ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 29-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
133-05 |
133-10 |
0-05 |
0.1% |
134-09 |
High |
133-13 |
133-16 |
0-03 |
0.1% |
134-14 |
Low |
133-00 |
132-14 |
-0-18 |
-0.4% |
132-05 |
Close |
133-09 |
132-23 |
-0-18 |
-0.4% |
133-09 |
Range |
0-13 |
1-02 |
0-21 |
161.5% |
2-09 |
ATR |
1-01 |
1-01 |
0-00 |
0.3% |
0-00 |
Volume |
123 |
249 |
126 |
102.4% |
674 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-02 |
135-15 |
133-10 |
|
R3 |
135-00 |
134-13 |
133-00 |
|
R2 |
133-30 |
133-30 |
132-29 |
|
R1 |
133-11 |
133-11 |
132-26 |
133-04 |
PP |
132-28 |
132-28 |
132-28 |
132-25 |
S1 |
132-09 |
132-09 |
132-20 |
132-02 |
S2 |
131-26 |
131-26 |
132-17 |
|
S3 |
130-24 |
131-07 |
132-14 |
|
S4 |
129-22 |
130-05 |
132-04 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-04 |
139-00 |
134-17 |
|
R3 |
137-27 |
136-23 |
133-29 |
|
R2 |
135-18 |
135-18 |
133-22 |
|
R1 |
134-14 |
134-14 |
133-16 |
133-28 |
PP |
133-09 |
133-09 |
133-09 |
133-00 |
S1 |
132-05 |
132-05 |
133-02 |
131-18 |
S2 |
131-00 |
131-00 |
132-28 |
|
S3 |
128-23 |
129-28 |
132-21 |
|
S4 |
126-14 |
127-19 |
132-01 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-00 |
2.618 |
136-09 |
1.618 |
135-07 |
1.000 |
134-18 |
0.618 |
134-05 |
HIGH |
133-16 |
0.618 |
133-03 |
0.500 |
132-31 |
0.382 |
132-27 |
LOW |
132-14 |
0.618 |
131-25 |
1.000 |
131-12 |
1.618 |
130-23 |
2.618 |
129-21 |
4.250 |
127-30 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
132-31 |
132-26 |
PP |
132-28 |
132-25 |
S1 |
132-26 |
132-24 |
|