ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
131-10 |
131-10 |
0-00 |
0.0% |
132-12 |
High |
131-16 |
131-13 |
-0-03 |
-0.1% |
133-06 |
Low |
131-02 |
129-20 |
-1-14 |
-1.1% |
131-13 |
Close |
131-07 |
130-20 |
-0-19 |
-0.5% |
133-01 |
Range |
0-14 |
1-25 |
1-11 |
307.1% |
1-25 |
ATR |
1-01 |
1-03 |
0-02 |
5.0% |
0-00 |
Volume |
2,266 |
1,537 |
-729 |
-32.2% |
2,296 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-29 |
135-01 |
131-19 |
|
R3 |
134-04 |
133-08 |
131-04 |
|
R2 |
132-11 |
132-11 |
130-30 |
|
R1 |
131-15 |
131-15 |
130-25 |
131-00 |
PP |
130-18 |
130-18 |
130-18 |
130-10 |
S1 |
129-22 |
129-22 |
130-15 |
129-08 |
S2 |
128-25 |
128-25 |
130-10 |
|
S3 |
127-00 |
127-29 |
130-04 |
|
S4 |
125-07 |
126-04 |
129-21 |
|
|
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 |
138-31 |
2.618 |
136-02 |
1.618 |
134-09 |
1.000 |
133-06 |
0.618 |
132-16 |
HIGH |
131-13 |
0.618 |
130-23 |
0.500 |
130-16 |
0.382 |
130-10 |
LOW |
129-20 |
0.618 |
128-17 |
1.000 |
127-27 |
1.618 |
126-24 |
2.618 |
124-31 |
4.250 |
122-02 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
130-19 |
130-30 |
PP |
130-18 |
130-27 |
S1 |
130-16 |
130-24 |
|