ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
134-01 |
135-02 |
1-01 |
0.8% |
140-06 |
| High |
135-10 |
136-00 |
0-22 |
0.5% |
140-20 |
| Low |
133-20 |
134-21 |
1-01 |
0.8% |
134-14 |
| Close |
134-31 |
135-19 |
0-20 |
0.5% |
135-01 |
| Range |
1-22 |
1-11 |
-0-11 |
-20.4% |
6-06 |
| ATR |
1-22 |
1-21 |
-0-01 |
-1.4% |
0-00 |
| Volume |
358,763 |
324,068 |
-34,695 |
-9.7% |
2,315,653 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-14 |
138-28 |
136-11 |
|
| R3 |
138-03 |
137-17 |
135-31 |
|
| R2 |
136-24 |
136-24 |
135-27 |
|
| R1 |
136-06 |
136-06 |
135-23 |
136-15 |
| PP |
135-13 |
135-13 |
135-13 |
135-18 |
| S1 |
134-27 |
134-27 |
135-15 |
135-04 |
| S2 |
134-02 |
134-02 |
135-11 |
|
| S3 |
132-23 |
133-16 |
135-07 |
|
| S4 |
131-12 |
132-05 |
134-27 |
|
|
| 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 |
136-23 |
133-04 |
3-19 |
2.7% |
1-27 |
1.4% |
69% |
False |
False |
428,743 |
| 10 |
140-28 |
133-04 |
7-24 |
5.7% |
1-23 |
1.3% |
32% |
False |
False |
433,816 |
| 20 |
142-15 |
133-04 |
9-11 |
6.9% |
1-23 |
1.3% |
26% |
False |
False |
490,359 |
| 40 |
148-18 |
133-04 |
15-14 |
11.4% |
1-18 |
1.2% |
16% |
False |
False |
278,106 |
| 60 |
148-28 |
133-04 |
15-24 |
11.6% |
1-11 |
1.0% |
16% |
False |
False |
185,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-23 |
|
2.618 |
139-17 |
|
1.618 |
138-06 |
|
1.000 |
137-11 |
|
0.618 |
136-27 |
|
HIGH |
136-00 |
|
0.618 |
135-16 |
|
0.500 |
135-10 |
|
0.382 |
135-05 |
|
LOW |
134-21 |
|
0.618 |
133-26 |
|
1.000 |
133-10 |
|
1.618 |
132-15 |
|
2.618 |
131-04 |
|
4.250 |
128-30 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-16 |
135-11 |
| PP |
135-13 |
135-02 |
| S1 |
135-10 |
134-26 |
|