ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
131-17 |
131-11 |
-0-06 |
-0.1% |
131-29 |
| High |
131-26 |
131-16 |
-0-10 |
-0.2% |
133-16 |
| Low |
131-05 |
129-31 |
-1-06 |
-0.9% |
131-21 |
| Close |
131-10 |
130-04 |
-1-06 |
-0.9% |
133-11 |
| Range |
0-21 |
1-17 |
0-28 |
133.3% |
1-27 |
| ATR |
1-09 |
1-09 |
0-01 |
1.5% |
0-00 |
| Volume |
36,141 |
9,750 |
-26,391 |
-73.0% |
2,082,153 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-04 |
134-05 |
130-31 |
|
| R3 |
133-19 |
132-20 |
130-17 |
|
| R2 |
132-02 |
132-02 |
130-13 |
|
| R1 |
131-03 |
131-03 |
130-08 |
130-26 |
| PP |
130-17 |
130-17 |
130-17 |
130-12 |
| S1 |
129-18 |
129-18 |
130-00 |
129-09 |
| S2 |
129-00 |
129-00 |
129-27 |
|
| S3 |
127-15 |
128-01 |
129-23 |
|
| S4 |
125-30 |
126-16 |
129-09 |
|
|
| 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 |
133-12 |
129-31 |
3-13 |
2.6% |
1-09 |
1.0% |
5% |
False |
True |
145,321 |
| 10 |
133-16 |
129-28 |
3-20 |
2.8% |
1-08 |
1.0% |
7% |
False |
False |
303,451 |
| 20 |
135-02 |
129-28 |
5-06 |
4.0% |
1-06 |
0.9% |
5% |
False |
False |
299,141 |
| 40 |
136-00 |
129-28 |
6-04 |
4.7% |
1-06 |
0.9% |
4% |
False |
False |
280,725 |
| 60 |
140-28 |
129-28 |
11-00 |
8.5% |
1-11 |
1.0% |
2% |
False |
False |
314,252 |
| 80 |
144-21 |
129-28 |
14-25 |
11.4% |
1-13 |
1.1% |
2% |
False |
False |
307,848 |
| 100 |
148-28 |
129-28 |
19-00 |
14.6% |
1-10 |
1.0% |
1% |
False |
False |
246,472 |
| 120 |
148-28 |
129-28 |
19-00 |
14.6% |
1-07 |
0.9% |
1% |
False |
False |
205,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-00 |
|
2.618 |
135-16 |
|
1.618 |
133-31 |
|
1.000 |
133-01 |
|
0.618 |
132-14 |
|
HIGH |
131-16 |
|
0.618 |
130-29 |
|
0.500 |
130-24 |
|
0.382 |
130-18 |
|
LOW |
129-31 |
|
0.618 |
129-01 |
|
1.000 |
128-14 |
|
1.618 |
127-16 |
|
2.618 |
125-31 |
|
4.250 |
123-15 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-24 |
131-12 |
| PP |
130-17 |
130-31 |
| S1 |
130-10 |
130-17 |
|