ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
132-18 |
132-14 |
-0-04 |
-0.1% |
134-09 |
High |
132-31 |
132-27 |
-0-04 |
-0.1% |
134-14 |
Low |
132-14 |
131-09 |
-1-05 |
-0.9% |
132-05 |
Close |
132-16 |
132-16 |
0-00 |
0.0% |
133-09 |
Range |
0-17 |
1-18 |
1-01 |
194.1% |
2-09 |
ATR |
1-00 |
1-01 |
0-01 |
4.1% |
0-00 |
Volume |
91 |
178 |
87 |
95.6% |
674 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-29 |
136-08 |
133-12 |
|
R3 |
135-11 |
134-22 |
132-30 |
|
R2 |
133-25 |
133-25 |
132-25 |
|
R1 |
133-04 |
133-04 |
132-21 |
133-14 |
PP |
132-07 |
132-07 |
132-07 |
132-12 |
S1 |
131-18 |
131-18 |
132-11 |
131-28 |
S2 |
130-21 |
130-21 |
132-07 |
|
S3 |
129-03 |
130-00 |
132-02 |
|
S4 |
127-17 |
128-14 |
131-20 |
|
|
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 |
139-16 |
2.618 |
136-30 |
1.618 |
135-12 |
1.000 |
134-13 |
0.618 |
133-26 |
HIGH |
132-27 |
0.618 |
132-08 |
0.500 |
132-02 |
0.382 |
131-28 |
LOW |
131-09 |
0.618 |
130-10 |
1.000 |
129-23 |
1.618 |
128-24 |
2.618 |
127-06 |
4.250 |
124-20 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
132-11 |
132-15 |
PP |
132-07 |
132-14 |
S1 |
132-02 |
132-12 |
|