ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
132-04 |
133-09 |
1-05 |
0.9% |
131-03 |
| High |
133-15 |
133-16 |
0-01 |
0.0% |
132-02 |
| Low |
131-26 |
132-08 |
0-14 |
0.3% |
129-28 |
| Close |
133-06 |
132-15 |
-0-23 |
-0.5% |
131-26 |
| Range |
1-21 |
1-08 |
-0-13 |
-24.5% |
2-06 |
| ATR |
1-08 |
1-08 |
0-00 |
0.1% |
0-00 |
| Volume |
506,779 |
624,938 |
118,159 |
23.3% |
1,744,665 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-16 |
135-23 |
133-05 |
|
| R3 |
135-08 |
134-15 |
132-26 |
|
| R2 |
134-00 |
134-00 |
132-22 |
|
| R1 |
133-07 |
133-07 |
132-19 |
133-00 |
| PP |
132-24 |
132-24 |
132-24 |
132-20 |
| S1 |
131-31 |
131-31 |
132-11 |
131-24 |
| S2 |
131-16 |
131-16 |
132-08 |
|
| S3 |
130-08 |
130-23 |
132-04 |
|
| S4 |
129-00 |
129-15 |
131-25 |
|
|
| 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 |
133-16 |
129-28 |
3-20 |
2.7% |
1-07 |
0.9% |
72% |
True |
False |
461,580 |
| 10 |
133-16 |
129-28 |
3-20 |
2.7% |
1-08 |
0.9% |
72% |
True |
False |
398,338 |
| 20 |
135-02 |
129-28 |
5-06 |
3.9% |
1-07 |
0.9% |
50% |
False |
False |
330,851 |
| 40 |
136-27 |
129-28 |
6-31 |
5.3% |
1-08 |
0.9% |
37% |
False |
False |
297,455 |
| 60 |
142-15 |
129-28 |
12-19 |
9.5% |
1-12 |
1.0% |
21% |
False |
False |
346,603 |
| 80 |
146-16 |
129-28 |
16-20 |
12.6% |
1-13 |
1.1% |
16% |
False |
False |
298,896 |
| 100 |
148-28 |
129-28 |
19-00 |
14.3% |
1-09 |
1.0% |
14% |
False |
False |
239,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-26 |
|
2.618 |
136-25 |
|
1.618 |
135-17 |
|
1.000 |
134-24 |
|
0.618 |
134-09 |
|
HIGH |
133-16 |
|
0.618 |
133-01 |
|
0.500 |
132-28 |
|
0.382 |
132-23 |
|
LOW |
132-08 |
|
0.618 |
131-15 |
|
1.000 |
131-00 |
|
1.618 |
130-07 |
|
2.618 |
128-31 |
|
4.250 |
126-30 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-28 |
132-18 |
| PP |
132-24 |
132-17 |
| S1 |
132-19 |
132-16 |
|