ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
135-20 |
132-14 |
-3-06 |
-2.4% |
135-21 |
| High |
136-00 |
133-21 |
-2-11 |
-1.7% |
136-27 |
| Low |
132-04 |
132-02 |
-0-02 |
0.0% |
132-04 |
| Close |
132-21 |
133-16 |
0-27 |
0.6% |
132-21 |
| Range |
3-28 |
1-19 |
-2-09 |
-58.9% |
4-23 |
| ATR |
1-23 |
1-23 |
0-00 |
-0.5% |
0-00 |
| Volume |
427,393 |
266,866 |
-160,527 |
-37.6% |
1,153,266 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-27 |
137-09 |
134-12 |
|
| R3 |
136-08 |
135-22 |
133-30 |
|
| R2 |
134-21 |
134-21 |
133-25 |
|
| R1 |
134-03 |
134-03 |
133-21 |
134-12 |
| PP |
133-02 |
133-02 |
133-02 |
133-07 |
| S1 |
132-16 |
132-16 |
133-11 |
132-25 |
| S2 |
131-15 |
131-15 |
133-07 |
|
| S3 |
129-28 |
130-29 |
133-02 |
|
| S4 |
128-09 |
129-10 |
132-20 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-01 |
145-02 |
135-08 |
|
| R3 |
143-10 |
140-11 |
133-31 |
|
| R2 |
138-19 |
138-19 |
133-17 |
|
| R1 |
135-20 |
135-20 |
133-03 |
134-24 |
| PP |
133-28 |
133-28 |
133-28 |
133-14 |
| S1 |
130-29 |
130-29 |
132-07 |
130-01 |
| S2 |
129-05 |
129-05 |
131-25 |
|
| S3 |
124-14 |
126-06 |
131-11 |
|
| S4 |
119-23 |
121-15 |
130-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-27 |
132-02 |
4-25 |
3.6% |
1-25 |
1.3% |
30% |
False |
True |
284,026 |
| 10 |
136-27 |
132-02 |
4-25 |
3.6% |
1-24 |
1.3% |
30% |
False |
True |
343,489 |
| 20 |
140-28 |
132-02 |
8-26 |
6.6% |
1-22 |
1.3% |
16% |
False |
True |
407,521 |
| 40 |
145-23 |
132-02 |
13-21 |
10.2% |
1-21 |
1.3% |
11% |
False |
True |
323,102 |
| 60 |
148-28 |
132-02 |
16-26 |
12.6% |
1-13 |
1.1% |
9% |
False |
True |
215,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-14 |
|
2.618 |
137-27 |
|
1.618 |
136-08 |
|
1.000 |
135-08 |
|
0.618 |
134-21 |
|
HIGH |
133-21 |
|
0.618 |
133-02 |
|
0.500 |
132-28 |
|
0.382 |
132-21 |
|
LOW |
132-02 |
|
0.618 |
131-02 |
|
1.000 |
130-15 |
|
1.618 |
129-15 |
|
2.618 |
127-28 |
|
4.250 |
125-09 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-09 |
134-14 |
| PP |
133-02 |
134-04 |
| S1 |
132-28 |
133-26 |
|