ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
130-15 |
130-22 |
0-07 |
0.2% |
129-18 |
| High |
130-28 |
132-01 |
1-05 |
0.9% |
130-20 |
| Low |
130-07 |
130-15 |
0-08 |
0.2% |
128-13 |
| Close |
130-18 |
131-25 |
1-07 |
0.9% |
130-13 |
| Range |
0-21 |
1-18 |
0-29 |
138.1% |
2-07 |
| ATR |
1-03 |
1-05 |
0-01 |
2.9% |
0-00 |
| Volume |
48,505 |
228,863 |
180,358 |
371.8% |
77,745 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-04 |
135-16 |
132-20 |
|
| R3 |
134-18 |
133-30 |
132-07 |
|
| R2 |
133-00 |
133-00 |
132-02 |
|
| R1 |
132-12 |
132-12 |
131-30 |
132-22 |
| PP |
131-14 |
131-14 |
131-14 |
131-18 |
| S1 |
130-26 |
130-26 |
131-20 |
131-04 |
| S2 |
129-28 |
129-28 |
131-16 |
|
| S3 |
128-10 |
129-08 |
131-11 |
|
| S4 |
126-24 |
127-22 |
130-30 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-15 |
135-21 |
131-20 |
|
| R3 |
134-08 |
133-14 |
131-01 |
|
| R2 |
132-01 |
132-01 |
130-26 |
|
| R1 |
131-07 |
131-07 |
130-20 |
131-20 |
| PP |
129-26 |
129-26 |
129-26 |
130-00 |
| S1 |
129-00 |
129-00 |
130-06 |
129-13 |
| S2 |
127-19 |
127-19 |
130-00 |
|
| S3 |
125-12 |
126-25 |
129-25 |
|
| S4 |
123-05 |
124-18 |
129-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-01 |
128-13 |
3-20 |
2.8% |
1-06 |
0.9% |
93% |
True |
False |
69,451 |
| 10 |
132-01 |
128-13 |
3-20 |
2.8% |
1-05 |
0.9% |
93% |
True |
False |
36,338 |
| 20 |
133-20 |
128-13 |
5-07 |
4.0% |
1-05 |
0.9% |
65% |
False |
False |
18,499 |
| 40 |
135-01 |
128-13 |
6-20 |
5.0% |
1-01 |
0.8% |
51% |
False |
False |
9,294 |
| 60 |
140-25 |
128-13 |
12-12 |
9.4% |
1-02 |
0.8% |
27% |
False |
False |
6,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-22 |
|
2.618 |
136-04 |
|
1.618 |
134-18 |
|
1.000 |
133-19 |
|
0.618 |
133-00 |
|
HIGH |
132-01 |
|
0.618 |
131-14 |
|
0.500 |
131-08 |
|
0.382 |
131-02 |
|
LOW |
130-15 |
|
0.618 |
129-16 |
|
1.000 |
128-29 |
|
1.618 |
127-30 |
|
2.618 |
126-12 |
|
4.250 |
123-26 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-19 |
131-11 |
| PP |
131-14 |
130-30 |
| S1 |
131-08 |
130-16 |
|