ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
139-25 |
140-24 |
0-31 |
0.7% |
142-31 |
High |
140-27 |
141-02 |
0-07 |
0.2% |
144-03 |
Low |
138-30 |
140-03 |
1-05 |
0.8% |
141-10 |
Close |
140-21 |
140-16 |
-0-05 |
-0.1% |
142-14 |
Range |
1-29 |
0-31 |
-0-30 |
-49.2% |
2-25 |
ATR |
1-13 |
1-12 |
-0-01 |
-2.2% |
0-00 |
Volume |
392,214 |
350,633 |
-41,581 |
-10.6% |
209,682 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-15 |
142-30 |
141-01 |
|
R3 |
142-16 |
141-31 |
140-25 |
|
R2 |
141-17 |
141-17 |
140-22 |
|
R1 |
141-00 |
141-00 |
140-19 |
140-25 |
PP |
140-18 |
140-18 |
140-18 |
140-14 |
S1 |
140-01 |
140-01 |
140-13 |
139-26 |
S2 |
139-19 |
139-19 |
140-10 |
|
S3 |
138-20 |
139-02 |
140-07 |
|
S4 |
137-21 |
138-03 |
139-31 |
|
|
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 |
145-06 |
2.618 |
143-19 |
1.618 |
142-20 |
1.000 |
142-01 |
0.618 |
141-21 |
HIGH |
141-02 |
0.618 |
140-22 |
0.500 |
140-18 |
0.382 |
140-15 |
LOW |
140-03 |
0.618 |
139-16 |
1.000 |
139-04 |
1.618 |
138-17 |
2.618 |
137-18 |
4.250 |
135-31 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
140-18 |
140-22 |
PP |
140-18 |
140-20 |
S1 |
140-17 |
140-18 |
|