ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
132-09 |
131-10 |
-0-31 |
-0.7% |
132-12 |
High |
132-09 |
131-16 |
-0-25 |
-0.6% |
133-06 |
Low |
130-31 |
131-02 |
0-03 |
0.1% |
131-13 |
Close |
131-07 |
131-07 |
0-00 |
0.0% |
133-01 |
Range |
1-10 |
0-14 |
-0-28 |
-66.7% |
1-25 |
ATR |
1-03 |
1-01 |
-0-01 |
-4.3% |
0-00 |
Volume |
1,116 |
2,266 |
1,150 |
103.0% |
2,296 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-18 |
132-11 |
131-15 |
|
R3 |
132-04 |
131-29 |
131-11 |
|
R2 |
131-22 |
131-22 |
131-10 |
|
R1 |
131-15 |
131-15 |
131-08 |
131-12 |
PP |
131-08 |
131-08 |
131-08 |
131-07 |
S1 |
131-01 |
131-01 |
131-06 |
130-30 |
S2 |
130-26 |
130-26 |
131-04 |
|
S3 |
130-12 |
130-19 |
131-03 |
|
S4 |
129-30 |
130-05 |
130-31 |
|
|
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 |
133-12 |
2.618 |
132-21 |
1.618 |
132-07 |
1.000 |
131-30 |
0.618 |
131-25 |
HIGH |
131-16 |
0.618 |
131-11 |
0.500 |
131-09 |
0.382 |
131-07 |
LOW |
131-02 |
0.618 |
130-25 |
1.000 |
130-20 |
1.618 |
130-11 |
2.618 |
129-29 |
4.250 |
129-06 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
131-09 |
132-10 |
PP |
131-08 |
131-30 |
S1 |
131-08 |
131-18 |
|