ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
141-24 |
141-07 |
-0-17 |
-0.4% |
142-15 |
| High |
142-26 |
142-12 |
-0-14 |
-0.3% |
142-26 |
| Low |
141-00 |
140-23 |
-0-09 |
-0.2% |
141-00 |
| Close |
141-11 |
141-31 |
0-20 |
0.4% |
141-11 |
| Range |
1-26 |
1-21 |
-0-05 |
-8.6% |
1-26 |
| ATR |
0-29 |
0-31 |
0-02 |
6.0% |
0-00 |
| Volume |
1,100 |
1,969 |
869 |
79.0% |
3,564 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-21 |
145-31 |
142-28 |
|
| R3 |
145-00 |
144-10 |
142-14 |
|
| R2 |
143-11 |
143-11 |
142-09 |
|
| R1 |
142-21 |
142-21 |
142-04 |
143-00 |
| PP |
141-22 |
141-22 |
141-22 |
141-28 |
| S1 |
141-00 |
141-00 |
141-26 |
141-11 |
| S2 |
140-01 |
140-01 |
141-21 |
|
| S3 |
138-12 |
139-11 |
141-16 |
|
| S4 |
136-23 |
137-22 |
141-02 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-05 |
146-02 |
142-11 |
|
| R3 |
145-11 |
144-08 |
141-27 |
|
| R2 |
143-17 |
143-17 |
141-22 |
|
| R1 |
142-14 |
142-14 |
141-16 |
142-02 |
| PP |
141-23 |
141-23 |
141-23 |
141-17 |
| S1 |
140-20 |
140-20 |
141-06 |
140-08 |
| S2 |
139-29 |
139-29 |
141-00 |
|
| S3 |
138-03 |
138-26 |
140-27 |
|
| S4 |
136-09 |
137-00 |
140-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-13 |
|
2.618 |
146-23 |
|
1.618 |
145-02 |
|
1.000 |
144-01 |
|
0.618 |
143-13 |
|
HIGH |
142-12 |
|
0.618 |
141-24 |
|
0.500 |
141-18 |
|
0.382 |
141-11 |
|
LOW |
140-23 |
|
0.618 |
139-22 |
|
1.000 |
139-02 |
|
1.618 |
138-01 |
|
2.618 |
136-12 |
|
4.250 |
133-22 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141-26 |
141-29 |
| PP |
141-22 |
141-27 |
| S1 |
141-18 |
141-24 |
|