ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
131-29 |
132-04 |
0-07 |
0.2% |
131-03 |
| High |
132-09 |
133-15 |
1-06 |
0.9% |
132-02 |
| Low |
131-21 |
131-26 |
0-05 |
0.1% |
129-28 |
| Close |
131-31 |
133-06 |
1-07 |
0.9% |
131-26 |
| Range |
0-20 |
1-21 |
1-01 |
165.0% |
2-06 |
| ATR |
1-07 |
1-08 |
0-01 |
2.6% |
0-00 |
| Volume |
359,331 |
506,779 |
147,448 |
41.0% |
1,744,665 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-25 |
137-05 |
134-03 |
|
| R3 |
136-04 |
135-16 |
133-21 |
|
| R2 |
134-15 |
134-15 |
133-16 |
|
| R1 |
133-27 |
133-27 |
133-11 |
134-05 |
| PP |
132-26 |
132-26 |
132-26 |
133-00 |
| S1 |
132-06 |
132-06 |
133-01 |
132-16 |
| S2 |
131-05 |
131-05 |
132-28 |
|
| S3 |
129-16 |
130-17 |
132-23 |
|
| S4 |
127-27 |
128-28 |
132-09 |
|
|
| 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 |
133-15 |
129-28 |
3-19 |
2.7% |
1-07 |
0.9% |
92% |
True |
False |
413,746 |
| 10 |
133-15 |
129-28 |
3-19 |
2.7% |
1-06 |
0.9% |
92% |
True |
False |
357,258 |
| 20 |
135-02 |
129-28 |
5-06 |
3.9% |
1-08 |
0.9% |
64% |
False |
False |
321,802 |
| 40 |
136-27 |
129-28 |
6-31 |
5.2% |
1-08 |
0.9% |
48% |
False |
False |
288,009 |
| 60 |
142-15 |
129-28 |
12-19 |
9.5% |
1-12 |
1.0% |
26% |
False |
False |
343,080 |
| 80 |
146-16 |
129-28 |
16-20 |
12.5% |
1-13 |
1.0% |
20% |
False |
False |
291,105 |
| 100 |
148-28 |
129-28 |
19-00 |
14.3% |
1-09 |
1.0% |
17% |
False |
False |
232,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-16 |
|
2.618 |
137-26 |
|
1.618 |
136-05 |
|
1.000 |
135-04 |
|
0.618 |
134-16 |
|
HIGH |
133-15 |
|
0.618 |
132-27 |
|
0.500 |
132-20 |
|
0.382 |
132-14 |
|
LOW |
131-26 |
|
0.618 |
130-25 |
|
1.000 |
130-05 |
|
1.618 |
129-04 |
|
2.618 |
127-15 |
|
4.250 |
124-25 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-00 |
132-25 |
| PP |
132-26 |
132-11 |
| S1 |
132-20 |
131-30 |
|