ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
134-04 |
134-07 |
0-03 |
0.1% |
132-14 |
| High |
135-01 |
134-28 |
-0-05 |
-0.1% |
135-01 |
| Low |
133-28 |
133-13 |
-0-15 |
-0.4% |
132-02 |
| Close |
133-30 |
134-19 |
0-21 |
0.5% |
133-30 |
| Range |
1-05 |
1-15 |
0-10 |
27.0% |
2-31 |
| ATR |
1-19 |
1-18 |
0-00 |
-0.5% |
0-00 |
| Volume |
263,951 |
206,687 |
-57,264 |
-21.7% |
1,361,700 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-22 |
138-04 |
135-13 |
|
| R3 |
137-07 |
136-21 |
135-00 |
|
| R2 |
135-24 |
135-24 |
134-28 |
|
| R1 |
135-06 |
135-06 |
134-23 |
135-15 |
| PP |
134-09 |
134-09 |
134-09 |
134-14 |
| S1 |
133-23 |
133-23 |
134-15 |
134-00 |
| S2 |
132-26 |
132-26 |
134-10 |
|
| S3 |
131-11 |
132-08 |
134-06 |
|
| S4 |
129-28 |
130-25 |
133-25 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-19 |
141-07 |
135-18 |
|
| R3 |
139-20 |
138-08 |
134-24 |
|
| R2 |
136-21 |
136-21 |
134-15 |
|
| R1 |
135-09 |
135-09 |
134-07 |
135-31 |
| PP |
133-22 |
133-22 |
133-22 |
134-00 |
| S1 |
132-10 |
132-10 |
133-21 |
133-00 |
| S2 |
130-23 |
130-23 |
133-13 |
|
| S3 |
127-24 |
129-11 |
133-04 |
|
| S4 |
124-25 |
126-12 |
132-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-01 |
132-21 |
2-12 |
1.8% |
1-03 |
0.8% |
82% |
False |
False |
260,304 |
| 10 |
136-27 |
132-02 |
4-25 |
3.6% |
1-14 |
1.1% |
53% |
False |
False |
272,165 |
| 20 |
140-20 |
132-02 |
8-18 |
6.4% |
1-19 |
1.2% |
30% |
False |
False |
352,603 |
| 40 |
144-21 |
132-02 |
12-19 |
9.4% |
1-20 |
1.2% |
20% |
False |
False |
355,301 |
| 60 |
148-28 |
132-02 |
16-26 |
12.5% |
1-14 |
1.1% |
15% |
False |
False |
237,328 |
| 80 |
148-28 |
132-02 |
16-26 |
12.5% |
1-09 |
1.0% |
15% |
False |
False |
178,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-04 |
|
2.618 |
138-23 |
|
1.618 |
137-08 |
|
1.000 |
136-11 |
|
0.618 |
135-25 |
|
HIGH |
134-28 |
|
0.618 |
134-10 |
|
0.500 |
134-04 |
|
0.382 |
133-31 |
|
LOW |
133-13 |
|
0.618 |
132-16 |
|
1.000 |
131-30 |
|
1.618 |
131-01 |
|
2.618 |
129-18 |
|
4.250 |
127-05 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-14 |
134-15 |
| PP |
134-09 |
134-11 |
| S1 |
134-04 |
134-07 |
|