ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
131-09 |
130-10 |
-0-31 |
-0.7% |
134-14 |
| High |
131-13 |
130-26 |
-0-19 |
-0.5% |
135-02 |
| Low |
130-07 |
129-28 |
-0-11 |
-0.3% |
130-17 |
| Close |
130-26 |
130-19 |
-0-07 |
-0.2% |
131-01 |
| Range |
1-06 |
0-30 |
-0-08 |
-21.1% |
4-17 |
| ATR |
1-08 |
1-07 |
-0-01 |
-1.8% |
0-00 |
| Volume |
385,768 |
398,405 |
12,637 |
3.3% |
1,557,047 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-08 |
132-27 |
131-04 |
|
| R3 |
132-10 |
131-29 |
130-27 |
|
| R2 |
131-12 |
131-12 |
130-24 |
|
| R1 |
130-31 |
130-31 |
130-22 |
131-06 |
| PP |
130-14 |
130-14 |
130-14 |
130-17 |
| S1 |
130-01 |
130-01 |
130-16 |
130-08 |
| S2 |
129-16 |
129-16 |
130-14 |
|
| S3 |
128-18 |
129-03 |
130-11 |
|
| S4 |
127-20 |
128-05 |
130-02 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
142-30 |
133-17 |
|
| R3 |
141-09 |
138-13 |
132-09 |
|
| R2 |
136-24 |
136-24 |
131-28 |
|
| R1 |
133-28 |
133-28 |
131-14 |
133-02 |
| PP |
132-07 |
132-07 |
132-07 |
131-25 |
| S1 |
129-11 |
129-11 |
130-20 |
128-16 |
| S2 |
127-22 |
127-22 |
130-06 |
|
| S3 |
123-05 |
124-26 |
129-25 |
|
| S4 |
118-20 |
120-09 |
128-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-30 |
129-28 |
2-02 |
1.6% |
1-03 |
0.8% |
35% |
False |
True |
333,684 |
| 10 |
135-02 |
129-28 |
5-06 |
4.0% |
1-04 |
0.9% |
14% |
False |
True |
306,229 |
| 20 |
135-02 |
129-28 |
5-06 |
4.0% |
1-06 |
0.9% |
14% |
False |
True |
286,459 |
| 40 |
136-27 |
129-28 |
6-31 |
5.3% |
1-08 |
0.9% |
10% |
False |
True |
280,124 |
| 60 |
142-15 |
129-28 |
12-19 |
9.6% |
1-13 |
1.1% |
6% |
False |
True |
350,645 |
| 80 |
148-28 |
129-28 |
19-00 |
14.5% |
1-13 |
1.1% |
4% |
False |
True |
275,078 |
| 100 |
148-28 |
129-28 |
19-00 |
14.5% |
1-09 |
1.0% |
4% |
False |
True |
220,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-26 |
|
2.618 |
133-09 |
|
1.618 |
132-11 |
|
1.000 |
131-24 |
|
0.618 |
131-13 |
|
HIGH |
130-26 |
|
0.618 |
130-15 |
|
0.500 |
130-11 |
|
0.382 |
130-07 |
|
LOW |
129-28 |
|
0.618 |
129-09 |
|
1.000 |
128-30 |
|
1.618 |
128-11 |
|
2.618 |
127-13 |
|
4.250 |
125-28 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-16 |
130-20 |
| PP |
130-14 |
130-20 |
| S1 |
130-11 |
130-20 |
|