ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
138-25 |
139-30 |
1-05 |
0.8% |
139-16 |
| High |
140-14 |
140-28 |
0-14 |
0.3% |
140-28 |
| Low |
138-22 |
139-27 |
1-05 |
0.8% |
137-25 |
| Close |
139-23 |
140-11 |
0-20 |
0.4% |
140-11 |
| Range |
1-24 |
1-01 |
-0-23 |
-41.1% |
3-03 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.8% |
0-00 |
| Volume |
560,814 |
396,307 |
-164,507 |
-29.3% |
2,399,881 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-14 |
142-30 |
140-29 |
|
| R3 |
142-13 |
141-29 |
140-20 |
|
| R2 |
141-12 |
141-12 |
140-17 |
|
| R1 |
140-28 |
140-28 |
140-14 |
141-04 |
| PP |
140-11 |
140-11 |
140-11 |
140-16 |
| S1 |
139-27 |
139-27 |
140-08 |
140-03 |
| S2 |
139-10 |
139-10 |
140-05 |
|
| S3 |
138-09 |
138-26 |
140-02 |
|
| S4 |
137-08 |
137-25 |
139-25 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-30 |
147-24 |
142-01 |
|
| R3 |
145-27 |
144-21 |
141-06 |
|
| R2 |
142-24 |
142-24 |
140-29 |
|
| R1 |
141-18 |
141-18 |
140-20 |
142-05 |
| PP |
139-21 |
139-21 |
139-21 |
139-31 |
| S1 |
138-15 |
138-15 |
140-02 |
139-02 |
| S2 |
136-18 |
136-18 |
139-25 |
|
| S3 |
133-15 |
135-12 |
139-16 |
|
| S4 |
130-12 |
132-09 |
138-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-28 |
137-25 |
3-03 |
2.2% |
1-14 |
1.0% |
83% |
True |
False |
479,976 |
| 10 |
142-15 |
137-25 |
4-22 |
3.3% |
1-19 |
1.1% |
55% |
False |
False |
508,021 |
| 20 |
144-21 |
137-25 |
6-28 |
4.9% |
1-21 |
1.2% |
37% |
False |
False |
357,998 |
| 40 |
148-28 |
137-25 |
11-03 |
7.9% |
1-11 |
1.0% |
23% |
False |
False |
179,690 |
| 60 |
148-28 |
137-25 |
11-03 |
7.9% |
1-06 |
0.8% |
23% |
False |
False |
119,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-08 |
|
2.618 |
143-18 |
|
1.618 |
142-17 |
|
1.000 |
141-29 |
|
0.618 |
141-16 |
|
HIGH |
140-28 |
|
0.618 |
140-15 |
|
0.500 |
140-12 |
|
0.382 |
140-08 |
|
LOW |
139-27 |
|
0.618 |
139-07 |
|
1.000 |
138-26 |
|
1.618 |
138-06 |
|
2.618 |
137-05 |
|
4.250 |
135-15 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140-12 |
140-04 |
| PP |
140-11 |
139-30 |
| S1 |
140-11 |
139-24 |
|