ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
134-00 |
130-29 |
-3-03 |
-2.3% |
134-01 |
| High |
134-01 |
132-05 |
-1-28 |
-1.4% |
135-01 |
| Low |
131-00 |
130-29 |
-0-03 |
-0.1% |
131-00 |
| Close |
131-06 |
132-01 |
0-27 |
0.6% |
131-06 |
| Range |
3-01 |
1-08 |
-1-25 |
-58.8% |
4-01 |
| ATR |
1-08 |
1-08 |
0-00 |
0.0% |
0-00 |
| Volume |
28 |
49 |
21 |
75.0% |
81 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-14 |
135-00 |
132-23 |
|
| R3 |
134-06 |
133-24 |
132-12 |
|
| R2 |
132-30 |
132-30 |
132-08 |
|
| R1 |
132-16 |
132-16 |
132-05 |
132-23 |
| PP |
131-22 |
131-22 |
131-22 |
131-26 |
| S1 |
131-08 |
131-08 |
131-29 |
131-15 |
| S2 |
130-14 |
130-14 |
131-26 |
|
| S3 |
129-06 |
130-00 |
131-22 |
|
| S4 |
127-30 |
128-24 |
131-11 |
|
|
| 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 |
137-15 |
|
2.618 |
135-14 |
|
1.618 |
134-06 |
|
1.000 |
133-13 |
|
0.618 |
132-30 |
|
HIGH |
132-05 |
|
0.618 |
131-22 |
|
0.500 |
131-17 |
|
0.382 |
131-12 |
|
LOW |
130-29 |
|
0.618 |
130-04 |
|
1.000 |
129-21 |
|
1.618 |
128-28 |
|
2.618 |
127-20 |
|
4.250 |
125-19 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-28 |
132-31 |
| PP |
131-22 |
132-21 |
| S1 |
131-17 |
132-11 |
|