ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
140-24 |
140-20 |
-0-04 |
-0.1% |
142-08 |
| High |
141-02 |
141-14 |
0-12 |
0.3% |
142-14 |
| Low |
140-03 |
139-03 |
-1-00 |
-0.7% |
138-30 |
| Close |
140-16 |
140-01 |
-0-15 |
-0.3% |
140-01 |
| Range |
0-31 |
2-11 |
1-12 |
141.9% |
3-16 |
| ATR |
1-12 |
1-14 |
0-02 |
5.1% |
0-00 |
| Volume |
350,633 |
785,121 |
434,488 |
123.9% |
1,864,460 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-07 |
145-31 |
141-10 |
|
| R3 |
144-28 |
143-20 |
140-22 |
|
| R2 |
142-17 |
142-17 |
140-15 |
|
| R1 |
141-09 |
141-09 |
140-08 |
140-24 |
| PP |
140-06 |
140-06 |
140-06 |
139-29 |
| S1 |
138-30 |
138-30 |
139-26 |
138-12 |
| S2 |
137-27 |
137-27 |
139-19 |
|
| S3 |
135-16 |
136-19 |
139-12 |
|
| S4 |
133-05 |
134-08 |
138-24 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-31 |
149-00 |
141-31 |
|
| R3 |
147-15 |
145-16 |
141-00 |
|
| R2 |
143-31 |
143-31 |
140-22 |
|
| R1 |
142-00 |
142-00 |
140-11 |
141-08 |
| PP |
140-15 |
140-15 |
140-15 |
140-03 |
| S1 |
138-16 |
138-16 |
139-23 |
137-24 |
| S2 |
136-31 |
136-31 |
139-12 |
|
| S3 |
133-15 |
135-00 |
139-02 |
|
| S4 |
129-31 |
131-16 |
138-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-13 |
|
2.618 |
147-18 |
|
1.618 |
145-07 |
|
1.000 |
143-25 |
|
0.618 |
142-28 |
|
HIGH |
141-14 |
|
0.618 |
140-17 |
|
0.500 |
140-08 |
|
0.382 |
140-00 |
|
LOW |
139-03 |
|
0.618 |
137-21 |
|
1.000 |
136-24 |
|
1.618 |
135-10 |
|
2.618 |
132-31 |
|
4.250 |
129-04 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140-08 |
140-06 |
| PP |
140-06 |
140-04 |
| S1 |
140-04 |
140-03 |
|