ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
139-00 |
138-16 |
-0-16 |
-0.4% |
138-00 |
High |
139-20 |
138-17 |
-1-03 |
-0.8% |
139-20 |
Low |
138-27 |
138-01 |
-0-26 |
-0.6% |
136-24 |
Close |
138-27 |
138-01 |
-0-26 |
-0.6% |
138-27 |
Range |
0-25 |
0-16 |
-0-09 |
-36.0% |
2-28 |
ATR |
|
|
|
|
|
Volume |
15 |
102 |
87 |
580.0% |
160 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-22 |
139-12 |
138-10 |
|
R3 |
139-06 |
138-28 |
138-05 |
|
R2 |
138-22 |
138-22 |
138-04 |
|
R1 |
138-12 |
138-12 |
138-02 |
138-09 |
PP |
138-06 |
138-06 |
138-06 |
138-05 |
S1 |
137-28 |
137-28 |
138-00 |
137-25 |
S2 |
137-22 |
137-22 |
137-30 |
|
S3 |
137-06 |
137-12 |
137-29 |
|
S4 |
136-22 |
136-28 |
137-24 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-01 |
145-26 |
140-14 |
|
R3 |
144-05 |
142-30 |
139-20 |
|
R2 |
141-09 |
141-09 |
139-12 |
|
R1 |
140-02 |
140-02 |
139-03 |
140-22 |
PP |
138-13 |
138-13 |
138-13 |
138-23 |
S1 |
137-06 |
137-06 |
138-19 |
137-26 |
S2 |
135-17 |
135-17 |
138-10 |
|
S3 |
132-21 |
134-10 |
138-02 |
|
S4 |
129-25 |
131-14 |
137-08 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-21 |
2.618 |
139-27 |
1.618 |
139-11 |
1.000 |
139-01 |
0.618 |
138-27 |
HIGH |
138-17 |
0.618 |
138-11 |
0.500 |
138-09 |
0.382 |
138-07 |
LOW |
138-01 |
0.618 |
137-23 |
1.000 |
137-17 |
1.618 |
137-07 |
2.618 |
136-23 |
4.250 |
135-29 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
138-09 |
138-26 |
PP |
138-06 |
138-18 |
S1 |
138-04 |
138-10 |
|