |
|
1.618 |
147-14 |
|
1.000 |
146-12 |
|
0.618 |
145-23 |
|
HIGH |
144-21 |
|
0.618 |
144-00 |
|
0.500 |
143-26 |
|
0.382 |
143-19 |
|
LOW |
142-30 |
|
0.618 |
141-28 |
|
1.000 |
141-07 |
|
1.618 |
140-05 |
|
2.618 |
138-14 |
|
4.250 |
135-20 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-26 |
143-20 |
| PP |
143-18 |
143-14 |
| S1 |
143-10 |
143-08 |
|