ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
133-15 |
133-15 |
0-00 |
0.0% |
138-16 |
| High |
133-20 |
134-04 |
0-16 |
0.4% |
138-17 |
| Low |
131-27 |
132-16 |
0-21 |
0.5% |
133-19 |
| Close |
133-14 |
132-23 |
-0-23 |
-0.5% |
133-19 |
| Range |
1-25 |
1-20 |
-0-05 |
-8.8% |
4-30 |
| ATR |
1-08 |
1-09 |
0-01 |
2.2% |
0-00 |
| Volume |
28 |
66 |
38 |
135.7% |
325 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-00 |
136-31 |
133-20 |
|
| R3 |
136-12 |
135-11 |
133-05 |
|
| R2 |
134-24 |
134-24 |
133-01 |
|
| R1 |
133-23 |
133-23 |
132-28 |
133-14 |
| PP |
133-04 |
133-04 |
133-04 |
132-31 |
| S1 |
132-03 |
132-03 |
132-18 |
131-26 |
| S2 |
131-16 |
131-16 |
132-13 |
|
| S3 |
129-28 |
130-15 |
132-09 |
|
| S4 |
128-08 |
128-27 |
131-26 |
|
|
| 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 |
141-01 |
|
2.618 |
138-12 |
|
1.618 |
136-24 |
|
1.000 |
135-24 |
|
0.618 |
135-04 |
|
HIGH |
134-04 |
|
0.618 |
133-16 |
|
0.500 |
133-10 |
|
0.382 |
133-04 |
|
LOW |
132-16 |
|
0.618 |
131-16 |
|
1.000 |
130-28 |
|
1.618 |
129-28 |
|
2.618 |
128-08 |
|
4.250 |
125-19 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-10 |
133-16 |
| PP |
133-04 |
133-07 |
| S1 |
132-29 |
132-31 |
|