ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 23-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
Open |
143-15 |
141-25 |
-1-22 |
-1.2% |
143-25 |
High |
144-03 |
143-05 |
-0-30 |
-0.7% |
144-21 |
Low |
141-23 |
141-10 |
-0-13 |
-0.3% |
142-20 |
Close |
141-29 |
142-02 |
0-05 |
0.1% |
143-02 |
Range |
2-12 |
1-27 |
-0-17 |
-22.4% |
2-01 |
ATR |
1-06 |
1-08 |
0-01 |
3.8% |
0-00 |
Volume |
50,260 |
74,556 |
24,296 |
48.3% |
16,936 |
|
Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-23 |
146-23 |
143-02 |
|
R3 |
145-28 |
144-28 |
142-18 |
|
R2 |
144-01 |
144-01 |
142-13 |
|
R1 |
143-01 |
143-01 |
142-07 |
143-17 |
PP |
142-06 |
142-06 |
142-06 |
142-14 |
S1 |
141-06 |
141-06 |
141-29 |
141-22 |
S2 |
140-11 |
140-11 |
141-23 |
|
S3 |
138-16 |
139-11 |
141-18 |
|
S4 |
136-21 |
137-16 |
141-02 |
|
|
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 |
151-00 |
2.618 |
147-31 |
1.618 |
146-04 |
1.000 |
145-00 |
0.618 |
144-09 |
HIGH |
143-05 |
0.618 |
142-14 |
0.500 |
142-08 |
0.382 |
142-01 |
LOW |
141-10 |
0.618 |
140-06 |
1.000 |
139-15 |
1.618 |
138-11 |
2.618 |
136-16 |
4.250 |
133-15 |
|
|
Fisher Pivots for day following 23-May-2013 |
Pivot |
1 day |
3 day |
R1 |
142-08 |
142-22 |
PP |
142-06 |
142-16 |
S1 |
142-04 |
142-09 |
|