ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
133-16 |
133-20 |
0-04 |
0.1% |
135-21 |
| High |
133-26 |
134-26 |
1-00 |
0.7% |
136-27 |
| Low |
132-21 |
133-20 |
0-31 |
0.7% |
132-04 |
| Close |
132-28 |
134-07 |
1-11 |
1.0% |
132-21 |
| Range |
1-05 |
1-06 |
0-01 |
2.7% |
4-23 |
| ATR |
1-19 |
1-20 |
0-01 |
1.6% |
0-00 |
| Volume |
273,100 |
351,564 |
78,464 |
28.7% |
1,153,266 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-25 |
137-06 |
134-28 |
|
| R3 |
136-19 |
136-00 |
134-17 |
|
| R2 |
135-13 |
135-13 |
134-14 |
|
| R1 |
134-26 |
134-26 |
134-10 |
135-04 |
| PP |
134-07 |
134-07 |
134-07 |
134-12 |
| S1 |
133-20 |
133-20 |
134-04 |
133-30 |
| S2 |
133-01 |
133-01 |
134-00 |
|
| S3 |
131-27 |
132-14 |
133-29 |
|
| S4 |
130-21 |
131-08 |
133-18 |
|
|
| 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 |
136-00 |
132-02 |
3-30 |
2.9% |
1-21 |
1.2% |
55% |
False |
False |
305,028 |
| 10 |
136-27 |
132-02 |
4-25 |
3.6% |
1-15 |
1.1% |
45% |
False |
False |
296,364 |
| 20 |
140-28 |
132-02 |
8-26 |
6.6% |
1-19 |
1.2% |
24% |
False |
False |
376,927 |
| 40 |
144-21 |
132-02 |
12-19 |
9.4% |
1-20 |
1.2% |
17% |
False |
False |
343,707 |
| 60 |
148-28 |
132-02 |
16-26 |
12.5% |
1-13 |
1.0% |
13% |
False |
False |
229,493 |
| 80 |
148-28 |
132-02 |
16-26 |
12.5% |
1-08 |
0.9% |
13% |
False |
False |
172,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-28 |
|
2.618 |
137-29 |
|
1.618 |
136-23 |
|
1.000 |
136-00 |
|
0.618 |
135-17 |
|
HIGH |
134-26 |
|
0.618 |
134-11 |
|
0.500 |
134-07 |
|
0.382 |
134-03 |
|
LOW |
133-20 |
|
0.618 |
132-29 |
|
1.000 |
132-14 |
|
1.618 |
131-23 |
|
2.618 |
130-17 |
|
4.250 |
128-18 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-07 |
134-02 |
| PP |
134-07 |
133-29 |
| S1 |
134-07 |
133-24 |
|