ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
141-25 |
142-05 |
0-12 |
0.3% |
142-31 |
High |
143-05 |
142-29 |
-0-08 |
-0.2% |
144-03 |
Low |
141-10 |
141-25 |
0-15 |
0.3% |
141-10 |
Close |
142-02 |
142-14 |
0-12 |
0.3% |
142-14 |
Range |
1-27 |
1-04 |
-0-23 |
-39.0% |
2-25 |
ATR |
1-08 |
1-08 |
0-00 |
-0.7% |
0-00 |
Volume |
74,556 |
59,646 |
-14,910 |
-20.0% |
209,682 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-24 |
145-07 |
143-02 |
|
R3 |
144-20 |
144-03 |
142-24 |
|
R2 |
143-16 |
143-16 |
142-21 |
|
R1 |
142-31 |
142-31 |
142-17 |
143-08 |
PP |
142-12 |
142-12 |
142-12 |
142-16 |
S1 |
141-27 |
141-27 |
142-11 |
142-04 |
S2 |
141-08 |
141-08 |
142-07 |
|
S3 |
140-04 |
140-23 |
142-04 |
|
S4 |
139-00 |
139-19 |
141-26 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-31 |
149-15 |
143-31 |
|
R3 |
148-06 |
146-22 |
143-06 |
|
R2 |
145-13 |
145-13 |
142-30 |
|
R1 |
143-29 |
143-29 |
142-22 |
143-08 |
PP |
142-20 |
142-20 |
142-20 |
142-09 |
S1 |
141-04 |
141-04 |
142-06 |
140-16 |
S2 |
139-27 |
139-27 |
141-30 |
|
S3 |
137-02 |
138-11 |
141-22 |
|
S4 |
134-09 |
135-18 |
140-29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-22 |
2.618 |
145-27 |
1.618 |
144-23 |
1.000 |
144-01 |
0.618 |
143-19 |
HIGH |
142-29 |
0.618 |
142-15 |
0.500 |
142-11 |
0.382 |
142-07 |
LOW |
141-25 |
0.618 |
141-03 |
1.000 |
140-21 |
1.618 |
139-31 |
2.618 |
138-27 |
4.250 |
137-00 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
142-13 |
142-22 |
PP |
142-12 |
142-20 |
S1 |
142-11 |
142-17 |
|