ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
134-00 |
134-09 |
0-09 |
0.2% |
133-15 |
| High |
134-16 |
134-16 |
0-00 |
0.0% |
134-16 |
| Low |
133-26 |
133-15 |
-0-11 |
-0.3% |
131-27 |
| Close |
134-04 |
134-12 |
0-08 |
0.2% |
134-12 |
| Range |
0-22 |
1-01 |
0-11 |
50.0% |
2-21 |
| ATR |
1-07 |
1-07 |
0-00 |
-1.2% |
0-00 |
| Volume |
13 |
112 |
99 |
761.5% |
244 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-07 |
136-26 |
134-30 |
|
| R3 |
136-06 |
135-25 |
134-21 |
|
| R2 |
135-05 |
135-05 |
134-18 |
|
| R1 |
134-24 |
134-24 |
134-15 |
134-30 |
| PP |
134-04 |
134-04 |
134-04 |
134-07 |
| S1 |
133-23 |
133-23 |
134-09 |
133-30 |
| S2 |
133-03 |
133-03 |
134-06 |
|
| S3 |
132-02 |
132-22 |
134-03 |
|
| S4 |
131-01 |
131-21 |
133-26 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-17 |
140-20 |
135-27 |
|
| R3 |
138-28 |
137-31 |
135-03 |
|
| R2 |
136-07 |
136-07 |
134-28 |
|
| R1 |
135-10 |
135-10 |
134-20 |
135-24 |
| PP |
133-18 |
133-18 |
133-18 |
133-26 |
| S1 |
132-21 |
132-21 |
134-04 |
133-04 |
| S2 |
130-29 |
130-29 |
133-28 |
|
| S3 |
128-08 |
130-00 |
133-21 |
|
| S4 |
125-19 |
127-11 |
132-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-28 |
|
2.618 |
137-06 |
|
1.618 |
136-05 |
|
1.000 |
135-17 |
|
0.618 |
135-04 |
|
HIGH |
134-16 |
|
0.618 |
134-03 |
|
0.500 |
134-00 |
|
0.382 |
133-28 |
|
LOW |
133-15 |
|
0.618 |
132-27 |
|
1.000 |
132-14 |
|
1.618 |
131-26 |
|
2.618 |
130-25 |
|
4.250 |
129-03 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-08 |
134-05 |
| PP |
134-04 |
133-30 |
| S1 |
134-00 |
133-24 |
|