ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
136-01 |
134-15 |
-1-18 |
-1.1% |
138-16 |
High |
136-02 |
135-04 |
-0-30 |
-0.7% |
138-17 |
Low |
134-10 |
133-19 |
-0-23 |
-0.5% |
133-19 |
Close |
134-22 |
133-19 |
-1-03 |
-0.8% |
133-19 |
Range |
1-24 |
1-17 |
-0-07 |
-12.5% |
4-30 |
ATR |
1-06 |
1-06 |
0-01 |
2.2% |
0-00 |
Volume |
106 |
67 |
-39 |
-36.8% |
325 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-22 |
137-22 |
134-14 |
|
R3 |
137-05 |
136-05 |
134-00 |
|
R2 |
135-20 |
135-20 |
133-28 |
|
R1 |
134-20 |
134-20 |
133-23 |
134-12 |
PP |
134-03 |
134-03 |
134-03 |
133-31 |
S1 |
133-03 |
133-03 |
133-15 |
132-26 |
S2 |
132-18 |
132-18 |
133-10 |
|
S3 |
131-01 |
131-18 |
133-06 |
|
S4 |
129-16 |
130-01 |
132-24 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-02 |
146-24 |
136-10 |
|
R3 |
145-04 |
141-26 |
134-30 |
|
R2 |
140-06 |
140-06 |
134-16 |
|
R1 |
136-28 |
136-28 |
134-01 |
136-02 |
PP |
135-08 |
135-08 |
135-08 |
134-26 |
S1 |
131-30 |
131-30 |
133-05 |
131-04 |
S2 |
130-10 |
130-10 |
132-22 |
|
S3 |
125-12 |
127-00 |
132-08 |
|
S4 |
120-14 |
122-02 |
130-28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-20 |
2.618 |
139-04 |
1.618 |
137-19 |
1.000 |
136-21 |
0.618 |
136-02 |
HIGH |
135-04 |
0.618 |
134-17 |
0.500 |
134-12 |
0.382 |
134-06 |
LOW |
133-19 |
0.618 |
132-21 |
1.000 |
132-02 |
1.618 |
131-04 |
2.618 |
129-19 |
4.250 |
127-03 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
134-12 |
135-26 |
PP |
134-03 |
135-02 |
S1 |
133-27 |
134-11 |
|