ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
138-29 |
139-17 |
0-20 |
0.4% |
140-05 |
| High |
139-23 |
139-27 |
0-04 |
0.1% |
142-15 |
| Low |
137-25 |
138-19 |
0-26 |
0.6% |
139-10 |
| Close |
139-10 |
138-24 |
-0-18 |
-0.4% |
139-25 |
| Range |
1-30 |
1-08 |
-0-22 |
-35.5% |
3-05 |
| ATR |
1-17 |
1-17 |
-0-01 |
-1.4% |
0-00 |
| Volume |
594,918 |
439,127 |
-155,791 |
-26.2% |
2,680,336 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-26 |
142-01 |
139-14 |
|
| R3 |
141-18 |
140-25 |
139-03 |
|
| R2 |
140-10 |
140-10 |
138-31 |
|
| R1 |
139-17 |
139-17 |
138-28 |
139-10 |
| PP |
139-02 |
139-02 |
139-02 |
138-30 |
| S1 |
138-09 |
138-09 |
138-20 |
138-02 |
| S2 |
137-26 |
137-26 |
138-17 |
|
| S3 |
136-18 |
137-01 |
138-13 |
|
| S4 |
135-10 |
135-25 |
138-02 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-00 |
148-01 |
141-17 |
|
| R3 |
146-27 |
144-28 |
140-21 |
|
| R2 |
143-22 |
143-22 |
140-12 |
|
| R1 |
141-23 |
141-23 |
140-02 |
141-04 |
| PP |
140-17 |
140-17 |
140-17 |
140-07 |
| S1 |
138-18 |
138-18 |
139-16 |
137-31 |
| S2 |
137-12 |
137-12 |
139-06 |
|
| S3 |
134-07 |
135-13 |
138-29 |
|
| S4 |
131-02 |
132-08 |
138-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-15 |
137-25 |
4-22 |
3.4% |
1-25 |
1.3% |
21% |
False |
False |
530,671 |
| 10 |
142-15 |
137-25 |
4-22 |
3.4% |
1-21 |
1.2% |
21% |
False |
False |
525,885 |
| 20 |
144-21 |
137-25 |
6-28 |
5.0% |
1-21 |
1.2% |
14% |
False |
False |
310,487 |
| 40 |
148-28 |
137-25 |
11-03 |
8.0% |
1-10 |
0.9% |
9% |
False |
False |
155,776 |
| 60 |
148-28 |
137-25 |
11-03 |
8.0% |
1-05 |
0.8% |
9% |
False |
False |
103,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-05 |
|
2.618 |
143-04 |
|
1.618 |
141-28 |
|
1.000 |
141-03 |
|
0.618 |
140-20 |
|
HIGH |
139-27 |
|
0.618 |
139-12 |
|
0.500 |
139-07 |
|
0.382 |
139-02 |
|
LOW |
138-19 |
|
0.618 |
137-26 |
|
1.000 |
137-11 |
|
1.618 |
136-18 |
|
2.618 |
135-10 |
|
4.250 |
133-09 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139-07 |
138-26 |
| PP |
139-02 |
138-25 |
| S1 |
138-29 |
138-25 |
|