ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
131-16 |
131-08 |
-0-08 |
-0.2% |
130-15 |
High |
131-30 |
131-11 |
-0-19 |
-0.5% |
132-04 |
Low |
131-04 |
129-11 |
-1-25 |
-1.4% |
130-07 |
Close |
131-29 |
130-09 |
-1-20 |
-1.2% |
131-29 |
Range |
0-26 |
2-00 |
1-06 |
146.2% |
1-29 |
ATR |
1-05 |
1-08 |
0-03 |
8.8% |
0-00 |
Volume |
351,996 |
455,266 |
103,270 |
29.3% |
1,335,539 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-10 |
135-10 |
131-12 |
|
R3 |
134-10 |
133-10 |
130-27 |
|
R2 |
132-10 |
132-10 |
130-21 |
|
R1 |
131-10 |
131-10 |
130-15 |
130-26 |
PP |
130-10 |
130-10 |
130-10 |
130-02 |
S1 |
129-10 |
129-10 |
130-03 |
128-26 |
S2 |
128-10 |
128-10 |
129-29 |
|
S3 |
126-10 |
127-10 |
129-23 |
|
S4 |
124-10 |
125-10 |
129-06 |
|
|
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 |
129-11 |
2-25 |
2.1% |
1-14 |
1.1% |
34% |
False |
True |
348,460 |
10 |
132-04 |
128-13 |
3-23 |
2.9% |
1-08 |
1.0% |
50% |
False |
False |
186,370 |
20 |
133-20 |
128-13 |
5-07 |
4.0% |
1-03 |
0.8% |
36% |
False |
False |
94,017 |
40 |
134-14 |
128-13 |
6-01 |
4.6% |
1-01 |
0.8% |
31% |
False |
False |
47,127 |
60 |
139-20 |
128-13 |
11-07 |
8.6% |
1-02 |
0.8% |
17% |
False |
False |
31,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-27 |
2.618 |
136-19 |
1.618 |
134-19 |
1.000 |
133-11 |
0.618 |
132-19 |
HIGH |
131-11 |
0.618 |
130-19 |
0.500 |
130-11 |
0.382 |
130-03 |
LOW |
129-11 |
0.618 |
128-03 |
1.000 |
127-11 |
1.618 |
126-03 |
2.618 |
124-03 |
4.250 |
120-27 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
130-11 |
130-20 |
PP |
130-10 |
130-17 |
S1 |
130-10 |
130-13 |
|