ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
139-17 |
137-18 |
-1-31 |
-1.4% |
139-16 |
| High |
139-27 |
137-23 |
-2-04 |
-1.5% |
140-28 |
| Low |
137-12 |
135-20 |
-1-24 |
-1.3% |
137-25 |
| Close |
138-00 |
136-04 |
-1-28 |
-1.4% |
140-11 |
| Range |
2-15 |
2-03 |
-0-12 |
-15.2% |
3-03 |
| ATR |
1-17 |
1-19 |
0-02 |
3.9% |
0-00 |
| Volume |
453,678 |
692,572 |
238,894 |
52.7% |
2,399,881 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-25 |
141-17 |
137-09 |
|
| R3 |
140-22 |
139-14 |
136-22 |
|
| R2 |
138-19 |
138-19 |
136-16 |
|
| R1 |
137-11 |
137-11 |
136-10 |
136-30 |
| PP |
136-16 |
136-16 |
136-16 |
136-09 |
| S1 |
135-08 |
135-08 |
135-30 |
134-26 |
| S2 |
134-13 |
134-13 |
135-24 |
|
| S3 |
132-10 |
133-05 |
135-18 |
|
| S4 |
130-07 |
131-02 |
134-31 |
|
|
| 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 |
135-20 |
5-08 |
3.9% |
1-18 |
1.1% |
10% |
False |
True |
438,890 |
| 10 |
141-22 |
135-20 |
6-02 |
4.5% |
1-20 |
1.2% |
8% |
False |
True |
477,792 |
| 20 |
143-05 |
135-20 |
7-17 |
5.5% |
1-22 |
1.2% |
7% |
False |
True |
443,851 |
| 40 |
148-28 |
135-20 |
13-08 |
9.7% |
1-14 |
1.1% |
4% |
False |
True |
224,623 |
| 60 |
148-28 |
135-20 |
13-08 |
9.7% |
1-08 |
0.9% |
4% |
False |
True |
149,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-20 |
|
2.618 |
143-06 |
|
1.618 |
141-03 |
|
1.000 |
139-26 |
|
0.618 |
139-00 |
|
HIGH |
137-23 |
|
0.618 |
136-29 |
|
0.500 |
136-22 |
|
0.382 |
136-14 |
|
LOW |
135-20 |
|
0.618 |
134-11 |
|
1.000 |
133-17 |
|
1.618 |
132-08 |
|
2.618 |
130-05 |
|
4.250 |
126-23 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
136-22 |
137-24 |
| PP |
136-16 |
137-06 |
| S1 |
136-10 |
136-21 |
|