ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
132-26 |
130-28 |
-1-30 |
-1.5% |
133-10 |
| High |
132-26 |
132-11 |
-0-15 |
-0.4% |
133-16 |
| Low |
130-17 |
130-12 |
-0-05 |
-0.1% |
130-12 |
| Close |
130-19 |
132-11 |
1-24 |
1.3% |
132-11 |
| Range |
2-09 |
1-31 |
-0-10 |
-13.7% |
3-04 |
| ATR |
1-04 |
1-06 |
0-02 |
5.4% |
0-00 |
| Volume |
1,241 |
1,046 |
-195 |
-15.7% |
2,805 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-19 |
136-30 |
133-14 |
|
| R3 |
135-20 |
134-31 |
132-28 |
|
| R2 |
133-21 |
133-21 |
132-23 |
|
| R1 |
133-00 |
133-00 |
132-17 |
133-10 |
| PP |
131-22 |
131-22 |
131-22 |
131-27 |
| S1 |
131-01 |
131-01 |
132-05 |
131-12 |
| S2 |
129-23 |
129-23 |
131-31 |
|
| S3 |
127-24 |
129-02 |
131-26 |
|
| S4 |
125-25 |
127-03 |
131-08 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-14 |
140-01 |
134-02 |
|
| R3 |
138-10 |
136-29 |
133-06 |
|
| R2 |
135-06 |
135-06 |
132-29 |
|
| R1 |
133-25 |
133-25 |
132-20 |
132-30 |
| PP |
132-02 |
132-02 |
132-02 |
131-21 |
| S1 |
130-21 |
130-21 |
132-02 |
129-26 |
| S2 |
128-30 |
128-30 |
131-25 |
|
| S3 |
125-26 |
127-17 |
131-16 |
|
| S4 |
122-22 |
124-13 |
130-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-23 |
|
2.618 |
137-16 |
|
1.618 |
135-17 |
|
1.000 |
134-10 |
|
0.618 |
133-18 |
|
HIGH |
132-11 |
|
0.618 |
131-19 |
|
0.500 |
131-12 |
|
0.382 |
131-04 |
|
LOW |
130-12 |
|
0.618 |
129-05 |
|
1.000 |
128-13 |
|
1.618 |
127-06 |
|
2.618 |
125-07 |
|
4.250 |
122-00 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-00 |
132-03 |
| PP |
131-22 |
131-27 |
| S1 |
131-12 |
131-20 |
|