ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
138-00 |
136-01 |
-1-31 |
-1.4% |
138-00 |
| High |
138-01 |
136-02 |
-1-31 |
-1.4% |
139-20 |
| Low |
136-03 |
134-10 |
-1-25 |
-1.3% |
136-24 |
| Close |
136-18 |
134-22 |
-1-28 |
-1.4% |
138-27 |
| Range |
1-30 |
1-24 |
-0-06 |
-9.7% |
2-28 |
| ATR |
1-03 |
1-06 |
0-03 |
7.6% |
0-00 |
| Volume |
16 |
106 |
90 |
562.5% |
160 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-09 |
139-07 |
135-21 |
|
| R3 |
138-17 |
137-15 |
135-05 |
|
| R2 |
136-25 |
136-25 |
135-00 |
|
| R1 |
135-23 |
135-23 |
134-27 |
135-12 |
| PP |
135-01 |
135-01 |
135-01 |
134-27 |
| S1 |
133-31 |
133-31 |
134-17 |
133-20 |
| S2 |
133-09 |
133-09 |
134-12 |
|
| S3 |
131-17 |
132-07 |
134-07 |
|
| S4 |
129-25 |
130-15 |
133-23 |
|
|
| 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 |
143-16 |
|
2.618 |
140-21 |
|
1.618 |
138-29 |
|
1.000 |
137-26 |
|
0.618 |
137-05 |
|
HIGH |
136-02 |
|
0.618 |
135-13 |
|
0.500 |
135-06 |
|
0.382 |
134-31 |
|
LOW |
134-10 |
|
0.618 |
133-07 |
|
1.000 |
132-18 |
|
1.618 |
131-15 |
|
2.618 |
129-23 |
|
4.250 |
126-28 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-06 |
136-07 |
| PP |
135-01 |
135-23 |
| S1 |
134-27 |
135-06 |
|