ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
144-11 |
142-31 |
-1-12 |
-1.0% |
143-25 |
High |
144-21 |
143-19 |
-1-02 |
-0.7% |
144-21 |
Low |
142-30 |
142-20 |
-0-10 |
-0.2% |
142-20 |
Close |
143-02 |
142-26 |
-0-08 |
-0.2% |
143-02 |
Range |
1-23 |
0-31 |
-0-24 |
-43.6% |
2-01 |
ATR |
1-04 |
1-03 |
0-00 |
-0.9% |
0-00 |
Volume |
5,616 |
6,345 |
729 |
13.0% |
16,936 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-29 |
145-11 |
143-11 |
|
R3 |
144-30 |
144-12 |
143-03 |
|
R2 |
143-31 |
143-31 |
143-00 |
|
R1 |
143-13 |
143-13 |
142-29 |
143-06 |
PP |
143-00 |
143-00 |
143-00 |
142-29 |
S1 |
142-14 |
142-14 |
142-23 |
142-08 |
S2 |
142-01 |
142-01 |
142-20 |
|
S3 |
141-02 |
141-15 |
142-17 |
|
S4 |
140-03 |
140-16 |
142-09 |
|
|
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 |
147-23 |
2.618 |
146-04 |
1.618 |
145-05 |
1.000 |
144-18 |
0.618 |
144-06 |
HIGH |
143-19 |
0.618 |
143-07 |
0.500 |
143-04 |
0.382 |
143-00 |
LOW |
142-20 |
0.618 |
142-01 |
1.000 |
141-21 |
1.618 |
141-02 |
2.618 |
140-03 |
4.250 |
138-16 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
143-04 |
143-20 |
PP |
143-00 |
143-12 |
S1 |
142-29 |
143-03 |
|