ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
130-22 |
131-29 |
1-07 |
0.9% |
129-18 |
| High |
132-01 |
132-04 |
0-03 |
0.1% |
130-20 |
| Low |
130-15 |
130-26 |
0-11 |
0.3% |
128-13 |
| Close |
131-25 |
131-02 |
-0-23 |
-0.5% |
130-13 |
| Range |
1-18 |
1-10 |
-0-08 |
-16.0% |
2-07 |
| ATR |
1-05 |
1-05 |
0-00 |
1.1% |
0-00 |
| Volume |
228,863 |
409,783 |
180,920 |
79.1% |
77,745 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-09 |
134-15 |
131-25 |
|
| R3 |
133-31 |
133-05 |
131-14 |
|
| R2 |
132-21 |
132-21 |
131-10 |
|
| R1 |
131-27 |
131-27 |
131-06 |
131-19 |
| PP |
131-11 |
131-11 |
131-11 |
131-06 |
| S1 |
130-17 |
130-17 |
130-30 |
130-09 |
| S2 |
130-01 |
130-01 |
130-26 |
|
| S3 |
128-23 |
129-07 |
130-22 |
|
| S4 |
127-13 |
127-29 |
130-11 |
|
|
| 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 |
132-04 |
128-13 |
3-23 |
2.8% |
1-07 |
0.9% |
71% |
True |
False |
149,960 |
| 10 |
132-04 |
128-13 |
3-23 |
2.8% |
1-08 |
0.9% |
71% |
True |
False |
77,090 |
| 20 |
133-20 |
128-13 |
5-07 |
4.0% |
1-05 |
0.9% |
51% |
False |
False |
38,980 |
| 40 |
135-01 |
128-13 |
6-20 |
5.1% |
1-02 |
0.8% |
40% |
False |
False |
19,538 |
| 60 |
140-25 |
128-13 |
12-12 |
9.4% |
1-02 |
0.8% |
21% |
False |
False |
13,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-22 |
|
2.618 |
135-18 |
|
1.618 |
134-08 |
|
1.000 |
133-14 |
|
0.618 |
132-30 |
|
HIGH |
132-04 |
|
0.618 |
131-20 |
|
0.500 |
131-15 |
|
0.382 |
131-10 |
|
LOW |
130-26 |
|
0.618 |
130-00 |
|
1.000 |
129-16 |
|
1.618 |
128-22 |
|
2.618 |
127-12 |
|
4.250 |
125-08 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-15 |
131-06 |
| PP |
131-11 |
131-04 |
| S1 |
131-06 |
131-03 |
|