ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
132-14 |
132-26 |
0-12 |
0.3% |
134-09 |
| High |
132-27 |
132-26 |
-0-01 |
0.0% |
134-14 |
| Low |
131-09 |
130-17 |
-0-24 |
-0.6% |
132-05 |
| Close |
132-16 |
130-19 |
-1-29 |
-1.4% |
133-09 |
| Range |
1-18 |
2-09 |
0-23 |
46.0% |
2-09 |
| ATR |
1-01 |
1-04 |
0-03 |
8.7% |
0-00 |
| Volume |
178 |
1,241 |
1,063 |
597.2% |
674 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-05 |
136-21 |
131-27 |
|
| R3 |
135-28 |
134-12 |
131-07 |
|
| R2 |
133-19 |
133-19 |
131-00 |
|
| R1 |
132-03 |
132-03 |
130-26 |
131-22 |
| PP |
131-10 |
131-10 |
131-10 |
131-04 |
| S1 |
129-26 |
129-26 |
130-12 |
129-14 |
| S2 |
129-01 |
129-01 |
130-06 |
|
| S3 |
126-24 |
127-17 |
129-31 |
|
| S4 |
124-15 |
125-08 |
129-11 |
|
|
| 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 |
142-16 |
|
2.618 |
138-25 |
|
1.618 |
136-16 |
|
1.000 |
135-03 |
|
0.618 |
134-07 |
|
HIGH |
132-26 |
|
0.618 |
131-30 |
|
0.500 |
131-22 |
|
0.382 |
131-13 |
|
LOW |
130-17 |
|
0.618 |
129-04 |
|
1.000 |
128-08 |
|
1.618 |
126-27 |
|
2.618 |
124-18 |
|
4.250 |
120-27 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-22 |
131-24 |
| PP |
131-10 |
131-12 |
| S1 |
130-30 |
130-31 |
|