ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
129-00 |
129-25 |
0-25 |
0.6% |
133-04 |
High |
129-30 |
129-30 |
0-00 |
0.0% |
133-20 |
Low |
129-00 |
128-25 |
-0-07 |
-0.2% |
129-03 |
Close |
129-29 |
129-12 |
-0-17 |
-0.4% |
129-19 |
Range |
0-30 |
1-05 |
0-07 |
23.3% |
4-17 |
ATR |
1-04 |
1-04 |
0-00 |
0.3% |
0-00 |
Volume |
3,005 |
7,238 |
4,233 |
140.9% |
10,124 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-27 |
132-08 |
130-00 |
|
R3 |
131-22 |
131-03 |
129-22 |
|
R2 |
130-17 |
130-17 |
129-19 |
|
R1 |
129-30 |
129-30 |
129-15 |
129-21 |
PP |
129-12 |
129-12 |
129-12 |
129-07 |
S1 |
128-25 |
128-25 |
129-09 |
128-16 |
S2 |
128-07 |
128-07 |
129-05 |
|
S3 |
127-02 |
127-20 |
129-02 |
|
S4 |
125-29 |
126-15 |
128-24 |
|
|
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 |
134-27 |
2.618 |
132-31 |
1.618 |
131-26 |
1.000 |
131-03 |
0.618 |
130-21 |
HIGH |
129-30 |
0.618 |
129-16 |
0.500 |
129-12 |
0.382 |
129-07 |
LOW |
128-25 |
0.618 |
128-02 |
1.000 |
127-20 |
1.618 |
126-29 |
2.618 |
125-24 |
4.250 |
123-28 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
129-12 |
129-12 |
PP |
129-12 |
129-11 |
S1 |
129-12 |
129-10 |
|