ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
139-30 |
140-06 |
0-08 |
0.2% |
139-16 |
| High |
140-28 |
140-20 |
-0-08 |
-0.2% |
140-28 |
| Low |
139-27 |
139-11 |
-0-16 |
-0.4% |
137-25 |
| Close |
140-11 |
139-17 |
-0-26 |
-0.6% |
140-11 |
| Range |
1-01 |
1-09 |
0-08 |
24.2% |
3-03 |
| ATR |
1-16 |
1-16 |
-0-01 |
-1.1% |
0-00 |
| Volume |
396,307 |
314,012 |
-82,295 |
-20.8% |
2,399,881 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-22 |
142-28 |
140-08 |
|
| R3 |
142-13 |
141-19 |
139-28 |
|
| R2 |
141-04 |
141-04 |
139-25 |
|
| R1 |
140-10 |
140-10 |
139-21 |
140-02 |
| PP |
139-27 |
139-27 |
139-27 |
139-23 |
| S1 |
139-01 |
139-01 |
139-13 |
138-26 |
| S2 |
138-18 |
138-18 |
139-09 |
|
| S3 |
137-09 |
137-24 |
139-06 |
|
| S4 |
136-00 |
136-15 |
138-26 |
|
|
| 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% |
57% |
False |
False |
461,035 |
| 10 |
142-15 |
137-25 |
4-22 |
3.4% |
1-17 |
1.1% |
37% |
False |
False |
479,147 |
| 20 |
144-03 |
137-25 |
6-10 |
4.5% |
1-20 |
1.2% |
28% |
False |
False |
373,418 |
| 40 |
148-28 |
137-25 |
11-03 |
8.0% |
1-11 |
1.0% |
16% |
False |
False |
187,538 |
| 60 |
148-28 |
137-25 |
11-03 |
8.0% |
1-06 |
0.9% |
16% |
False |
False |
125,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-02 |
|
2.618 |
143-31 |
|
1.618 |
142-22 |
|
1.000 |
141-29 |
|
0.618 |
141-13 |
|
HIGH |
140-20 |
|
0.618 |
140-04 |
|
0.500 |
140-00 |
|
0.382 |
139-27 |
|
LOW |
139-11 |
|
0.618 |
138-18 |
|
1.000 |
138-02 |
|
1.618 |
137-09 |
|
2.618 |
136-00 |
|
4.250 |
133-29 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140-00 |
139-25 |
| PP |
139-27 |
139-22 |
| S1 |
139-22 |
139-20 |
|