ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
134-09 |
134-06 |
-0-03 |
-0.1% |
132-15 |
| High |
134-14 |
134-06 |
-0-08 |
-0.2% |
134-12 |
| Low |
134-02 |
133-15 |
-0-19 |
-0.4% |
132-02 |
| Close |
134-02 |
133-20 |
-0-14 |
-0.3% |
134-02 |
| Range |
0-12 |
0-23 |
0-11 |
91.7% |
2-10 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.3% |
0-00 |
| Volume |
188 |
39 |
-149 |
-79.3% |
327 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-29 |
135-16 |
134-01 |
|
| R3 |
135-06 |
134-25 |
133-26 |
|
| R2 |
134-15 |
134-15 |
133-24 |
|
| R1 |
134-02 |
134-02 |
133-22 |
133-29 |
| PP |
133-24 |
133-24 |
133-24 |
133-22 |
| S1 |
133-11 |
133-11 |
133-18 |
133-06 |
| S2 |
133-01 |
133-01 |
133-16 |
|
| S3 |
132-10 |
132-20 |
133-14 |
|
| S4 |
131-19 |
131-29 |
133-07 |
|
|
| 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 |
137-08 |
|
2.618 |
136-02 |
|
1.618 |
135-11 |
|
1.000 |
134-29 |
|
0.618 |
134-20 |
|
HIGH |
134-06 |
|
0.618 |
133-29 |
|
0.500 |
133-26 |
|
0.382 |
133-24 |
|
LOW |
133-15 |
|
0.618 |
133-01 |
|
1.000 |
132-24 |
|
1.618 |
132-10 |
|
2.618 |
131-19 |
|
4.250 |
130-13 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-26 |
133-28 |
| PP |
133-24 |
133-25 |
| S1 |
133-22 |
133-23 |
|