ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
133-03 |
134-00 |
0-29 |
0.7% |
138-16 |
| High |
133-24 |
134-16 |
0-24 |
0.6% |
138-17 |
| Low |
132-31 |
133-26 |
0-27 |
0.6% |
133-19 |
| Close |
133-17 |
134-04 |
0-19 |
0.4% |
133-19 |
| Range |
0-25 |
0-22 |
-0-03 |
-12.0% |
4-30 |
| ATR |
1-08 |
1-07 |
-0-01 |
-1.6% |
0-00 |
| Volume |
25 |
13 |
-12 |
-48.0% |
325 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-07 |
135-27 |
134-16 |
|
| R3 |
135-17 |
135-05 |
134-10 |
|
| R2 |
134-27 |
134-27 |
134-08 |
|
| R1 |
134-15 |
134-15 |
134-06 |
134-21 |
| PP |
134-05 |
134-05 |
134-05 |
134-08 |
| S1 |
133-25 |
133-25 |
134-02 |
133-31 |
| S2 |
133-15 |
133-15 |
134-00 |
|
| S3 |
132-25 |
133-03 |
133-30 |
|
| S4 |
132-03 |
132-13 |
133-24 |
|
|
| 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 |
137-14 |
|
2.618 |
136-10 |
|
1.618 |
135-20 |
|
1.000 |
135-06 |
|
0.618 |
134-30 |
|
HIGH |
134-16 |
|
0.618 |
134-08 |
|
0.500 |
134-05 |
|
0.382 |
134-02 |
|
LOW |
133-26 |
|
0.618 |
133-12 |
|
1.000 |
133-04 |
|
1.618 |
132-22 |
|
2.618 |
132-00 |
|
4.250 |
130-28 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-05 |
133-29 |
| PP |
134-05 |
133-23 |
| S1 |
134-04 |
133-16 |
|