ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
136-05 |
134-26 |
-1-11 |
-1.0% |
140-06 |
| High |
136-23 |
135-05 |
-1-18 |
-1.1% |
140-20 |
| Low |
134-14 |
133-04 |
-1-10 |
-1.0% |
134-14 |
| Close |
135-01 |
134-26 |
-0-07 |
-0.2% |
135-01 |
| Range |
2-09 |
2-01 |
-0-08 |
-11.0% |
6-06 |
| ATR |
1-20 |
1-21 |
0-01 |
1.7% |
0-00 |
| Volume |
517,509 |
533,168 |
15,659 |
3.0% |
2,315,653 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-15 |
139-21 |
135-30 |
|
| R3 |
138-14 |
137-20 |
135-12 |
|
| R2 |
136-13 |
136-13 |
135-06 |
|
| R1 |
135-19 |
135-19 |
135-00 |
135-26 |
| PP |
134-12 |
134-12 |
134-12 |
134-15 |
| S1 |
133-18 |
133-18 |
134-20 |
133-26 |
| S2 |
132-11 |
132-11 |
134-14 |
|
| S3 |
130-10 |
131-17 |
134-08 |
|
| S4 |
128-09 |
129-16 |
133-22 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-08 |
151-11 |
138-14 |
|
| R3 |
149-02 |
145-05 |
136-23 |
|
| R2 |
142-28 |
142-28 |
136-05 |
|
| R1 |
138-31 |
138-31 |
135-19 |
137-26 |
| PP |
136-22 |
136-22 |
136-22 |
136-04 |
| S1 |
132-25 |
132-25 |
134-15 |
131-20 |
| S2 |
130-16 |
130-16 |
133-29 |
|
| S3 |
124-10 |
126-19 |
133-11 |
|
| S4 |
118-04 |
120-13 |
131-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-27 |
133-04 |
6-23 |
5.0% |
1-31 |
1.5% |
25% |
False |
True |
506,961 |
| 10 |
140-28 |
133-04 |
7-24 |
5.7% |
1-23 |
1.3% |
22% |
False |
True |
483,998 |
| 20 |
142-15 |
133-04 |
9-11 |
6.9% |
1-24 |
1.3% |
18% |
False |
True |
489,674 |
| 40 |
148-28 |
133-04 |
15-24 |
11.7% |
1-16 |
1.1% |
11% |
False |
True |
250,853 |
| 60 |
148-28 |
133-04 |
15-24 |
11.7% |
1-09 |
1.0% |
11% |
False |
True |
167,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-25 |
|
2.618 |
140-15 |
|
1.618 |
138-14 |
|
1.000 |
137-06 |
|
0.618 |
136-13 |
|
HIGH |
135-05 |
|
0.618 |
134-12 |
|
0.500 |
134-04 |
|
0.382 |
133-29 |
|
LOW |
133-04 |
|
0.618 |
131-28 |
|
1.000 |
131-03 |
|
1.618 |
129-27 |
|
2.618 |
127-26 |
|
4.250 |
124-16 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-19 |
135-14 |
| PP |
134-12 |
135-07 |
| S1 |
134-04 |
135-00 |
|