ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 25-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
134-26 |
135-00 |
0-06 |
0.1% |
140-06 |
High |
135-05 |
135-22 |
0-17 |
0.4% |
140-20 |
Low |
133-04 |
133-25 |
0-21 |
0.5% |
134-14 |
Close |
134-26 |
134-05 |
-0-21 |
-0.5% |
135-01 |
Range |
2-01 |
1-29 |
-0-04 |
-6.2% |
6-06 |
ATR |
1-21 |
1-22 |
0-01 |
1.0% |
0-00 |
Volume |
533,168 |
410,209 |
-122,959 |
-23.1% |
2,315,653 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-08 |
139-04 |
135-07 |
|
R3 |
138-11 |
137-07 |
134-22 |
|
R2 |
136-14 |
136-14 |
134-16 |
|
R1 |
135-10 |
135-10 |
134-11 |
134-30 |
PP |
134-17 |
134-17 |
134-17 |
134-11 |
S1 |
133-13 |
133-13 |
133-31 |
133-00 |
S2 |
132-20 |
132-20 |
133-26 |
|
S3 |
130-23 |
131-16 |
133-20 |
|
S4 |
128-26 |
129-19 |
133-03 |
|
|
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% |
2-05 |
1.6% |
15% |
False |
False |
521,427 |
10 |
140-28 |
133-04 |
7-24 |
5.8% |
1-22 |
1.3% |
13% |
False |
False |
465,527 |
20 |
142-15 |
133-04 |
9-11 |
7.0% |
1-23 |
1.3% |
11% |
False |
False |
493,360 |
40 |
148-28 |
133-04 |
15-24 |
11.7% |
1-17 |
1.1% |
7% |
False |
False |
261,085 |
60 |
148-28 |
133-04 |
15-24 |
11.7% |
1-10 |
1.0% |
7% |
False |
False |
174,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143-25 |
2.618 |
140-22 |
1.618 |
138-25 |
1.000 |
137-19 |
0.618 |
136-28 |
HIGH |
135-22 |
0.618 |
134-31 |
0.500 |
134-24 |
0.382 |
134-16 |
LOW |
133-25 |
0.618 |
132-19 |
1.000 |
131-28 |
1.618 |
130-22 |
2.618 |
128-25 |
4.250 |
125-22 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
134-24 |
134-30 |
PP |
134-17 |
134-21 |
S1 |
134-11 |
134-13 |
|