ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
142-31 |
142-28 |
-0-03 |
-0.1% |
143-25 |
| High |
143-19 |
143-18 |
-0-01 |
0.0% |
144-21 |
| Low |
142-20 |
142-11 |
-0-09 |
-0.2% |
142-20 |
| Close |
142-26 |
143-06 |
0-12 |
0.3% |
143-02 |
| Range |
0-31 |
1-07 |
0-08 |
25.8% |
2-01 |
| ATR |
1-03 |
1-04 |
0-00 |
0.8% |
0-00 |
| Volume |
6,345 |
18,875 |
12,530 |
197.5% |
16,936 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-22 |
146-05 |
143-27 |
|
| R3 |
145-15 |
144-30 |
143-17 |
|
| R2 |
144-08 |
144-08 |
143-13 |
|
| R1 |
143-23 |
143-23 |
143-10 |
144-00 |
| PP |
143-01 |
143-01 |
143-01 |
143-05 |
| S1 |
142-16 |
142-16 |
143-02 |
142-24 |
| S2 |
141-26 |
141-26 |
142-31 |
|
| S3 |
140-19 |
141-09 |
142-27 |
|
| S4 |
139-12 |
140-02 |
142-17 |
|
|
| 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 |
148-24 |
|
2.618 |
146-24 |
|
1.618 |
145-17 |
|
1.000 |
144-25 |
|
0.618 |
144-10 |
|
HIGH |
143-18 |
|
0.618 |
143-03 |
|
0.500 |
142-30 |
|
0.382 |
142-26 |
|
LOW |
142-11 |
|
0.618 |
141-19 |
|
1.000 |
141-04 |
|
1.618 |
140-12 |
|
2.618 |
139-05 |
|
4.250 |
137-05 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-04 |
143-16 |
| PP |
143-01 |
143-13 |
| S1 |
142-30 |
143-09 |
|