ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
132-02 |
133-12 |
1-10 |
1.0% |
130-15 |
| High |
133-31 |
133-14 |
-0-17 |
-0.4% |
131-26 |
| Low |
131-05 |
132-30 |
1-25 |
1.4% |
130-03 |
| Close |
133-15 |
132-30 |
-0-17 |
-0.4% |
131-10 |
| Range |
2-26 |
0-16 |
-2-10 |
-82.2% |
1-23 |
| ATR |
1-10 |
1-08 |
-0-02 |
-4.2% |
0-00 |
| Volume |
4,519 |
2,832 |
-1,687 |
-37.3% |
23,446 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-19 |
134-09 |
133-07 |
|
| R3 |
134-03 |
133-25 |
133-02 |
|
| R2 |
133-19 |
133-19 |
133-01 |
|
| R1 |
133-09 |
133-09 |
132-31 |
133-06 |
| PP |
133-03 |
133-03 |
133-03 |
133-02 |
| S1 |
132-25 |
132-25 |
132-29 |
132-22 |
| S2 |
132-19 |
132-19 |
132-27 |
|
| S3 |
132-03 |
132-09 |
132-26 |
|
| S4 |
131-19 |
131-25 |
132-21 |
|
|
| 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 |
133-31 |
130-22 |
3-09 |
2.5% |
1-08 |
0.9% |
69% |
False |
False |
2,841 |
| 10 |
133-31 |
129-25 |
4-06 |
3.1% |
1-05 |
0.9% |
75% |
False |
False |
4,245 |
| 20 |
133-31 |
129-25 |
4-06 |
3.1% |
1-06 |
0.9% |
75% |
False |
False |
153,848 |
| 40 |
135-02 |
129-25 |
5-09 |
4.0% |
1-06 |
0.9% |
60% |
False |
False |
217,390 |
| 60 |
136-27 |
129-25 |
7-02 |
5.3% |
1-08 |
0.9% |
45% |
False |
False |
237,371 |
| 80 |
142-15 |
129-25 |
12-22 |
9.5% |
1-11 |
1.0% |
25% |
False |
False |
301,369 |
| 100 |
148-28 |
129-25 |
19-03 |
14.4% |
1-11 |
1.0% |
17% |
False |
False |
246,857 |
| 120 |
148-28 |
129-25 |
19-03 |
14.4% |
1-09 |
1.0% |
17% |
False |
False |
205,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-18 |
|
2.618 |
134-24 |
|
1.618 |
134-08 |
|
1.000 |
133-30 |
|
0.618 |
133-24 |
|
HIGH |
133-14 |
|
0.618 |
133-08 |
|
0.500 |
133-06 |
|
0.382 |
133-04 |
|
LOW |
132-30 |
|
0.618 |
132-20 |
|
1.000 |
132-14 |
|
1.618 |
132-04 |
|
2.618 |
131-20 |
|
4.250 |
130-26 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-06 |
132-26 |
| PP |
133-03 |
132-22 |
| S1 |
133-01 |
132-18 |
|