ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
139-29 |
140-29 |
1-00 |
0.7% |
142-08 |
| High |
141-00 |
142-15 |
1-15 |
1.0% |
142-14 |
| Low |
139-24 |
140-08 |
0-16 |
0.4% |
138-30 |
| Close |
140-21 |
141-05 |
0-16 |
0.4% |
140-01 |
| Range |
1-08 |
2-07 |
0-31 |
77.5% |
3-16 |
| ATR |
1-14 |
1-15 |
0-02 |
4.0% |
0-00 |
| Volume |
453,448 |
630,695 |
177,247 |
39.1% |
1,864,460 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-30 |
146-25 |
142-12 |
|
| R3 |
145-23 |
144-18 |
141-25 |
|
| R2 |
143-16 |
143-16 |
141-18 |
|
| R1 |
142-11 |
142-11 |
141-12 |
142-30 |
| PP |
141-09 |
141-09 |
141-09 |
141-19 |
| S1 |
140-04 |
140-04 |
140-30 |
140-22 |
| S2 |
139-02 |
139-02 |
140-24 |
|
| S3 |
136-27 |
137-29 |
140-17 |
|
| S4 |
134-20 |
135-22 |
139-30 |
|
|
| 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 |
151-29 |
|
2.618 |
148-09 |
|
1.618 |
146-02 |
|
1.000 |
144-22 |
|
0.618 |
143-27 |
|
HIGH |
142-15 |
|
0.618 |
141-20 |
|
0.500 |
141-12 |
|
0.382 |
141-03 |
|
LOW |
140-08 |
|
0.618 |
138-28 |
|
1.000 |
138-01 |
|
1.618 |
136-21 |
|
2.618 |
134-14 |
|
4.250 |
130-26 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141-12 |
141-04 |
| PP |
141-09 |
141-04 |
| S1 |
141-07 |
141-04 |
|