ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
139-14 |
139-17 |
0-03 |
0.1% |
139-16 |
| High |
139-26 |
139-27 |
0-01 |
0.0% |
140-28 |
| Low |
138-28 |
137-12 |
-1-16 |
-1.1% |
137-25 |
| Close |
139-18 |
138-00 |
-1-18 |
-1.1% |
140-11 |
| Range |
0-30 |
2-15 |
1-17 |
163.3% |
3-03 |
| ATR |
1-15 |
1-17 |
0-02 |
5.0% |
0-00 |
| Volume |
337,882 |
453,678 |
115,796 |
34.3% |
2,399,881 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
144-12 |
139-11 |
|
| R3 |
143-11 |
141-29 |
138-22 |
|
| R2 |
140-28 |
140-28 |
138-14 |
|
| R1 |
139-14 |
139-14 |
138-07 |
138-30 |
| PP |
138-13 |
138-13 |
138-13 |
138-05 |
| S1 |
136-31 |
136-31 |
137-25 |
136-14 |
| S2 |
135-30 |
135-30 |
137-18 |
|
| S3 |
133-15 |
134-16 |
137-10 |
|
| S4 |
131-00 |
132-01 |
136-21 |
|
|
| 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 |
137-12 |
3-16 |
2.5% |
1-16 |
1.1% |
18% |
False |
True |
412,538 |
| 10 |
142-15 |
137-12 |
5-03 |
3.7% |
1-20 |
1.2% |
12% |
False |
True |
471,604 |
| 20 |
144-03 |
137-12 |
6-23 |
4.9% |
1-22 |
1.2% |
9% |
False |
True |
411,735 |
| 40 |
148-28 |
137-12 |
11-16 |
8.3% |
1-13 |
1.0% |
5% |
False |
True |
207,322 |
| 60 |
148-28 |
137-12 |
11-16 |
8.3% |
1-07 |
0.9% |
5% |
False |
True |
138,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-11 |
|
2.618 |
146-10 |
|
1.618 |
143-27 |
|
1.000 |
142-10 |
|
0.618 |
141-12 |
|
HIGH |
139-27 |
|
0.618 |
138-29 |
|
0.500 |
138-20 |
|
0.382 |
138-10 |
|
LOW |
137-12 |
|
0.618 |
135-27 |
|
1.000 |
134-29 |
|
1.618 |
133-12 |
|
2.618 |
130-29 |
|
4.250 |
126-28 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
138-20 |
139-00 |
| PP |
138-13 |
138-21 |
| S1 |
138-06 |
138-11 |
|