ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
133-24 |
133-08 |
-0-16 |
-0.4% |
134-22 |
High |
133-28 |
133-13 |
-0-15 |
-0.4% |
134-31 |
Low |
132-26 |
132-25 |
-0-01 |
0.0% |
131-25 |
Close |
133-06 |
133-05 |
-0-01 |
0.0% |
133-23 |
Range |
1-02 |
0-20 |
-0-14 |
-41.2% |
3-06 |
ATR |
1-13 |
1-11 |
-0-02 |
-4.0% |
0-00 |
Volume |
199,623 |
172,549 |
-27,074 |
-13.6% |
1,564,740 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-00 |
134-22 |
133-16 |
|
R3 |
134-12 |
134-02 |
133-10 |
|
R2 |
133-24 |
133-24 |
133-09 |
|
R1 |
133-14 |
133-14 |
133-07 |
133-09 |
PP |
133-04 |
133-04 |
133-04 |
133-01 |
S1 |
132-26 |
132-26 |
133-03 |
132-21 |
S2 |
132-16 |
132-16 |
133-01 |
|
S3 |
131-28 |
132-06 |
133-00 |
|
S4 |
131-08 |
131-18 |
132-26 |
|
|
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 |
134-13 |
131-25 |
2-20 |
2.0% |
1-19 |
1.2% |
52% |
False |
False |
310,635 |
10 |
135-08 |
131-25 |
3-15 |
2.6% |
1-10 |
1.0% |
40% |
False |
False |
271,176 |
20 |
136-00 |
131-25 |
4-07 |
3.2% |
1-07 |
0.9% |
33% |
False |
False |
263,385 |
40 |
140-28 |
131-25 |
9-03 |
6.8% |
1-14 |
1.1% |
15% |
False |
False |
330,391 |
60 |
144-21 |
131-25 |
12-28 |
9.7% |
1-16 |
1.1% |
11% |
False |
False |
306,596 |
80 |
148-28 |
131-25 |
17-03 |
12.8% |
1-11 |
1.0% |
8% |
False |
False |
230,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-02 |
2.618 |
135-01 |
1.618 |
134-13 |
1.000 |
134-01 |
0.618 |
133-25 |
HIGH |
133-13 |
0.618 |
133-05 |
0.500 |
133-03 |
0.382 |
133-01 |
LOW |
132-25 |
0.618 |
132-13 |
1.000 |
132-05 |
1.618 |
131-25 |
2.618 |
131-05 |
4.250 |
130-04 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
133-04 |
133-02 |
PP |
133-04 |
132-30 |
S1 |
133-03 |
132-26 |
|