ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
142-05 |
142-08 |
0-03 |
0.1% |
142-31 |
High |
142-29 |
142-14 |
-0-15 |
-0.3% |
144-03 |
Low |
141-25 |
139-18 |
-2-07 |
-1.6% |
141-10 |
Close |
142-14 |
140-09 |
-2-05 |
-1.5% |
142-14 |
Range |
1-04 |
2-28 |
1-24 |
155.6% |
2-25 |
ATR |
1-08 |
1-11 |
0-04 |
9.4% |
0-00 |
Volume |
59,646 |
336,492 |
276,846 |
464.1% |
209,682 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149-12 |
147-23 |
141-28 |
|
R3 |
146-16 |
144-27 |
141-02 |
|
R2 |
143-20 |
143-20 |
140-26 |
|
R1 |
141-31 |
141-31 |
140-17 |
141-12 |
PP |
140-24 |
140-24 |
140-24 |
140-15 |
S1 |
139-03 |
139-03 |
140-01 |
138-16 |
S2 |
137-28 |
137-28 |
139-24 |
|
S3 |
135-00 |
136-07 |
139-16 |
|
S4 |
132-04 |
133-11 |
138-22 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-31 |
149-15 |
143-31 |
|
R3 |
148-06 |
146-22 |
143-06 |
|
R2 |
145-13 |
145-13 |
142-30 |
|
R1 |
143-29 |
143-29 |
142-22 |
143-08 |
PP |
142-20 |
142-20 |
142-20 |
142-09 |
S1 |
141-04 |
141-04 |
142-06 |
140-16 |
S2 |
139-27 |
139-27 |
141-30 |
|
S3 |
137-02 |
138-11 |
141-22 |
|
S4 |
134-09 |
135-18 |
140-29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-21 |
2.618 |
149-31 |
1.618 |
147-03 |
1.000 |
145-10 |
0.618 |
144-07 |
HIGH |
142-14 |
0.618 |
141-11 |
0.500 |
141-00 |
0.382 |
140-21 |
LOW |
139-18 |
0.618 |
137-25 |
1.000 |
136-22 |
1.618 |
134-29 |
2.618 |
132-01 |
4.250 |
127-11 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
141-00 |
141-12 |
PP |
140-24 |
141-00 |
S1 |
140-17 |
140-20 |
|