ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
135-08 |
134-07 |
-1-01 |
-0.8% |
134-07 |
| High |
135-08 |
134-13 |
-0-27 |
-0.6% |
135-28 |
| Low |
133-16 |
133-18 |
0-02 |
0.0% |
133-13 |
| Close |
134-03 |
134-00 |
-0-03 |
-0.1% |
135-16 |
| Range |
1-24 |
0-27 |
-0-29 |
-51.8% |
2-15 |
| ATR |
1-13 |
1-11 |
-0-01 |
-2.8% |
0-00 |
| Volume |
293,024 |
287,856 |
-5,168 |
-1.8% |
1,271,259 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-17 |
136-03 |
134-15 |
|
| R3 |
135-22 |
135-08 |
134-07 |
|
| R2 |
134-27 |
134-27 |
134-05 |
|
| R1 |
134-13 |
134-13 |
134-02 |
134-06 |
| PP |
134-00 |
134-00 |
134-00 |
133-28 |
| S1 |
133-18 |
133-18 |
133-30 |
133-12 |
| S2 |
133-05 |
133-05 |
133-27 |
|
| S3 |
132-10 |
132-23 |
133-25 |
|
| S4 |
131-15 |
131-28 |
133-17 |
|
|
| 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 |
136-00 |
133-16 |
2-16 |
1.9% |
1-02 |
0.8% |
20% |
False |
False |
234,478 |
| 10 |
136-00 |
133-13 |
2-19 |
1.9% |
1-04 |
0.8% |
23% |
False |
False |
251,215 |
| 20 |
136-27 |
132-02 |
4-25 |
3.6% |
1-09 |
1.0% |
41% |
False |
False |
273,789 |
| 40 |
142-15 |
132-02 |
10-13 |
7.8% |
1-16 |
1.1% |
19% |
False |
False |
382,739 |
| 60 |
148-28 |
132-02 |
16-26 |
12.5% |
1-15 |
1.1% |
12% |
False |
False |
271,284 |
| 80 |
148-28 |
132-02 |
16-26 |
12.5% |
1-10 |
1.0% |
12% |
False |
False |
203,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-00 |
|
2.618 |
136-20 |
|
1.618 |
135-25 |
|
1.000 |
135-08 |
|
0.618 |
134-30 |
|
HIGH |
134-13 |
|
0.618 |
134-03 |
|
0.500 |
134-00 |
|
0.382 |
133-28 |
|
LOW |
133-18 |
|
0.618 |
133-01 |
|
1.000 |
132-23 |
|
1.618 |
132-06 |
|
2.618 |
131-11 |
|
4.250 |
129-31 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-00 |
134-19 |
| PP |
134-00 |
134-13 |
| S1 |
134-00 |
134-06 |
|