ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
141-01 |
139-16 |
-1-17 |
-1.1% |
140-05 |
| High |
141-22 |
139-27 |
-1-27 |
-1.3% |
142-15 |
| Low |
139-10 |
138-22 |
-0-20 |
-0.4% |
139-10 |
| Close |
139-25 |
138-29 |
-0-28 |
-0.6% |
139-25 |
| Range |
2-12 |
1-05 |
-1-07 |
-51.3% |
3-05 |
| ATR |
1-17 |
1-17 |
-0-01 |
-1.8% |
0-00 |
| Volume |
579,901 |
408,715 |
-171,186 |
-29.5% |
2,680,336 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-20 |
141-29 |
139-17 |
|
| R3 |
141-15 |
140-24 |
139-07 |
|
| R2 |
140-10 |
140-10 |
139-04 |
|
| R1 |
139-19 |
139-19 |
139-00 |
139-12 |
| PP |
139-05 |
139-05 |
139-05 |
139-01 |
| S1 |
138-14 |
138-14 |
138-26 |
138-07 |
| S2 |
138-00 |
138-00 |
138-22 |
|
| S3 |
136-27 |
137-09 |
138-19 |
|
| S4 |
135-22 |
136-04 |
138-09 |
|
|
| 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 |
144-24 |
|
2.618 |
142-28 |
|
1.618 |
141-23 |
|
1.000 |
141-00 |
|
0.618 |
140-18 |
|
HIGH |
139-27 |
|
0.618 |
139-13 |
|
0.500 |
139-08 |
|
0.382 |
139-04 |
|
LOW |
138-22 |
|
0.618 |
137-31 |
|
1.000 |
137-17 |
|
1.618 |
136-26 |
|
2.618 |
135-21 |
|
4.250 |
133-25 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139-08 |
140-18 |
| PP |
139-05 |
140-01 |
| S1 |
139-01 |
139-15 |
|