ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
130-28 |
132-12 |
1-16 |
1.1% |
133-10 |
| High |
132-11 |
132-12 |
0-01 |
0.0% |
133-16 |
| Low |
130-12 |
131-15 |
1-03 |
0.8% |
130-12 |
| Close |
132-11 |
131-25 |
-0-18 |
-0.4% |
132-11 |
| Range |
1-31 |
0-29 |
-1-02 |
-54.0% |
3-04 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.7% |
0-00 |
| Volume |
1,046 |
628 |
-418 |
-40.0% |
2,805 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-19 |
134-03 |
132-09 |
|
| R3 |
133-22 |
133-06 |
132-01 |
|
| R2 |
132-25 |
132-25 |
131-30 |
|
| R1 |
132-09 |
132-09 |
131-28 |
132-02 |
| PP |
131-28 |
131-28 |
131-28 |
131-25 |
| S1 |
131-12 |
131-12 |
131-22 |
131-06 |
| S2 |
130-31 |
130-31 |
131-20 |
|
| S3 |
130-02 |
130-15 |
131-17 |
|
| S4 |
129-05 |
129-18 |
131-09 |
|
|
| 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 |
136-07 |
|
2.618 |
134-24 |
|
1.618 |
133-27 |
|
1.000 |
133-09 |
|
0.618 |
132-30 |
|
HIGH |
132-12 |
|
0.618 |
132-01 |
|
0.500 |
131-30 |
|
0.382 |
131-26 |
|
LOW |
131-15 |
|
0.618 |
130-29 |
|
1.000 |
130-18 |
|
1.618 |
130-00 |
|
2.618 |
129-03 |
|
4.250 |
127-20 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-30 |
131-23 |
| PP |
131-28 |
131-21 |
| S1 |
131-26 |
131-19 |
|