ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
142-08 |
139-25 |
-2-15 |
-1.7% |
142-31 |
High |
142-14 |
140-27 |
-1-19 |
-1.1% |
144-03 |
Low |
139-18 |
138-30 |
-0-20 |
-0.4% |
141-10 |
Close |
140-09 |
140-21 |
0-12 |
0.3% |
142-14 |
Range |
2-28 |
1-29 |
-0-31 |
-33.7% |
2-25 |
ATR |
1-11 |
1-13 |
0-01 |
2.9% |
0-00 |
Volume |
336,492 |
392,214 |
55,722 |
16.6% |
209,682 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-28 |
145-05 |
141-23 |
|
R3 |
143-31 |
143-08 |
141-06 |
|
R2 |
142-02 |
142-02 |
141-00 |
|
R1 |
141-11 |
141-11 |
140-27 |
141-22 |
PP |
140-05 |
140-05 |
140-05 |
140-10 |
S1 |
139-14 |
139-14 |
140-15 |
139-26 |
S2 |
138-08 |
138-08 |
140-10 |
|
S3 |
136-11 |
137-17 |
140-04 |
|
S4 |
134-14 |
135-20 |
139-19 |
|
|
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 |
148-30 |
2.618 |
145-27 |
1.618 |
143-30 |
1.000 |
142-24 |
0.618 |
142-01 |
HIGH |
140-27 |
0.618 |
140-04 |
0.500 |
139-28 |
0.382 |
139-21 |
LOW |
138-30 |
0.618 |
137-24 |
1.000 |
137-01 |
1.618 |
135-27 |
2.618 |
133-30 |
4.250 |
130-27 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
140-13 |
140-30 |
PP |
140-05 |
140-27 |
S1 |
139-28 |
140-24 |
|