ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 03-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
140-20 |
140-05 |
-0-15 |
-0.3% |
142-08 |
High |
141-14 |
141-12 |
-0-02 |
0.0% |
142-14 |
Low |
139-03 |
139-13 |
0-10 |
0.2% |
138-30 |
Close |
140-01 |
140-10 |
0-09 |
0.2% |
140-01 |
Range |
2-11 |
1-31 |
-0-12 |
-16.0% |
3-16 |
ATR |
1-14 |
1-15 |
0-01 |
2.7% |
0-00 |
Volume |
785,121 |
602,751 |
-182,370 |
-23.2% |
1,864,460 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-09 |
145-08 |
141-13 |
|
R3 |
144-10 |
143-09 |
140-27 |
|
R2 |
142-11 |
142-11 |
140-22 |
|
R1 |
141-10 |
141-10 |
140-16 |
141-26 |
PP |
140-12 |
140-12 |
140-12 |
140-20 |
S1 |
139-11 |
139-11 |
140-04 |
139-28 |
S2 |
138-13 |
138-13 |
139-30 |
|
S3 |
136-14 |
137-12 |
139-25 |
|
S4 |
134-15 |
135-13 |
139-07 |
|
|
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 |
149-24 |
2.618 |
146-17 |
1.618 |
144-18 |
1.000 |
143-11 |
0.618 |
142-19 |
HIGH |
141-12 |
0.618 |
140-20 |
0.500 |
140-12 |
0.382 |
140-05 |
LOW |
139-13 |
0.618 |
138-06 |
1.000 |
137-14 |
1.618 |
136-07 |
2.618 |
134-08 |
4.250 |
131-01 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
140-12 |
140-10 |
PP |
140-12 |
140-09 |
S1 |
140-11 |
140-08 |
|