ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
142-28 |
143-15 |
0-19 |
0.4% |
143-25 |
High |
143-18 |
144-03 |
0-17 |
0.4% |
144-21 |
Low |
142-11 |
141-23 |
-0-20 |
-0.4% |
142-20 |
Close |
143-06 |
141-29 |
-1-09 |
-0.9% |
143-02 |
Range |
1-07 |
2-12 |
1-05 |
94.9% |
2-01 |
ATR |
1-04 |
1-06 |
0-03 |
8.1% |
0-00 |
Volume |
18,875 |
50,260 |
31,385 |
166.3% |
16,936 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149-22 |
148-06 |
143-07 |
|
R3 |
147-10 |
145-26 |
142-18 |
|
R2 |
144-30 |
144-30 |
142-11 |
|
R1 |
143-14 |
143-14 |
142-04 |
143-00 |
PP |
142-18 |
142-18 |
142-18 |
142-12 |
S1 |
141-02 |
141-02 |
141-22 |
140-20 |
S2 |
140-06 |
140-06 |
141-15 |
|
S3 |
137-26 |
138-22 |
141-08 |
|
S4 |
135-14 |
136-10 |
140-19 |
|
|
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 |
154-06 |
2.618 |
150-10 |
1.618 |
147-30 |
1.000 |
146-15 |
0.618 |
145-18 |
HIGH |
144-03 |
0.618 |
143-06 |
0.500 |
142-29 |
0.382 |
142-20 |
LOW |
141-23 |
0.618 |
140-08 |
1.000 |
139-11 |
1.618 |
137-28 |
2.618 |
135-16 |
4.250 |
131-20 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
142-29 |
142-29 |
PP |
142-18 |
142-18 |
S1 |
142-08 |
142-08 |
|