ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
129-25 |
128-27 |
-0-30 |
-0.7% |
133-04 |
| High |
129-30 |
129-12 |
-0-18 |
-0.4% |
133-20 |
| Low |
128-25 |
128-13 |
-0-12 |
-0.3% |
129-03 |
| Close |
129-12 |
129-05 |
-0-07 |
-0.2% |
129-19 |
| Range |
1-05 |
0-31 |
-0-06 |
-16.2% |
4-17 |
| ATR |
1-04 |
1-03 |
0-00 |
-0.9% |
0-00 |
| Volume |
7,238 |
17,020 |
9,782 |
135.1% |
10,124 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-28 |
131-16 |
129-22 |
|
| R3 |
130-29 |
130-17 |
129-14 |
|
| R2 |
129-30 |
129-30 |
129-11 |
|
| R1 |
129-18 |
129-18 |
129-08 |
129-24 |
| PP |
128-31 |
128-31 |
128-31 |
129-02 |
| S1 |
128-19 |
128-19 |
129-02 |
128-25 |
| S2 |
128-00 |
128-00 |
128-31 |
|
| S3 |
127-01 |
127-20 |
128-28 |
|
| S4 |
126-02 |
126-21 |
128-20 |
|
|
| 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 |
133-16 |
|
2.618 |
131-29 |
|
1.618 |
130-30 |
|
1.000 |
130-11 |
|
0.618 |
129-31 |
|
HIGH |
129-12 |
|
0.618 |
129-00 |
|
0.500 |
128-28 |
|
0.382 |
128-25 |
|
LOW |
128-13 |
|
0.618 |
127-26 |
|
1.000 |
127-14 |
|
1.618 |
126-27 |
|
2.618 |
125-28 |
|
4.250 |
124-09 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-02 |
129-06 |
| PP |
128-31 |
129-05 |
| S1 |
128-28 |
129-05 |
|