ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
140-19 |
139-29 |
-0-22 |
-0.5% |
142-08 |
| High |
140-23 |
141-00 |
0-09 |
0.2% |
142-14 |
| Low |
139-24 |
139-24 |
0-00 |
0.0% |
138-30 |
| Close |
140-03 |
140-21 |
0-18 |
0.4% |
140-01 |
| Range |
0-31 |
1-08 |
0-09 |
29.0% |
3-16 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.9% |
0-00 |
| Volume |
413,541 |
453,448 |
39,907 |
9.7% |
1,864,460 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-07 |
143-22 |
141-11 |
|
| R3 |
142-31 |
142-14 |
141-00 |
|
| R2 |
141-23 |
141-23 |
140-28 |
|
| R1 |
141-06 |
141-06 |
140-25 |
141-14 |
| PP |
140-15 |
140-15 |
140-15 |
140-19 |
| S1 |
139-30 |
139-30 |
140-17 |
140-06 |
| S2 |
139-07 |
139-07 |
140-14 |
|
| S3 |
137-31 |
138-22 |
140-10 |
|
| S4 |
136-23 |
137-14 |
139-31 |
|
|
| 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 |
146-10 |
|
2.618 |
144-09 |
|
1.618 |
143-01 |
|
1.000 |
142-08 |
|
0.618 |
141-25 |
|
HIGH |
141-00 |
|
0.618 |
140-17 |
|
0.500 |
140-12 |
|
0.382 |
140-07 |
|
LOW |
139-24 |
|
0.618 |
138-31 |
|
1.000 |
138-16 |
|
1.618 |
137-23 |
|
2.618 |
136-15 |
|
4.250 |
134-14 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140-18 |
140-18 |
| PP |
140-15 |
140-15 |
| S1 |
140-12 |
140-12 |
|