ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
131-10 |
131-16 |
0-06 |
0.1% |
130-15 |
| High |
131-27 |
131-30 |
0-03 |
0.1% |
132-04 |
| Low |
130-13 |
131-04 |
0-23 |
0.6% |
130-07 |
| Close |
131-22 |
131-29 |
0-07 |
0.2% |
131-29 |
| Range |
1-14 |
0-26 |
-0-20 |
-43.5% |
1-29 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.2% |
0-00 |
| Volume |
296,392 |
351,996 |
55,604 |
18.8% |
1,335,539 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-03 |
133-26 |
132-11 |
|
| R3 |
133-09 |
133-00 |
132-04 |
|
| R2 |
132-15 |
132-15 |
132-02 |
|
| R1 |
132-06 |
132-06 |
131-31 |
132-10 |
| PP |
131-21 |
131-21 |
131-21 |
131-23 |
| S1 |
131-12 |
131-12 |
131-27 |
131-16 |
| S2 |
130-27 |
130-27 |
131-24 |
|
| S3 |
130-01 |
130-18 |
131-22 |
|
| S4 |
129-07 |
129-24 |
131-15 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-04 |
136-14 |
132-31 |
|
| R3 |
135-07 |
134-17 |
132-14 |
|
| R2 |
133-10 |
133-10 |
132-08 |
|
| R1 |
132-20 |
132-20 |
132-03 |
132-31 |
| PP |
131-13 |
131-13 |
131-13 |
131-19 |
| S1 |
130-23 |
130-23 |
131-23 |
131-02 |
| S2 |
129-16 |
129-16 |
131-18 |
|
| S3 |
127-19 |
128-26 |
131-12 |
|
| S4 |
125-22 |
126-29 |
130-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-04 |
130-07 |
1-29 |
1.4% |
1-05 |
0.9% |
89% |
False |
False |
267,107 |
| 10 |
132-04 |
128-13 |
3-23 |
2.8% |
1-05 |
0.9% |
94% |
False |
False |
141,328 |
| 20 |
133-20 |
128-13 |
5-07 |
4.0% |
1-02 |
0.8% |
67% |
False |
False |
71,285 |
| 40 |
134-14 |
128-13 |
6-01 |
4.6% |
1-01 |
0.8% |
58% |
False |
False |
35,747 |
| 60 |
140-05 |
128-13 |
11-24 |
8.9% |
1-02 |
0.8% |
30% |
False |
False |
23,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-12 |
|
2.618 |
134-02 |
|
1.618 |
133-08 |
|
1.000 |
132-24 |
|
0.618 |
132-14 |
|
HIGH |
131-30 |
|
0.618 |
131-20 |
|
0.500 |
131-17 |
|
0.382 |
131-14 |
|
LOW |
131-04 |
|
0.618 |
130-20 |
|
1.000 |
130-10 |
|
1.618 |
129-26 |
|
2.618 |
129-00 |
|
4.250 |
127-22 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-25 |
131-22 |
| PP |
131-21 |
131-15 |
| S1 |
131-17 |
131-08 |
|