ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
147-08 |
144-29 |
-2-11 |
-1.6% |
145-31 |
| High |
147-08 |
144-29 |
-2-11 |
-1.6% |
147-06 |
| Low |
145-17 |
144-04 |
-1-13 |
-1.0% |
145-31 |
| Close |
146-02 |
144-09 |
-1-25 |
-1.2% |
146-30 |
| Range |
1-23 |
0-25 |
-0-30 |
-54.5% |
1-07 |
| ATR |
0-23 |
0-25 |
0-03 |
12.5% |
0-00 |
| Volume |
15 |
9 |
-6 |
-40.0% |
48 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-25 |
146-10 |
144-23 |
|
| R3 |
146-00 |
145-17 |
144-16 |
|
| R2 |
145-07 |
145-07 |
144-14 |
|
| R1 |
144-24 |
144-24 |
144-11 |
144-19 |
| PP |
144-14 |
144-14 |
144-14 |
144-12 |
| S1 |
143-31 |
143-31 |
144-07 |
143-26 |
| S2 |
143-21 |
143-21 |
144-04 |
|
| S3 |
142-28 |
143-06 |
144-02 |
|
| S4 |
142-03 |
142-13 |
143-27 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-11 |
149-28 |
147-19 |
|
| R3 |
149-04 |
148-21 |
147-09 |
|
| R2 |
147-29 |
147-29 |
147-05 |
|
| R1 |
147-14 |
147-14 |
147-02 |
147-22 |
| PP |
146-22 |
146-22 |
146-22 |
146-26 |
| S1 |
146-07 |
146-07 |
146-26 |
146-14 |
| S2 |
145-15 |
145-15 |
146-23 |
|
| S3 |
144-08 |
145-00 |
146-19 |
|
| S4 |
143-01 |
143-25 |
146-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-07 |
|
2.618 |
146-30 |
|
1.618 |
146-05 |
|
1.000 |
145-22 |
|
0.618 |
145-12 |
|
HIGH |
144-29 |
|
0.618 |
144-19 |
|
0.500 |
144-16 |
|
0.382 |
144-14 |
|
LOW |
144-04 |
|
0.618 |
143-21 |
|
1.000 |
143-11 |
|
1.618 |
142-28 |
|
2.618 |
142-03 |
|
4.250 |
140-26 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-16 |
145-22 |
| PP |
144-14 |
145-07 |
| S1 |
144-12 |
144-24 |
|