ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
132-25 |
131-17 |
-1-08 |
-0.9% |
131-29 |
| High |
132-25 |
131-26 |
-0-31 |
-0.7% |
133-16 |
| Low |
130-25 |
131-05 |
0-12 |
0.3% |
131-21 |
| Close |
131-23 |
131-10 |
-0-13 |
-0.3% |
133-11 |
| Range |
2-00 |
0-21 |
-1-11 |
-67.2% |
1-27 |
| ATR |
1-10 |
1-09 |
-0-02 |
-3.6% |
0-00 |
| Volume |
89,612 |
36,141 |
-53,471 |
-59.7% |
2,082,153 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-13 |
133-00 |
131-22 |
|
| R3 |
132-24 |
132-11 |
131-16 |
|
| R2 |
132-03 |
132-03 |
131-14 |
|
| R1 |
131-22 |
131-22 |
131-12 |
131-18 |
| PP |
131-14 |
131-14 |
131-14 |
131-12 |
| S1 |
131-01 |
131-01 |
131-08 |
130-29 |
| S2 |
130-25 |
130-25 |
131-06 |
|
| S3 |
130-04 |
130-12 |
131-04 |
|
| S4 |
129-15 |
129-23 |
130-30 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-12 |
137-22 |
134-11 |
|
| R3 |
136-17 |
135-27 |
133-27 |
|
| R2 |
134-22 |
134-22 |
133-22 |
|
| R1 |
134-00 |
134-00 |
133-16 |
134-11 |
| PP |
132-27 |
132-27 |
132-27 |
133-00 |
| S1 |
132-05 |
132-05 |
133-06 |
132-16 |
| S2 |
131-00 |
131-00 |
133-00 |
|
| S3 |
129-05 |
130-10 |
132-27 |
|
| S4 |
127-10 |
128-15 |
132-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-16 |
130-25 |
2-23 |
2.1% |
1-07 |
0.9% |
20% |
False |
False |
268,359 |
| 10 |
133-16 |
129-28 |
3-20 |
2.8% |
1-07 |
0.9% |
40% |
False |
False |
341,052 |
| 20 |
135-02 |
129-28 |
5-06 |
4.0% |
1-05 |
0.9% |
28% |
False |
False |
311,232 |
| 40 |
136-00 |
129-28 |
6-04 |
4.7% |
1-06 |
0.9% |
23% |
False |
False |
287,309 |
| 60 |
140-28 |
129-28 |
11-00 |
8.4% |
1-11 |
1.0% |
13% |
False |
False |
324,005 |
| 80 |
144-21 |
129-28 |
14-25 |
11.3% |
1-13 |
1.1% |
10% |
False |
False |
307,755 |
| 100 |
148-28 |
129-28 |
19-00 |
14.5% |
1-10 |
1.0% |
8% |
False |
False |
246,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-19 |
|
2.618 |
133-17 |
|
1.618 |
132-28 |
|
1.000 |
132-15 |
|
0.618 |
132-07 |
|
HIGH |
131-26 |
|
0.618 |
131-18 |
|
0.500 |
131-16 |
|
0.382 |
131-13 |
|
LOW |
131-05 |
|
0.618 |
130-24 |
|
1.000 |
130-16 |
|
1.618 |
130-03 |
|
2.618 |
129-14 |
|
4.250 |
128-12 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-16 |
132-02 |
| PP |
131-14 |
131-26 |
| S1 |
131-12 |
131-18 |
|