ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
142-23 |
143-11 |
0-20 |
0.4% |
146-09 |
| High |
143-21 |
144-21 |
1-00 |
0.7% |
146-16 |
| Low |
142-20 |
143-02 |
0-14 |
0.3% |
143-23 |
| Close |
143-09 |
144-18 |
1-09 |
0.9% |
144-04 |
| Range |
1-01 |
1-19 |
0-18 |
54.5% |
2-25 |
| ATR |
1-01 |
1-02 |
0-01 |
4.0% |
0-00 |
| Volume |
3,814 |
3,091 |
-723 |
-19.0% |
9,788 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-28 |
148-10 |
145-14 |
|
| R3 |
147-09 |
146-23 |
145-00 |
|
| R2 |
145-22 |
145-22 |
144-27 |
|
| R1 |
145-04 |
145-04 |
144-23 |
145-13 |
| PP |
144-03 |
144-03 |
144-03 |
144-08 |
| S1 |
143-17 |
143-17 |
144-13 |
143-26 |
| S2 |
142-16 |
142-16 |
144-09 |
|
| S3 |
140-29 |
141-30 |
144-04 |
|
| S4 |
139-10 |
140-11 |
143-22 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-04 |
151-13 |
145-21 |
|
| R3 |
150-11 |
148-20 |
144-28 |
|
| R2 |
147-18 |
147-18 |
144-20 |
|
| R1 |
145-27 |
145-27 |
144-12 |
145-10 |
| PP |
144-25 |
144-25 |
144-25 |
144-16 |
| S1 |
143-02 |
143-02 |
143-28 |
142-17 |
| S2 |
142-00 |
142-00 |
143-20 |
|
| S3 |
139-07 |
140-09 |
143-12 |
|
| S4 |
136-14 |
137-16 |
142-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-14 |
|
2.618 |
148-27 |
|
1.618 |
147-08 |
|
1.000 |
146-08 |
|
0.618 |
145-21 |
|
HIGH |
144-21 |
|
0.618 |
144-02 |
|
0.500 |
143-28 |
|
0.382 |
143-21 |
|
LOW |
143-02 |
|
0.618 |
142-02 |
|
1.000 |
141-15 |
|
1.618 |
140-15 |
|
2.618 |
138-28 |
|
4.250 |
136-09 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-10 |
144-08 |
| PP |
144-03 |
143-30 |
| S1 |
143-28 |
143-20 |
|