ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
131-11 |
130-01 |
-1-10 |
-1.0% |
132-25 |
| High |
131-16 |
131-15 |
-0-01 |
0.0% |
132-25 |
| Low |
129-31 |
129-25 |
-0-06 |
-0.1% |
129-25 |
| Close |
130-04 |
130-15 |
0-11 |
0.3% |
130-15 |
| Range |
1-17 |
1-22 |
0-05 |
10.2% |
3-00 |
| ATR |
1-09 |
1-10 |
0-01 |
2.2% |
0-00 |
| Volume |
9,750 |
6,898 |
-2,852 |
-29.3% |
142,401 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-20 |
134-24 |
131-13 |
|
| R3 |
133-30 |
133-02 |
130-30 |
|
| R2 |
132-08 |
132-08 |
130-25 |
|
| R1 |
131-12 |
131-12 |
130-20 |
131-26 |
| PP |
130-18 |
130-18 |
130-18 |
130-26 |
| S1 |
129-22 |
129-22 |
130-10 |
130-04 |
| S2 |
128-28 |
128-28 |
130-05 |
|
| S3 |
127-06 |
128-00 |
130-00 |
|
| S4 |
125-16 |
126-10 |
129-17 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-00 |
138-08 |
132-04 |
|
| R3 |
137-00 |
135-08 |
131-09 |
|
| R2 |
134-00 |
134-00 |
131-01 |
|
| R1 |
132-08 |
132-08 |
130-24 |
131-20 |
| PP |
131-00 |
131-00 |
131-00 |
130-22 |
| S1 |
129-08 |
129-08 |
130-06 |
128-20 |
| S2 |
128-00 |
128-00 |
129-29 |
|
| S3 |
125-00 |
126-08 |
129-21 |
|
| S4 |
122-00 |
123-08 |
128-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-12 |
129-25 |
3-19 |
2.8% |
1-11 |
1.0% |
19% |
False |
True |
53,554 |
| 10 |
133-16 |
129-25 |
3-23 |
2.9% |
1-10 |
1.0% |
18% |
False |
True |
264,300 |
| 20 |
135-02 |
129-25 |
5-09 |
4.0% |
1-07 |
0.9% |
13% |
False |
True |
285,265 |
| 40 |
136-00 |
129-25 |
6-07 |
4.8% |
1-07 |
0.9% |
11% |
False |
True |
272,108 |
| 60 |
140-28 |
129-25 |
11-03 |
8.5% |
1-11 |
1.0% |
6% |
False |
True |
307,048 |
| 80 |
144-21 |
129-25 |
14-28 |
11.4% |
1-13 |
1.1% |
5% |
False |
True |
307,908 |
| 100 |
148-28 |
129-25 |
19-03 |
14.6% |
1-10 |
1.0% |
4% |
False |
True |
246,539 |
| 120 |
148-28 |
129-25 |
19-03 |
14.6% |
1-08 |
1.0% |
4% |
False |
True |
205,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-20 |
|
2.618 |
135-28 |
|
1.618 |
134-06 |
|
1.000 |
133-05 |
|
0.618 |
132-16 |
|
HIGH |
131-15 |
|
0.618 |
130-26 |
|
0.500 |
130-20 |
|
0.382 |
130-14 |
|
LOW |
129-25 |
|
0.618 |
128-24 |
|
1.000 |
128-03 |
|
1.618 |
127-02 |
|
2.618 |
125-12 |
|
4.250 |
122-20 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-20 |
130-26 |
| PP |
130-18 |
130-22 |
| S1 |
130-17 |
130-18 |
|