ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
134-26 |
134-31 |
0-05 |
0.1% |
132-14 |
| High |
135-08 |
135-28 |
0-20 |
0.5% |
135-01 |
| Low |
134-17 |
134-17 |
0-00 |
0.0% |
132-02 |
| Close |
134-31 |
135-11 |
0-12 |
0.3% |
133-30 |
| Range |
0-23 |
1-11 |
0-20 |
87.0% |
2-31 |
| ATR |
1-16 |
1-16 |
0-00 |
-0.8% |
0-00 |
| Volume |
242,040 |
336,830 |
94,790 |
39.2% |
1,361,700 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-09 |
138-21 |
136-03 |
|
| R3 |
137-30 |
137-10 |
135-23 |
|
| R2 |
136-19 |
136-19 |
135-19 |
|
| R1 |
135-31 |
135-31 |
135-15 |
136-09 |
| PP |
135-08 |
135-08 |
135-08 |
135-13 |
| S1 |
134-20 |
134-20 |
135-07 |
134-30 |
| S2 |
133-29 |
133-29 |
135-03 |
|
| S3 |
132-18 |
133-09 |
134-31 |
|
| S4 |
131-07 |
131-30 |
134-19 |
|
|
| 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 |
135-28 |
133-13 |
2-15 |
1.8% |
1-06 |
0.9% |
78% |
True |
False |
280,214 |
| 10 |
136-27 |
132-02 |
4-25 |
3.5% |
1-15 |
1.1% |
69% |
False |
False |
279,689 |
| 20 |
139-27 |
132-02 |
7-25 |
5.7% |
1-19 |
1.2% |
42% |
False |
False |
348,952 |
| 40 |
144-03 |
132-02 |
12-01 |
8.9% |
1-20 |
1.2% |
27% |
False |
False |
369,473 |
| 60 |
148-28 |
132-02 |
16-26 |
12.4% |
1-14 |
1.1% |
20% |
False |
False |
246,972 |
| 80 |
148-28 |
132-02 |
16-26 |
12.4% |
1-10 |
1.0% |
20% |
False |
False |
185,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-19 |
|
2.618 |
139-13 |
|
1.618 |
138-02 |
|
1.000 |
137-07 |
|
0.618 |
136-23 |
|
HIGH |
135-28 |
|
0.618 |
135-12 |
|
0.500 |
135-06 |
|
0.382 |
135-01 |
|
LOW |
134-17 |
|
0.618 |
133-22 |
|
1.000 |
133-06 |
|
1.618 |
132-11 |
|
2.618 |
131-00 |
|
4.250 |
128-26 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-10 |
135-04 |
| PP |
135-08 |
134-28 |
| S1 |
135-06 |
134-20 |
|