ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
134-06 |
132-11 |
-1-27 |
-1.4% |
134-22 |
| High |
134-07 |
133-26 |
-0-13 |
-0.3% |
134-31 |
| Low |
132-00 |
131-25 |
-0-07 |
-0.2% |
131-25 |
| Close |
132-01 |
133-23 |
1-22 |
1.3% |
133-23 |
| Range |
2-07 |
2-01 |
-0-06 |
-8.5% |
3-06 |
| ATR |
1-12 |
1-14 |
0-01 |
3.3% |
0-00 |
| Volume |
355,297 |
381,765 |
26,468 |
7.4% |
1,564,740 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-06 |
138-16 |
134-27 |
|
| R3 |
137-05 |
136-15 |
134-09 |
|
| R2 |
135-04 |
135-04 |
134-03 |
|
| R1 |
134-14 |
134-14 |
133-29 |
134-25 |
| PP |
133-03 |
133-03 |
133-03 |
133-09 |
| S1 |
132-13 |
132-13 |
133-17 |
132-24 |
| S2 |
131-02 |
131-02 |
133-11 |
|
| S3 |
129-01 |
130-12 |
133-05 |
|
| S4 |
127-00 |
128-11 |
132-19 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-02 |
141-18 |
135-15 |
|
| R3 |
139-28 |
138-12 |
134-19 |
|
| R2 |
136-22 |
136-22 |
134-10 |
|
| R1 |
135-06 |
135-06 |
134-00 |
134-11 |
| PP |
133-16 |
133-16 |
133-16 |
133-02 |
| S1 |
132-00 |
132-00 |
133-14 |
131-05 |
| S2 |
130-10 |
130-10 |
133-04 |
|
| S3 |
127-04 |
128-26 |
132-27 |
|
| S4 |
123-30 |
125-20 |
131-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-31 |
131-25 |
3-06 |
2.4% |
1-20 |
1.2% |
61% |
False |
True |
312,948 |
| 10 |
136-00 |
131-25 |
4-07 |
3.2% |
1-10 |
1.0% |
46% |
False |
True |
273,566 |
| 20 |
136-00 |
131-25 |
4-07 |
3.2% |
1-07 |
0.9% |
46% |
False |
True |
268,431 |
| 40 |
141-22 |
131-25 |
9-29 |
7.4% |
1-15 |
1.1% |
20% |
False |
True |
345,802 |
| 60 |
146-16 |
131-25 |
14-23 |
11.0% |
1-16 |
1.1% |
13% |
False |
True |
300,447 |
| 80 |
148-28 |
131-25 |
17-03 |
12.8% |
1-11 |
1.0% |
11% |
False |
True |
225,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-14 |
|
2.618 |
139-04 |
|
1.618 |
137-03 |
|
1.000 |
135-27 |
|
0.618 |
135-02 |
|
HIGH |
133-26 |
|
0.618 |
133-01 |
|
0.500 |
132-26 |
|
0.382 |
132-18 |
|
LOW |
131-25 |
|
0.618 |
130-17 |
|
1.000 |
129-24 |
|
1.618 |
128-16 |
|
2.618 |
126-15 |
|
4.250 |
123-05 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-13 |
133-16 |
| PP |
133-03 |
133-10 |
| S1 |
132-26 |
133-03 |
|