ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
128-27 |
129-11 |
0-16 |
0.4% |
129-18 |
| High |
129-12 |
130-20 |
1-08 |
1.0% |
130-20 |
| Low |
128-13 |
128-31 |
0-18 |
0.4% |
128-13 |
| Close |
129-05 |
130-13 |
1-08 |
1.0% |
130-13 |
| Range |
0-31 |
1-21 |
0-22 |
71.0% |
2-07 |
| ATR |
1-03 |
1-05 |
0-01 |
3.6% |
0-00 |
| Volume |
17,020 |
45,632 |
28,612 |
168.1% |
77,745 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-31 |
134-11 |
131-10 |
|
| R3 |
133-10 |
132-22 |
130-28 |
|
| R2 |
131-21 |
131-21 |
130-23 |
|
| R1 |
131-01 |
131-01 |
130-18 |
131-11 |
| PP |
130-00 |
130-00 |
130-00 |
130-05 |
| S1 |
129-12 |
129-12 |
130-08 |
129-22 |
| S2 |
128-11 |
128-11 |
130-03 |
|
| S3 |
126-22 |
127-23 |
129-30 |
|
| S4 |
125-01 |
126-02 |
129-16 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-15 |
135-21 |
131-20 |
|
| R3 |
134-08 |
133-14 |
131-01 |
|
| R2 |
132-01 |
132-01 |
130-26 |
|
| R1 |
131-07 |
131-07 |
130-20 |
131-20 |
| PP |
129-26 |
129-26 |
129-26 |
130-00 |
| S1 |
129-00 |
129-00 |
130-06 |
129-13 |
| S2 |
127-19 |
127-19 |
130-00 |
|
| S3 |
125-12 |
126-25 |
129-25 |
|
| S4 |
123-05 |
124-18 |
129-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-21 |
|
2.618 |
134-31 |
|
1.618 |
133-10 |
|
1.000 |
132-09 |
|
0.618 |
131-21 |
|
HIGH |
130-20 |
|
0.618 |
130-00 |
|
0.500 |
129-26 |
|
0.382 |
129-19 |
|
LOW |
128-31 |
|
0.618 |
127-30 |
|
1.000 |
127-10 |
|
1.618 |
126-09 |
|
2.618 |
124-20 |
|
4.250 |
121-30 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-06 |
130-04 |
| PP |
130-00 |
129-26 |
| S1 |
129-26 |
129-16 |
|