ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
134-28 |
134-00 |
-0-28 |
-0.6% |
134-01 |
High |
135-01 |
134-01 |
-1-00 |
-0.7% |
135-01 |
Low |
134-03 |
131-00 |
-3-03 |
-2.3% |
131-00 |
Close |
134-03 |
131-06 |
-2-29 |
-2.2% |
131-06 |
Range |
0-30 |
3-01 |
2-03 |
223.3% |
4-01 |
ATR |
1-04 |
1-08 |
0-05 |
12.7% |
0-00 |
Volume |
9 |
28 |
19 |
211.1% |
81 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-05 |
139-07 |
132-27 |
|
R3 |
138-04 |
136-06 |
132-01 |
|
R2 |
135-03 |
135-03 |
131-24 |
|
R1 |
133-05 |
133-05 |
131-15 |
132-20 |
PP |
132-02 |
132-02 |
132-02 |
131-26 |
S1 |
130-04 |
130-04 |
130-29 |
129-18 |
S2 |
129-01 |
129-01 |
130-20 |
|
S3 |
126-00 |
127-03 |
130-11 |
|
S4 |
122-31 |
124-02 |
129-17 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-16 |
141-28 |
133-13 |
|
R3 |
140-15 |
137-27 |
132-09 |
|
R2 |
136-14 |
136-14 |
131-30 |
|
R1 |
133-26 |
133-26 |
131-18 |
133-04 |
PP |
132-13 |
132-13 |
132-13 |
132-02 |
S1 |
129-25 |
129-25 |
130-26 |
129-02 |
S2 |
128-12 |
128-12 |
130-14 |
|
S3 |
124-11 |
125-24 |
130-03 |
|
S4 |
120-10 |
121-23 |
128-31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
146-29 |
2.618 |
141-31 |
1.618 |
138-30 |
1.000 |
137-02 |
0.618 |
135-29 |
HIGH |
134-01 |
0.618 |
132-28 |
0.500 |
132-16 |
0.382 |
132-05 |
LOW |
131-00 |
0.618 |
129-04 |
1.000 |
127-31 |
1.618 |
126-03 |
2.618 |
123-02 |
4.250 |
118-04 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
132-16 |
133-00 |
PP |
132-02 |
132-13 |
S1 |
131-20 |
131-26 |
|