ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
133-04 |
132-09 |
-0-27 |
-0.6% |
132-12 |
| High |
133-20 |
132-09 |
-1-11 |
-1.0% |
133-06 |
| Low |
132-14 |
130-31 |
-1-15 |
-1.1% |
131-13 |
| Close |
132-23 |
131-07 |
-1-16 |
-1.1% |
133-01 |
| Range |
1-06 |
1-10 |
0-04 |
10.5% |
1-25 |
| ATR |
1-01 |
1-03 |
0-02 |
4.9% |
0-00 |
| Volume |
732 |
1,116 |
384 |
52.5% |
2,296 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-14 |
134-20 |
131-30 |
|
| R3 |
134-04 |
133-10 |
131-19 |
|
| R2 |
132-26 |
132-26 |
131-15 |
|
| R1 |
132-00 |
132-00 |
131-11 |
131-24 |
| PP |
131-16 |
131-16 |
131-16 |
131-12 |
| S1 |
130-22 |
130-22 |
131-03 |
130-14 |
| S2 |
130-06 |
130-06 |
130-31 |
|
| S3 |
128-28 |
129-12 |
130-27 |
|
| S4 |
127-18 |
128-02 |
130-16 |
|
|
| 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 |
137-28 |
|
2.618 |
135-23 |
|
1.618 |
134-13 |
|
1.000 |
133-19 |
|
0.618 |
133-03 |
|
HIGH |
132-09 |
|
0.618 |
131-25 |
|
0.500 |
131-20 |
|
0.382 |
131-15 |
|
LOW |
130-31 |
|
0.618 |
130-05 |
|
1.000 |
129-21 |
|
1.618 |
128-27 |
|
2.618 |
127-17 |
|
4.250 |
125-12 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-20 |
132-10 |
| PP |
131-16 |
131-30 |
| S1 |
131-11 |
131-18 |
|