ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
132-28 |
132-15 |
-0-13 |
-0.3% |
130-29 |
| High |
133-16 |
133-10 |
-0-06 |
-0.1% |
133-16 |
| Low |
132-15 |
132-02 |
-0-13 |
-0.3% |
130-29 |
| Close |
132-15 |
133-04 |
0-21 |
0.5% |
132-15 |
| Range |
1-01 |
1-08 |
0-07 |
21.2% |
2-19 |
| ATR |
1-06 |
1-06 |
0-00 |
0.3% |
0-00 |
| Volume |
39 |
128 |
89 |
228.2% |
390 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-19 |
136-03 |
133-26 |
|
| R3 |
135-11 |
134-27 |
133-15 |
|
| R2 |
134-03 |
134-03 |
133-11 |
|
| R1 |
133-19 |
133-19 |
133-08 |
133-27 |
| PP |
132-27 |
132-27 |
132-27 |
132-30 |
| S1 |
132-11 |
132-11 |
133-00 |
132-19 |
| S2 |
131-19 |
131-19 |
132-29 |
|
| S3 |
130-11 |
131-03 |
132-25 |
|
| S4 |
129-03 |
129-27 |
132-14 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-02 |
138-28 |
133-29 |
|
| R3 |
137-15 |
136-09 |
133-06 |
|
| R2 |
134-28 |
134-28 |
132-30 |
|
| R1 |
133-22 |
133-22 |
132-23 |
134-09 |
| PP |
132-09 |
132-09 |
132-09 |
132-19 |
| S1 |
131-03 |
131-03 |
132-07 |
131-22 |
| S2 |
129-22 |
129-22 |
132-00 |
|
| S3 |
127-03 |
128-16 |
131-24 |
|
| S4 |
124-16 |
125-29 |
131-01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-20 |
|
2.618 |
136-19 |
|
1.618 |
135-11 |
|
1.000 |
134-18 |
|
0.618 |
134-03 |
|
HIGH |
133-10 |
|
0.618 |
132-27 |
|
0.500 |
132-22 |
|
0.382 |
132-17 |
|
LOW |
132-02 |
|
0.618 |
131-09 |
|
1.000 |
130-26 |
|
1.618 |
130-01 |
|
2.618 |
128-25 |
|
4.250 |
126-24 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-31 |
133-00 |
| PP |
132-27 |
132-29 |
| S1 |
132-22 |
132-25 |
|