ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
140-06 |
139-14 |
-0-24 |
-0.5% |
139-16 |
| High |
140-20 |
139-26 |
-0-26 |
-0.6% |
140-28 |
| Low |
139-11 |
138-28 |
-0-15 |
-0.3% |
137-25 |
| Close |
139-17 |
139-18 |
0-01 |
0.0% |
140-11 |
| Range |
1-09 |
0-30 |
-0-11 |
-26.8% |
3-03 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.7% |
0-00 |
| Volume |
314,012 |
337,882 |
23,870 |
7.6% |
2,399,881 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-07 |
141-27 |
140-02 |
|
| R3 |
141-09 |
140-29 |
139-26 |
|
| R2 |
140-11 |
140-11 |
139-24 |
|
| R1 |
139-31 |
139-31 |
139-21 |
140-05 |
| PP |
139-13 |
139-13 |
139-13 |
139-16 |
| S1 |
139-01 |
139-01 |
139-15 |
139-07 |
| S2 |
138-15 |
138-15 |
139-12 |
|
| S3 |
137-17 |
138-03 |
139-10 |
|
| S4 |
136-19 |
137-05 |
139-02 |
|
|
| 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 |
138-19 |
2-09 |
1.6% |
1-08 |
0.9% |
42% |
False |
False |
409,628 |
| 10 |
142-15 |
137-25 |
4-22 |
3.4% |
1-17 |
1.1% |
38% |
False |
False |
471,581 |
| 20 |
144-03 |
137-25 |
6-10 |
4.5% |
1-20 |
1.2% |
28% |
False |
False |
389,995 |
| 40 |
148-28 |
137-25 |
11-03 |
7.9% |
1-12 |
1.0% |
16% |
False |
False |
195,982 |
| 60 |
148-28 |
137-25 |
11-03 |
7.9% |
1-06 |
0.9% |
16% |
False |
False |
130,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-26 |
|
2.618 |
142-09 |
|
1.618 |
141-11 |
|
1.000 |
140-24 |
|
0.618 |
140-13 |
|
HIGH |
139-26 |
|
0.618 |
139-15 |
|
0.500 |
139-11 |
|
0.382 |
139-07 |
|
LOW |
138-28 |
|
0.618 |
138-09 |
|
1.000 |
137-30 |
|
1.618 |
137-11 |
|
2.618 |
136-13 |
|
4.250 |
134-28 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139-16 |
139-28 |
| PP |
139-13 |
139-25 |
| S1 |
139-11 |
139-21 |
|