ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
133-09 |
132-23 |
-0-18 |
-0.4% |
131-03 |
| High |
133-16 |
133-08 |
-0-08 |
-0.2% |
132-02 |
| Low |
132-08 |
131-27 |
-0-13 |
-0.3% |
129-28 |
| Close |
132-15 |
133-04 |
0-21 |
0.5% |
131-26 |
| Range |
1-08 |
1-13 |
0-05 |
12.5% |
2-06 |
| ATR |
1-08 |
1-08 |
0-00 |
0.9% |
0-00 |
| Volume |
624,938 |
465,734 |
-159,204 |
-25.5% |
1,744,665 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-31 |
136-14 |
133-29 |
|
| R3 |
135-18 |
135-01 |
133-16 |
|
| R2 |
134-05 |
134-05 |
133-12 |
|
| R1 |
133-20 |
133-20 |
133-08 |
133-28 |
| PP |
132-24 |
132-24 |
132-24 |
132-28 |
| S1 |
132-07 |
132-07 |
133-00 |
132-16 |
| S2 |
131-11 |
131-11 |
132-28 |
|
| S3 |
129-30 |
130-26 |
132-24 |
|
| S4 |
128-17 |
129-13 |
132-11 |
|
|
| 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 |
130-13 |
3-03 |
2.3% |
1-10 |
1.0% |
88% |
False |
False |
475,046 |
| 10 |
133-16 |
129-28 |
3-20 |
2.7% |
1-07 |
0.9% |
90% |
False |
False |
404,365 |
| 20 |
135-02 |
129-28 |
5-06 |
3.9% |
1-05 |
0.9% |
63% |
False |
False |
336,373 |
| 40 |
136-00 |
129-28 |
6-04 |
4.6% |
1-08 |
0.9% |
53% |
False |
False |
303,543 |
| 60 |
142-15 |
129-28 |
12-19 |
9.5% |
1-12 |
1.0% |
26% |
False |
False |
346,808 |
| 80 |
146-16 |
129-28 |
16-20 |
12.5% |
1-13 |
1.1% |
20% |
False |
False |
304,687 |
| 100 |
148-28 |
129-28 |
19-00 |
14.3% |
1-10 |
1.0% |
17% |
False |
False |
243,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-07 |
|
2.618 |
136-30 |
|
1.618 |
135-17 |
|
1.000 |
134-21 |
|
0.618 |
134-04 |
|
HIGH |
133-08 |
|
0.618 |
132-23 |
|
0.500 |
132-18 |
|
0.382 |
132-12 |
|
LOW |
131-27 |
|
0.618 |
130-31 |
|
1.000 |
130-14 |
|
1.618 |
129-18 |
|
2.618 |
128-05 |
|
4.250 |
125-28 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-30 |
132-31 |
| PP |
132-24 |
132-26 |
| S1 |
132-18 |
132-21 |
|