ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
134-07 |
134-09 |
0-02 |
0.0% |
135-19 |
| High |
134-13 |
134-31 |
0-18 |
0.4% |
136-00 |
| Low |
133-18 |
134-06 |
0-20 |
0.5% |
133-16 |
| Close |
134-00 |
134-23 |
0-23 |
0.5% |
134-23 |
| Range |
0-27 |
0-25 |
-0-02 |
-7.4% |
2-16 |
| ATR |
1-11 |
1-10 |
-0-01 |
-2.0% |
0-00 |
| Volume |
287,856 |
193,977 |
-93,879 |
-32.6% |
1,170,924 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-31 |
136-20 |
135-05 |
|
| R3 |
136-06 |
135-27 |
134-30 |
|
| R2 |
135-13 |
135-13 |
134-28 |
|
| R1 |
135-02 |
135-02 |
134-25 |
135-08 |
| PP |
134-20 |
134-20 |
134-20 |
134-23 |
| S1 |
134-09 |
134-09 |
134-21 |
134-14 |
| S2 |
133-27 |
133-27 |
134-18 |
|
| S3 |
133-02 |
133-16 |
134-16 |
|
| S4 |
132-09 |
132-23 |
134-09 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-08 |
140-31 |
136-03 |
|
| R3 |
139-24 |
138-15 |
135-13 |
|
| R2 |
137-08 |
137-08 |
135-06 |
|
| R1 |
135-31 |
135-31 |
134-30 |
135-12 |
| PP |
134-24 |
134-24 |
134-24 |
134-14 |
| S1 |
133-15 |
133-15 |
134-16 |
132-28 |
| S2 |
132-08 |
132-08 |
134-08 |
|
| S3 |
129-24 |
130-31 |
134-01 |
|
| S4 |
127-08 |
128-15 |
133-11 |
|
|
| 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% |
0-31 |
0.7% |
49% |
False |
False |
234,184 |
| 10 |
136-00 |
133-13 |
2-19 |
1.9% |
1-03 |
0.8% |
51% |
False |
False |
244,218 |
| 20 |
136-27 |
132-02 |
4-25 |
3.5% |
1-08 |
0.9% |
56% |
False |
False |
267,285 |
| 40 |
142-15 |
132-02 |
10-13 |
7.7% |
1-16 |
1.1% |
26% |
False |
False |
378,822 |
| 60 |
148-18 |
132-02 |
16-16 |
12.2% |
1-15 |
1.1% |
16% |
False |
False |
274,499 |
| 80 |
148-28 |
132-02 |
16-26 |
12.5% |
1-10 |
1.0% |
16% |
False |
False |
205,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-09 |
|
2.618 |
137-00 |
|
1.618 |
136-07 |
|
1.000 |
135-24 |
|
0.618 |
135-14 |
|
HIGH |
134-31 |
|
0.618 |
134-21 |
|
0.500 |
134-18 |
|
0.382 |
134-16 |
|
LOW |
134-06 |
|
0.618 |
133-23 |
|
1.000 |
133-13 |
|
1.618 |
132-30 |
|
2.618 |
132-05 |
|
4.250 |
130-28 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-22 |
134-19 |
| PP |
134-20 |
134-16 |
| S1 |
134-18 |
134-12 |
|