ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
134-07 |
134-26 |
0-19 |
0.4% |
132-14 |
| High |
134-28 |
135-08 |
0-12 |
0.3% |
135-01 |
| Low |
133-13 |
134-17 |
1-04 |
0.8% |
132-02 |
| Close |
134-19 |
134-31 |
0-12 |
0.3% |
133-30 |
| Range |
1-15 |
0-23 |
-0-24 |
-51.1% |
2-31 |
| ATR |
1-18 |
1-16 |
-0-02 |
-3.9% |
0-00 |
| Volume |
206,687 |
242,040 |
35,353 |
17.1% |
1,361,700 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-02 |
136-24 |
135-12 |
|
| R3 |
136-11 |
136-01 |
135-05 |
|
| R2 |
135-20 |
135-20 |
135-03 |
|
| R1 |
135-10 |
135-10 |
135-01 |
135-15 |
| PP |
134-29 |
134-29 |
134-29 |
135-00 |
| S1 |
134-19 |
134-19 |
134-29 |
134-24 |
| S2 |
134-06 |
134-06 |
134-27 |
|
| S3 |
133-15 |
133-28 |
134-25 |
|
| S4 |
132-24 |
133-05 |
134-18 |
|
|
| 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 |
135-08 |
132-21 |
2-19 |
1.9% |
1-04 |
0.8% |
89% |
True |
False |
267,468 |
| 10 |
136-27 |
132-02 |
4-25 |
3.5% |
1-13 |
1.0% |
61% |
False |
False |
270,717 |
| 20 |
139-27 |
132-02 |
7-25 |
5.8% |
1-18 |
1.2% |
37% |
False |
False |
349,004 |
| 40 |
144-03 |
132-02 |
12-01 |
8.9% |
1-19 |
1.2% |
24% |
False |
False |
361,211 |
| 60 |
148-28 |
132-02 |
16-26 |
12.5% |
1-14 |
1.1% |
17% |
False |
False |
241,360 |
| 80 |
148-28 |
132-02 |
16-26 |
12.5% |
1-09 |
1.0% |
17% |
False |
False |
181,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-10 |
|
2.618 |
137-04 |
|
1.618 |
136-13 |
|
1.000 |
135-31 |
|
0.618 |
135-22 |
|
HIGH |
135-08 |
|
0.618 |
134-31 |
|
0.500 |
134-28 |
|
0.382 |
134-26 |
|
LOW |
134-17 |
|
0.618 |
134-03 |
|
1.000 |
133-26 |
|
1.618 |
133-12 |
|
2.618 |
132-21 |
|
4.250 |
131-15 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-30 |
134-24 |
| PP |
134-29 |
134-17 |
| S1 |
134-28 |
134-10 |
|