ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
134-24 |
134-28 |
0-04 |
0.1% |
133-15 |
| High |
134-24 |
135-01 |
0-09 |
0.2% |
134-16 |
| Low |
134-13 |
134-03 |
-0-10 |
-0.2% |
131-27 |
| Close |
134-17 |
134-03 |
-0-14 |
-0.3% |
134-12 |
| Range |
0-11 |
0-30 |
0-19 |
172.7% |
2-21 |
| ATR |
1-04 |
1-04 |
0-00 |
-1.2% |
0-00 |
| Volume |
14 |
9 |
-5 |
-35.7% |
244 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-07 |
136-19 |
134-20 |
|
| R3 |
136-09 |
135-21 |
134-11 |
|
| R2 |
135-11 |
135-11 |
134-08 |
|
| R1 |
134-23 |
134-23 |
134-06 |
134-18 |
| PP |
134-13 |
134-13 |
134-13 |
134-10 |
| S1 |
133-25 |
133-25 |
134-00 |
133-20 |
| S2 |
133-15 |
133-15 |
133-30 |
|
| S3 |
132-17 |
132-27 |
133-27 |
|
| S4 |
131-19 |
131-29 |
133-18 |
|
|
| 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 |
139-00 |
|
2.618 |
137-16 |
|
1.618 |
136-18 |
|
1.000 |
135-31 |
|
0.618 |
135-20 |
|
HIGH |
135-01 |
|
0.618 |
134-22 |
|
0.500 |
134-18 |
|
0.382 |
134-14 |
|
LOW |
134-03 |
|
0.618 |
133-16 |
|
1.000 |
133-05 |
|
1.618 |
132-18 |
|
2.618 |
131-20 |
|
4.250 |
130-04 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-18 |
134-13 |
| PP |
134-13 |
134-10 |
| S1 |
134-08 |
134-06 |
|