ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
134-06 |
133-23 |
-0-15 |
-0.3% |
132-15 |
| High |
134-06 |
133-23 |
-0-15 |
-0.3% |
134-12 |
| Low |
133-15 |
132-17 |
-0-30 |
-0.7% |
132-02 |
| Close |
133-20 |
132-21 |
-0-31 |
-0.7% |
134-02 |
| Range |
0-23 |
1-06 |
0-15 |
65.2% |
2-10 |
| ATR |
1-01 |
1-02 |
0-00 |
1.0% |
0-00 |
| Volume |
39 |
73 |
34 |
87.2% |
327 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-17 |
135-25 |
133-10 |
|
| R3 |
135-11 |
134-19 |
132-31 |
|
| R2 |
134-05 |
134-05 |
132-28 |
|
| R1 |
133-13 |
133-13 |
132-24 |
133-06 |
| PP |
132-31 |
132-31 |
132-31 |
132-28 |
| S1 |
132-07 |
132-07 |
132-18 |
132-00 |
| S2 |
131-25 |
131-25 |
132-14 |
|
| S3 |
130-19 |
131-01 |
132-11 |
|
| S4 |
129-13 |
129-27 |
132-00 |
|
|
| 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 |
138-24 |
|
2.618 |
136-26 |
|
1.618 |
135-20 |
|
1.000 |
134-29 |
|
0.618 |
134-14 |
|
HIGH |
133-23 |
|
0.618 |
133-08 |
|
0.500 |
133-04 |
|
0.382 |
133-00 |
|
LOW |
132-17 |
|
0.618 |
131-26 |
|
1.000 |
131-11 |
|
1.618 |
130-20 |
|
2.618 |
129-14 |
|
4.250 |
127-16 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-04 |
133-16 |
| PP |
132-31 |
133-07 |
| S1 |
132-26 |
132-30 |
|