ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
131-10 |
130-12 |
-0-30 |
-0.7% |
133-04 |
| High |
131-13 |
130-14 |
-0-31 |
-0.7% |
133-20 |
| Low |
129-20 |
129-03 |
-0-17 |
-0.4% |
129-03 |
| Close |
130-20 |
129-19 |
-1-01 |
-0.8% |
129-19 |
| Range |
1-25 |
1-11 |
-0-14 |
-24.6% |
4-17 |
| ATR |
1-03 |
1-04 |
0-01 |
2.8% |
0-00 |
| Volume |
1,537 |
4,473 |
2,936 |
191.0% |
10,124 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-24 |
133-00 |
130-11 |
|
| R3 |
132-13 |
131-21 |
129-31 |
|
| R2 |
131-02 |
131-02 |
129-27 |
|
| R1 |
130-10 |
130-10 |
129-23 |
130-00 |
| PP |
129-23 |
129-23 |
129-23 |
129-18 |
| S1 |
128-31 |
128-31 |
129-15 |
128-22 |
| S2 |
128-12 |
128-12 |
129-11 |
|
| S3 |
127-01 |
127-20 |
129-07 |
|
| S4 |
125-22 |
126-09 |
128-27 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-12 |
141-16 |
132-03 |
|
| R3 |
139-27 |
136-31 |
130-27 |
|
| R2 |
135-10 |
135-10 |
130-14 |
|
| R1 |
132-14 |
132-14 |
130-00 |
131-20 |
| PP |
130-25 |
130-25 |
130-25 |
130-11 |
| S1 |
127-29 |
127-29 |
129-06 |
127-02 |
| S2 |
126-08 |
126-08 |
128-24 |
|
| S3 |
121-23 |
123-12 |
128-11 |
|
| S4 |
117-06 |
118-27 |
127-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-05 |
|
2.618 |
133-31 |
|
1.618 |
132-20 |
|
1.000 |
131-25 |
|
0.618 |
131-09 |
|
HIGH |
130-14 |
|
0.618 |
129-30 |
|
0.500 |
129-24 |
|
0.382 |
129-19 |
|
LOW |
129-03 |
|
0.618 |
128-08 |
|
1.000 |
127-24 |
|
1.618 |
126-29 |
|
2.618 |
125-18 |
|
4.250 |
123-12 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-24 |
130-10 |
| PP |
129-23 |
130-02 |
| S1 |
129-21 |
129-26 |
|