ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 09-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
132-16 |
132-24 |
0-08 |
0.2% |
132-12 |
High |
133-06 |
133-04 |
-0-02 |
0.0% |
133-06 |
Low |
132-15 |
132-20 |
0-05 |
0.1% |
131-13 |
Close |
132-28 |
133-01 |
0-05 |
0.1% |
133-01 |
Range |
0-23 |
0-16 |
-0-07 |
-30.4% |
1-25 |
ATR |
1-02 |
1-01 |
-0-01 |
-3.8% |
0-00 |
Volume |
594 |
307 |
-287 |
-48.3% |
2,296 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-14 |
134-07 |
133-10 |
|
R3 |
133-30 |
133-23 |
133-05 |
|
R2 |
133-14 |
133-14 |
133-04 |
|
R1 |
133-07 |
133-07 |
133-02 |
133-10 |
PP |
132-30 |
132-30 |
132-30 |
132-31 |
S1 |
132-23 |
132-23 |
133-00 |
132-26 |
S2 |
132-14 |
132-14 |
132-30 |
|
S3 |
131-30 |
132-07 |
132-29 |
|
S4 |
131-14 |
131-23 |
132-24 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-28 |
137-08 |
134-00 |
|
R3 |
136-03 |
135-15 |
133-17 |
|
R2 |
134-10 |
134-10 |
133-11 |
|
R1 |
133-22 |
133-22 |
133-06 |
134-00 |
PP |
132-17 |
132-17 |
132-17 |
132-22 |
S1 |
131-29 |
131-29 |
132-28 |
132-07 |
S2 |
130-24 |
130-24 |
132-23 |
|
S3 |
128-31 |
130-04 |
132-17 |
|
S4 |
127-06 |
128-11 |
132-02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-08 |
2.618 |
134-14 |
1.618 |
133-30 |
1.000 |
133-20 |
0.618 |
133-14 |
HIGH |
133-04 |
0.618 |
132-30 |
0.500 |
132-28 |
0.382 |
132-26 |
LOW |
132-20 |
0.618 |
132-10 |
1.000 |
132-04 |
1.618 |
131-26 |
2.618 |
131-10 |
4.250 |
130-16 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
132-31 |
132-28 |
PP |
132-30 |
132-22 |
S1 |
132-28 |
132-16 |
|