ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
132-14 |
133-18 |
1-04 |
0.8% |
135-21 |
High |
133-21 |
133-25 |
0-04 |
0.1% |
136-27 |
Low |
132-02 |
133-08 |
1-06 |
0.9% |
132-04 |
Close |
133-16 |
133-15 |
-0-01 |
0.0% |
132-21 |
Range |
1-19 |
0-17 |
-1-02 |
-66.7% |
4-23 |
ATR |
1-23 |
1-20 |
-0-03 |
-4.9% |
0-00 |
Volume |
266,866 |
206,219 |
-60,647 |
-22.7% |
1,153,266 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-03 |
134-26 |
133-24 |
|
R3 |
134-18 |
134-09 |
133-20 |
|
R2 |
134-01 |
134-01 |
133-18 |
|
R1 |
133-24 |
133-24 |
133-17 |
133-20 |
PP |
133-16 |
133-16 |
133-16 |
133-14 |
S1 |
133-07 |
133-07 |
133-13 |
133-03 |
S2 |
132-31 |
132-31 |
133-12 |
|
S3 |
132-14 |
132-22 |
133-10 |
|
S4 |
131-29 |
132-05 |
133-06 |
|
|
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% |
1-21 |
1.2% |
29% |
False |
False |
273,965 |
10 |
136-27 |
132-02 |
4-25 |
3.6% |
1-19 |
1.2% |
29% |
False |
False |
310,794 |
20 |
140-28 |
132-02 |
8-26 |
6.6% |
1-21 |
1.2% |
16% |
False |
False |
397,396 |
40 |
144-21 |
132-02 |
12-19 |
9.4% |
1-20 |
1.2% |
11% |
False |
False |
328,201 |
60 |
148-28 |
132-02 |
16-26 |
12.6% |
1-13 |
1.0% |
8% |
False |
False |
219,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-01 |
2.618 |
135-06 |
1.618 |
134-21 |
1.000 |
134-10 |
0.618 |
134-04 |
HIGH |
133-25 |
0.618 |
133-19 |
0.500 |
133-16 |
0.382 |
133-14 |
LOW |
133-08 |
0.618 |
132-29 |
1.000 |
132-23 |
1.618 |
132-12 |
2.618 |
131-27 |
4.250 |
131-00 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
133-16 |
134-01 |
PP |
133-16 |
133-27 |
S1 |
133-16 |
133-21 |
|