ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
133-28 |
134-08 |
0-12 |
0.3% |
133-24 |
| High |
134-20 |
134-18 |
-0-02 |
0.0% |
134-20 |
| Low |
133-24 |
133-30 |
0-06 |
0.1% |
132-25 |
| Close |
134-09 |
134-14 |
0-05 |
0.1% |
134-14 |
| Range |
0-28 |
0-20 |
-0-08 |
-28.6% |
1-27 |
| ATR |
1-09 |
1-08 |
-0-02 |
-3.7% |
0-00 |
| Volume |
284,428 |
179,034 |
-105,394 |
-37.1% |
1,087,211 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-06 |
135-30 |
134-25 |
|
| R3 |
135-18 |
135-10 |
134-20 |
|
| R2 |
134-30 |
134-30 |
134-18 |
|
| R1 |
134-22 |
134-22 |
134-16 |
134-26 |
| PP |
134-10 |
134-10 |
134-10 |
134-12 |
| S1 |
134-02 |
134-02 |
134-12 |
134-06 |
| S2 |
133-22 |
133-22 |
134-10 |
|
| S3 |
133-02 |
133-14 |
134-08 |
|
| S4 |
132-14 |
132-26 |
134-03 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-15 |
138-26 |
135-14 |
|
| R3 |
137-20 |
136-31 |
134-30 |
|
| R2 |
135-25 |
135-25 |
134-25 |
|
| R1 |
135-04 |
135-04 |
134-19 |
135-14 |
| PP |
133-30 |
133-30 |
133-30 |
134-04 |
| S1 |
133-09 |
133-09 |
134-09 |
133-20 |
| S2 |
132-03 |
132-03 |
134-03 |
|
| S3 |
130-08 |
131-14 |
133-30 |
|
| S4 |
128-13 |
129-19 |
133-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-20 |
132-25 |
1-27 |
1.4% |
0-26 |
0.6% |
90% |
False |
False |
217,442 |
| 10 |
134-31 |
131-25 |
3-06 |
2.4% |
1-07 |
0.9% |
83% |
False |
False |
265,195 |
| 20 |
136-00 |
131-25 |
4-07 |
3.1% |
1-05 |
0.9% |
63% |
False |
False |
254,706 |
| 40 |
140-28 |
131-25 |
9-03 |
6.8% |
1-12 |
1.0% |
29% |
False |
False |
308,395 |
| 60 |
144-21 |
131-25 |
12-28 |
9.6% |
1-15 |
1.1% |
21% |
False |
False |
318,376 |
| 80 |
148-28 |
131-25 |
17-03 |
12.7% |
1-11 |
1.0% |
16% |
False |
False |
239,092 |
| 100 |
148-28 |
131-25 |
17-03 |
12.7% |
1-08 |
0.9% |
16% |
False |
False |
191,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-07 |
|
2.618 |
136-06 |
|
1.618 |
135-18 |
|
1.000 |
135-06 |
|
0.618 |
134-30 |
|
HIGH |
134-18 |
|
0.618 |
134-10 |
|
0.500 |
134-08 |
|
0.382 |
134-06 |
|
LOW |
133-30 |
|
0.618 |
133-18 |
|
1.000 |
133-10 |
|
1.618 |
132-30 |
|
2.618 |
132-10 |
|
4.250 |
131-09 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-12 |
134-08 |
| PP |
134-10 |
134-03 |
| S1 |
134-08 |
133-29 |
|