ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
131-29 |
131-10 |
-0-19 |
-0.5% |
129-18 |
| High |
132-04 |
131-27 |
-0-09 |
-0.2% |
130-20 |
| Low |
130-26 |
130-13 |
-0-13 |
-0.3% |
128-13 |
| Close |
131-02 |
131-22 |
0-20 |
0.5% |
130-13 |
| Range |
1-10 |
1-14 |
0-04 |
9.5% |
2-07 |
| ATR |
1-05 |
1-06 |
0-01 |
1.8% |
0-00 |
| Volume |
409,783 |
296,392 |
-113,391 |
-27.7% |
77,745 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-20 |
135-03 |
132-15 |
|
| R3 |
134-06 |
133-21 |
132-03 |
|
| R2 |
132-24 |
132-24 |
131-30 |
|
| R1 |
132-07 |
132-07 |
131-26 |
132-16 |
| PP |
131-10 |
131-10 |
131-10 |
131-14 |
| S1 |
130-25 |
130-25 |
131-18 |
131-02 |
| S2 |
129-28 |
129-28 |
131-14 |
|
| S3 |
128-14 |
129-11 |
131-09 |
|
| S4 |
127-00 |
127-29 |
130-29 |
|
|
| 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 |
128-31 |
3-05 |
2.4% |
1-10 |
1.0% |
86% |
False |
False |
205,835 |
| 10 |
132-04 |
128-13 |
3-23 |
2.8% |
1-06 |
0.9% |
88% |
False |
False |
106,576 |
| 20 |
133-20 |
128-13 |
5-07 |
4.0% |
1-03 |
0.8% |
63% |
False |
False |
53,737 |
| 40 |
134-14 |
128-13 |
6-01 |
4.6% |
1-03 |
0.8% |
54% |
False |
False |
26,948 |
| 60 |
140-25 |
128-13 |
12-12 |
9.4% |
1-02 |
0.8% |
27% |
False |
False |
17,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-30 |
|
2.618 |
135-19 |
|
1.618 |
134-05 |
|
1.000 |
133-09 |
|
0.618 |
132-23 |
|
HIGH |
131-27 |
|
0.618 |
131-09 |
|
0.500 |
131-04 |
|
0.382 |
130-31 |
|
LOW |
130-13 |
|
0.618 |
129-17 |
|
1.000 |
128-31 |
|
1.618 |
128-03 |
|
2.618 |
126-21 |
|
4.250 |
124-10 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-16 |
131-18 |
| PP |
131-10 |
131-13 |
| S1 |
131-04 |
131-08 |
|