ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
135-02 |
135-28 |
0-26 |
0.6% |
134-26 |
| High |
136-00 |
136-04 |
0-04 |
0.1% |
136-04 |
| Low |
134-21 |
134-20 |
-0-01 |
0.0% |
133-04 |
| Close |
135-19 |
135-27 |
0-08 |
0.2% |
135-27 |
| Range |
1-11 |
1-16 |
0-05 |
11.6% |
3-00 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.7% |
0-00 |
| Volume |
324,068 |
388,557 |
64,489 |
19.9% |
2,014,765 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-01 |
139-14 |
136-21 |
|
| R3 |
138-17 |
137-30 |
136-08 |
|
| R2 |
137-01 |
137-01 |
136-04 |
|
| R1 |
136-14 |
136-14 |
135-31 |
136-00 |
| PP |
135-17 |
135-17 |
135-17 |
135-10 |
| S1 |
134-30 |
134-30 |
135-23 |
134-16 |
| S2 |
134-01 |
134-01 |
135-18 |
|
| S3 |
132-17 |
133-14 |
135-14 |
|
| S4 |
131-01 |
131-30 |
135-01 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-01 |
142-30 |
137-16 |
|
| R3 |
141-01 |
139-30 |
136-21 |
|
| R2 |
138-01 |
138-01 |
136-13 |
|
| R1 |
136-30 |
136-30 |
136-04 |
137-16 |
| PP |
135-01 |
135-01 |
135-01 |
135-10 |
| S1 |
133-30 |
133-30 |
135-18 |
134-16 |
| S2 |
132-01 |
132-01 |
135-09 |
|
| S3 |
129-01 |
130-30 |
135-01 |
|
| S4 |
126-01 |
127-30 |
134-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-04 |
133-04 |
3-00 |
2.2% |
1-22 |
1.2% |
91% |
True |
False |
402,953 |
| 10 |
140-20 |
133-04 |
7-16 |
5.5% |
1-24 |
1.3% |
36% |
False |
False |
433,041 |
| 20 |
142-15 |
133-04 |
9-11 |
6.9% |
1-22 |
1.2% |
29% |
False |
False |
470,531 |
| 40 |
148-17 |
133-04 |
15-13 |
11.3% |
1-19 |
1.2% |
18% |
False |
False |
287,805 |
| 60 |
148-28 |
133-04 |
15-24 |
11.6% |
1-11 |
1.0% |
17% |
False |
False |
191,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-16 |
|
2.618 |
140-02 |
|
1.618 |
138-18 |
|
1.000 |
137-20 |
|
0.618 |
137-02 |
|
HIGH |
136-04 |
|
0.618 |
135-18 |
|
0.500 |
135-12 |
|
0.382 |
135-06 |
|
LOW |
134-20 |
|
0.618 |
133-22 |
|
1.000 |
133-04 |
|
1.618 |
132-06 |
|
2.618 |
130-22 |
|
4.250 |
128-08 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-22 |
135-17 |
| PP |
135-17 |
135-06 |
| S1 |
135-12 |
134-28 |
|