ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
140-05 |
140-19 |
0-14 |
0.3% |
142-08 |
| High |
141-12 |
140-23 |
-0-21 |
-0.5% |
142-14 |
| Low |
139-13 |
139-24 |
0-11 |
0.2% |
138-30 |
| Close |
140-10 |
140-03 |
-0-07 |
-0.2% |
140-01 |
| Range |
1-31 |
0-31 |
-1-00 |
-50.8% |
3-16 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.4% |
0-00 |
| Volume |
602,751 |
413,541 |
-189,210 |
-31.4% |
1,864,460 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-03 |
142-18 |
140-20 |
|
| R3 |
142-04 |
141-19 |
140-12 |
|
| R2 |
141-05 |
141-05 |
140-09 |
|
| R1 |
140-20 |
140-20 |
140-06 |
140-13 |
| PP |
140-06 |
140-06 |
140-06 |
140-02 |
| S1 |
139-21 |
139-21 |
140-00 |
139-14 |
| S2 |
139-07 |
139-07 |
139-29 |
|
| S3 |
138-08 |
138-22 |
139-26 |
|
| S4 |
137-09 |
137-23 |
139-18 |
|
|
| 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 |
144-27 |
|
2.618 |
143-08 |
|
1.618 |
142-09 |
|
1.000 |
141-22 |
|
0.618 |
141-10 |
|
HIGH |
140-23 |
|
0.618 |
140-11 |
|
0.500 |
140-08 |
|
0.382 |
140-04 |
|
LOW |
139-24 |
|
0.618 |
139-05 |
|
1.000 |
138-25 |
|
1.618 |
138-06 |
|
2.618 |
137-07 |
|
4.250 |
135-20 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140-08 |
140-08 |
| PP |
140-06 |
140-07 |
| S1 |
140-04 |
140-05 |
|