ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
135-08 |
134-22 |
-0-18 |
-0.4% |
134-07 |
| High |
135-22 |
135-24 |
0-02 |
0.0% |
135-28 |
| Low |
134-14 |
134-17 |
0-03 |
0.1% |
133-13 |
| Close |
134-21 |
135-16 |
0-27 |
0.6% |
135-16 |
| Range |
1-08 |
1-07 |
-0-01 |
-2.5% |
2-15 |
| ATR |
1-15 |
1-15 |
-0-01 |
-1.3% |
0-00 |
| Volume |
290,258 |
195,444 |
-94,814 |
-32.7% |
1,271,259 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-29 |
138-14 |
136-05 |
|
| R3 |
137-22 |
137-07 |
135-27 |
|
| R2 |
136-15 |
136-15 |
135-23 |
|
| R1 |
136-00 |
136-00 |
135-20 |
136-08 |
| PP |
135-08 |
135-08 |
135-08 |
135-12 |
| S1 |
134-25 |
134-25 |
135-12 |
135-00 |
| S2 |
134-01 |
134-01 |
135-09 |
|
| S3 |
132-26 |
133-18 |
135-05 |
|
| S4 |
131-19 |
132-11 |
134-27 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-11 |
141-12 |
136-27 |
|
| R3 |
139-28 |
138-29 |
136-06 |
|
| R2 |
137-13 |
137-13 |
135-30 |
|
| R1 |
136-14 |
136-14 |
135-23 |
136-30 |
| PP |
134-30 |
134-30 |
134-30 |
135-05 |
| S1 |
133-31 |
133-31 |
135-09 |
134-14 |
| S2 |
132-15 |
132-15 |
135-02 |
|
| S3 |
130-00 |
131-16 |
134-26 |
|
| S4 |
127-17 |
129-01 |
134-05 |
|
|
| 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% |
85% |
False |
False |
254,251 |
| 10 |
135-28 |
132-02 |
3-26 |
2.8% |
1-05 |
0.9% |
90% |
False |
False |
263,295 |
| 20 |
136-27 |
132-02 |
4-25 |
3.5% |
1-16 |
1.1% |
72% |
False |
False |
315,924 |
| 40 |
143-05 |
132-02 |
11-03 |
8.2% |
1-19 |
1.2% |
31% |
False |
False |
379,888 |
| 60 |
148-28 |
132-02 |
16-26 |
12.4% |
1-14 |
1.1% |
20% |
False |
False |
255,057 |
| 80 |
148-28 |
132-02 |
16-26 |
12.4% |
1-10 |
1.0% |
20% |
False |
False |
191,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-30 |
|
2.618 |
138-30 |
|
1.618 |
137-23 |
|
1.000 |
136-31 |
|
0.618 |
136-16 |
|
HIGH |
135-24 |
|
0.618 |
135-09 |
|
0.500 |
135-04 |
|
0.382 |
135-00 |
|
LOW |
134-17 |
|
0.618 |
133-25 |
|
1.000 |
133-10 |
|
1.618 |
132-18 |
|
2.618 |
131-11 |
|
4.250 |
129-11 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-12 |
135-12 |
| PP |
135-08 |
135-09 |
| S1 |
135-04 |
135-05 |
|