ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
140-29 |
141-01 |
0-04 |
0.1% |
140-05 |
High |
142-15 |
141-22 |
-0-25 |
-0.5% |
142-15 |
Low |
140-08 |
139-10 |
-0-30 |
-0.7% |
139-10 |
Close |
141-05 |
139-25 |
-1-12 |
-1.0% |
139-25 |
Range |
2-07 |
2-12 |
0-05 |
7.0% |
3-05 |
ATR |
1-15 |
1-17 |
0-02 |
4.3% |
0-00 |
Volume |
630,695 |
579,901 |
-50,794 |
-8.1% |
2,680,336 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-12 |
145-31 |
141-03 |
|
R3 |
145-00 |
143-19 |
140-14 |
|
R2 |
142-20 |
142-20 |
140-07 |
|
R1 |
141-07 |
141-07 |
140-00 |
140-24 |
PP |
140-08 |
140-08 |
140-08 |
140-01 |
S1 |
138-27 |
138-27 |
139-18 |
138-12 |
S2 |
137-28 |
137-28 |
139-11 |
|
S3 |
135-16 |
136-15 |
139-04 |
|
S4 |
133-04 |
134-03 |
138-15 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-00 |
148-01 |
141-17 |
|
R3 |
146-27 |
144-28 |
140-21 |
|
R2 |
143-22 |
143-22 |
140-12 |
|
R1 |
141-23 |
141-23 |
140-02 |
141-04 |
PP |
140-17 |
140-17 |
140-17 |
140-07 |
S1 |
138-18 |
138-18 |
139-16 |
137-31 |
S2 |
137-12 |
137-12 |
139-06 |
|
S3 |
134-07 |
135-13 |
138-29 |
|
S4 |
131-02 |
132-08 |
138-01 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
151-25 |
2.618 |
147-29 |
1.618 |
145-17 |
1.000 |
144-02 |
0.618 |
143-05 |
HIGH |
141-22 |
0.618 |
140-25 |
0.500 |
140-16 |
0.382 |
140-07 |
LOW |
139-10 |
0.618 |
137-27 |
1.000 |
136-30 |
1.618 |
135-15 |
2.618 |
133-03 |
4.250 |
129-07 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
140-16 |
140-28 |
PP |
140-08 |
140-17 |
S1 |
140-01 |
140-05 |
|