ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
133-10 |
134-09 |
0-31 |
0.7% |
132-15 |
High |
134-03 |
134-14 |
0-11 |
0.3% |
134-12 |
Low |
133-10 |
134-02 |
0-24 |
0.6% |
132-02 |
Close |
134-02 |
134-02 |
0-00 |
0.0% |
134-02 |
Range |
0-25 |
0-12 |
-0-13 |
-52.0% |
2-10 |
ATR |
1-04 |
1-02 |
-0-02 |
-4.8% |
0-00 |
Volume |
73 |
188 |
115 |
157.5% |
327 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-10 |
135-02 |
134-09 |
|
R3 |
134-30 |
134-22 |
134-05 |
|
R2 |
134-18 |
134-18 |
134-04 |
|
R1 |
134-10 |
134-10 |
134-03 |
134-08 |
PP |
134-06 |
134-06 |
134-06 |
134-05 |
S1 |
133-30 |
133-30 |
134-01 |
133-28 |
S2 |
133-26 |
133-26 |
134-00 |
|
S3 |
133-14 |
133-18 |
133-31 |
|
S4 |
133-02 |
133-06 |
133-27 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-14 |
139-18 |
135-11 |
|
R3 |
138-04 |
137-08 |
134-22 |
|
R2 |
135-26 |
135-26 |
134-16 |
|
R1 |
134-30 |
134-30 |
134-09 |
135-12 |
PP |
133-16 |
133-16 |
133-16 |
133-23 |
S1 |
132-20 |
132-20 |
133-27 |
133-02 |
S2 |
131-06 |
131-06 |
133-20 |
|
S3 |
128-28 |
130-10 |
133-14 |
|
S4 |
126-18 |
128-00 |
132-25 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-01 |
2.618 |
135-13 |
1.618 |
135-01 |
1.000 |
134-26 |
0.618 |
134-21 |
HIGH |
134-14 |
0.618 |
134-09 |
0.500 |
134-08 |
0.382 |
134-07 |
LOW |
134-02 |
0.618 |
133-27 |
1.000 |
133-22 |
1.618 |
133-15 |
2.618 |
133-03 |
4.250 |
132-15 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
134-08 |
133-31 |
PP |
134-06 |
133-28 |
S1 |
134-04 |
133-26 |
|