ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 01-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
134-09 |
134-01 |
-0-08 |
-0.2% |
133-15 |
High |
134-16 |
134-15 |
-0-01 |
0.0% |
134-16 |
Low |
133-15 |
133-25 |
0-10 |
0.2% |
131-27 |
Close |
134-12 |
134-10 |
-0-02 |
0.0% |
134-12 |
Range |
1-01 |
0-22 |
-0-11 |
-33.3% |
2-21 |
ATR |
1-07 |
1-06 |
-0-01 |
-3.1% |
0-00 |
Volume |
112 |
30 |
-82 |
-73.2% |
244 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-08 |
135-31 |
134-22 |
|
R3 |
135-18 |
135-09 |
134-16 |
|
R2 |
134-28 |
134-28 |
134-14 |
|
R1 |
134-19 |
134-19 |
134-12 |
134-24 |
PP |
134-06 |
134-06 |
134-06 |
134-08 |
S1 |
133-29 |
133-29 |
134-08 |
134-02 |
S2 |
133-16 |
133-16 |
134-06 |
|
S3 |
132-26 |
133-07 |
134-04 |
|
S4 |
132-04 |
132-17 |
133-30 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-17 |
140-20 |
135-27 |
|
R3 |
138-28 |
137-31 |
135-03 |
|
R2 |
136-07 |
136-07 |
134-28 |
|
R1 |
135-10 |
135-10 |
134-20 |
135-24 |
PP |
133-18 |
133-18 |
133-18 |
133-26 |
S1 |
132-21 |
132-21 |
134-04 |
133-04 |
S2 |
130-29 |
130-29 |
133-28 |
|
S3 |
128-08 |
130-00 |
133-21 |
|
S4 |
125-19 |
127-11 |
132-29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-12 |
2.618 |
136-09 |
1.618 |
135-19 |
1.000 |
135-05 |
0.618 |
134-29 |
HIGH |
134-15 |
0.618 |
134-07 |
0.500 |
134-04 |
0.382 |
134-01 |
LOW |
133-25 |
0.618 |
133-11 |
1.000 |
133-03 |
1.618 |
132-21 |
2.618 |
131-31 |
4.250 |
130-28 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
134-08 |
134-06 |
PP |
134-06 |
134-03 |
S1 |
134-04 |
134-00 |
|