ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
133-23 |
132-23 |
-1-00 |
-0.7% |
132-15 |
| High |
133-23 |
132-30 |
-0-25 |
-0.6% |
134-12 |
| Low |
132-17 |
132-05 |
-0-12 |
-0.3% |
132-02 |
| Close |
132-21 |
132-18 |
-0-03 |
-0.1% |
134-02 |
| Range |
1-06 |
0-25 |
-0-13 |
-34.2% |
2-10 |
| ATR |
1-02 |
1-01 |
-0-01 |
-1.8% |
0-00 |
| Volume |
73 |
251 |
178 |
243.8% |
327 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-29 |
134-16 |
133-00 |
|
| R3 |
134-04 |
133-23 |
132-25 |
|
| R2 |
133-11 |
133-11 |
132-23 |
|
| R1 |
132-30 |
132-30 |
132-20 |
132-24 |
| PP |
132-18 |
132-18 |
132-18 |
132-14 |
| S1 |
132-05 |
132-05 |
132-16 |
131-31 |
| S2 |
131-25 |
131-25 |
132-13 |
|
| S3 |
131-00 |
131-12 |
132-11 |
|
| S4 |
130-07 |
130-19 |
132-04 |
|
|
| 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 |
136-08 |
|
2.618 |
134-31 |
|
1.618 |
134-06 |
|
1.000 |
133-23 |
|
0.618 |
133-13 |
|
HIGH |
132-30 |
|
0.618 |
132-20 |
|
0.500 |
132-18 |
|
0.382 |
132-15 |
|
LOW |
132-05 |
|
0.618 |
131-22 |
|
1.000 |
131-12 |
|
1.618 |
130-29 |
|
2.618 |
130-04 |
|
4.250 |
128-27 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-18 |
133-06 |
| PP |
132-18 |
132-31 |
| S1 |
132-18 |
132-24 |
|