ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
130-26 |
131-29 |
1-03 |
0.8% |
131-03 |
| High |
132-02 |
132-09 |
0-07 |
0.2% |
132-02 |
| Low |
130-13 |
131-21 |
1-08 |
1.0% |
129-28 |
| Close |
131-26 |
131-31 |
0-05 |
0.1% |
131-26 |
| Range |
1-21 |
0-20 |
-1-01 |
-62.3% |
2-06 |
| ATR |
1-08 |
1-07 |
-0-01 |
-3.6% |
0-00 |
| Volume |
418,450 |
359,331 |
-59,119 |
-14.1% |
1,744,665 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-27 |
133-17 |
132-10 |
|
| R3 |
133-07 |
132-29 |
132-04 |
|
| R2 |
132-19 |
132-19 |
132-03 |
|
| R1 |
132-09 |
132-09 |
132-01 |
132-14 |
| PP |
131-31 |
131-31 |
131-31 |
132-02 |
| S1 |
131-21 |
131-21 |
131-29 |
131-26 |
| S2 |
131-11 |
131-11 |
131-27 |
|
| S3 |
130-23 |
131-01 |
131-26 |
|
| S4 |
130-03 |
130-13 |
131-20 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-26 |
137-00 |
133-00 |
|
| R3 |
135-20 |
134-26 |
132-13 |
|
| R2 |
133-14 |
133-14 |
132-07 |
|
| R1 |
132-20 |
132-20 |
132-00 |
133-01 |
| PP |
131-08 |
131-08 |
131-08 |
131-14 |
| S1 |
130-14 |
130-14 |
131-20 |
130-27 |
| S2 |
129-02 |
129-02 |
131-13 |
|
| S3 |
126-28 |
128-08 |
131-07 |
|
| S4 |
124-22 |
126-02 |
130-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-09 |
129-28 |
2-13 |
1.8% |
1-03 |
0.8% |
87% |
True |
False |
367,590 |
| 10 |
133-29 |
129-28 |
4-01 |
3.1% |
1-05 |
0.9% |
52% |
False |
False |
341,833 |
| 20 |
135-02 |
129-28 |
5-06 |
3.9% |
1-06 |
0.9% |
40% |
False |
False |
305,567 |
| 40 |
136-27 |
129-28 |
6-31 |
5.3% |
1-07 |
0.9% |
30% |
False |
False |
281,753 |
| 60 |
142-15 |
129-28 |
12-19 |
9.5% |
1-12 |
1.0% |
17% |
False |
False |
344,679 |
| 80 |
148-17 |
129-28 |
18-21 |
14.1% |
1-13 |
1.1% |
11% |
False |
False |
284,779 |
| 100 |
148-28 |
129-28 |
19-00 |
14.4% |
1-10 |
1.0% |
11% |
False |
False |
227,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-30 |
|
2.618 |
133-29 |
|
1.618 |
133-09 |
|
1.000 |
132-29 |
|
0.618 |
132-21 |
|
HIGH |
132-09 |
|
0.618 |
132-01 |
|
0.500 |
131-31 |
|
0.382 |
131-29 |
|
LOW |
131-21 |
|
0.618 |
131-09 |
|
1.000 |
131-01 |
|
1.618 |
130-21 |
|
2.618 |
130-01 |
|
4.250 |
129-00 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-31 |
131-22 |
| PP |
131-31 |
131-12 |
| S1 |
131-31 |
131-02 |
|