ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
130-12 |
129-18 |
-0-26 |
-0.6% |
133-04 |
High |
130-14 |
129-23 |
-0-23 |
-0.6% |
133-20 |
Low |
129-03 |
128-23 |
-0-12 |
-0.3% |
129-03 |
Close |
129-19 |
128-30 |
-0-21 |
-0.5% |
129-19 |
Range |
1-11 |
1-00 |
-0-11 |
-25.6% |
4-17 |
ATR |
1-04 |
1-04 |
0-00 |
-0.8% |
0-00 |
Volume |
4,473 |
4,850 |
377 |
8.4% |
10,124 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-04 |
131-17 |
129-16 |
|
R3 |
131-04 |
130-17 |
129-07 |
|
R2 |
130-04 |
130-04 |
129-04 |
|
R1 |
129-17 |
129-17 |
129-01 |
129-10 |
PP |
129-04 |
129-04 |
129-04 |
129-01 |
S1 |
128-17 |
128-17 |
128-27 |
128-10 |
S2 |
128-04 |
128-04 |
128-24 |
|
S3 |
127-04 |
127-17 |
128-21 |
|
S4 |
126-04 |
126-17 |
128-12 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-12 |
141-16 |
132-03 |
|
R3 |
139-27 |
136-31 |
130-27 |
|
R2 |
135-10 |
135-10 |
130-14 |
|
R1 |
132-14 |
132-14 |
130-00 |
131-20 |
PP |
130-25 |
130-25 |
130-25 |
130-11 |
S1 |
127-29 |
127-29 |
129-06 |
127-02 |
S2 |
126-08 |
126-08 |
128-24 |
|
S3 |
121-23 |
123-12 |
128-11 |
|
S4 |
117-06 |
118-27 |
127-03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-31 |
2.618 |
132-11 |
1.618 |
131-11 |
1.000 |
130-23 |
0.618 |
130-11 |
HIGH |
129-23 |
0.618 |
129-11 |
0.500 |
129-07 |
0.382 |
129-03 |
LOW |
128-23 |
0.618 |
128-03 |
1.000 |
127-23 |
1.618 |
127-03 |
2.618 |
126-03 |
4.250 |
124-15 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
129-07 |
130-02 |
PP |
129-04 |
129-22 |
S1 |
129-01 |
129-10 |
|