ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
131-02 |
130-29 |
-0-05 |
-0.1% |
130-15 |
| High |
131-26 |
131-21 |
-0-05 |
-0.1% |
131-26 |
| Low |
131-01 |
130-22 |
-0-11 |
-0.3% |
130-03 |
| Close |
131-05 |
131-10 |
0-05 |
0.1% |
131-10 |
| Range |
0-25 |
0-31 |
0-06 |
24.0% |
1-23 |
| ATR |
1-07 |
1-07 |
-0-01 |
-1.5% |
0-00 |
| Volume |
5,282 |
2,100 |
-3,182 |
-60.2% |
23,446 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-04 |
133-22 |
131-27 |
|
| R3 |
133-05 |
132-23 |
131-19 |
|
| R2 |
132-06 |
132-06 |
131-16 |
|
| R1 |
131-24 |
131-24 |
131-13 |
131-31 |
| PP |
131-07 |
131-07 |
131-07 |
131-10 |
| S1 |
130-25 |
130-25 |
131-07 |
131-00 |
| S2 |
130-08 |
130-08 |
131-04 |
|
| S3 |
129-09 |
129-26 |
131-01 |
|
| S4 |
128-10 |
128-27 |
130-25 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-07 |
135-16 |
132-08 |
|
| R3 |
134-16 |
133-25 |
131-25 |
|
| R2 |
132-25 |
132-25 |
131-20 |
|
| R1 |
132-02 |
132-02 |
131-15 |
132-14 |
| PP |
131-02 |
131-02 |
131-02 |
131-08 |
| S1 |
130-11 |
130-11 |
131-05 |
130-22 |
| S2 |
129-11 |
129-11 |
131-00 |
|
| S3 |
127-20 |
128-20 |
130-27 |
|
| S4 |
125-29 |
126-29 |
130-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-26 |
130-03 |
1-23 |
1.3% |
0-28 |
0.7% |
71% |
False |
False |
4,689 |
| 10 |
133-12 |
129-25 |
3-19 |
2.7% |
1-04 |
0.8% |
43% |
False |
False |
29,121 |
| 20 |
133-16 |
129-25 |
3-23 |
2.8% |
1-05 |
0.9% |
41% |
False |
False |
216,743 |
| 40 |
136-00 |
129-25 |
6-07 |
4.7% |
1-05 |
0.9% |
25% |
False |
False |
239,200 |
| 60 |
137-23 |
129-25 |
7-30 |
6.0% |
1-09 |
1.0% |
19% |
False |
False |
273,060 |
| 80 |
144-03 |
129-25 |
14-10 |
10.9% |
1-13 |
1.1% |
11% |
False |
False |
307,729 |
| 100 |
148-28 |
129-25 |
19-03 |
14.5% |
1-11 |
1.0% |
8% |
False |
False |
246,765 |
| 120 |
148-28 |
129-25 |
19-03 |
14.5% |
1-08 |
1.0% |
8% |
False |
False |
205,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-25 |
|
2.618 |
134-06 |
|
1.618 |
133-07 |
|
1.000 |
132-20 |
|
0.618 |
132-08 |
|
HIGH |
131-21 |
|
0.618 |
131-09 |
|
0.500 |
131-06 |
|
0.382 |
131-02 |
|
LOW |
130-22 |
|
0.618 |
130-03 |
|
1.000 |
129-23 |
|
1.618 |
129-04 |
|
2.618 |
128-05 |
|
4.250 |
126-18 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-08 |
131-06 |
| PP |
131-07 |
131-02 |
| S1 |
131-06 |
130-30 |
|