ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
128-19 |
129-02 |
0-15 |
0.4% |
131-08 |
| High |
130-01 |
129-30 |
-0-03 |
-0.1% |
131-11 |
| Low |
128-12 |
128-27 |
0-15 |
0.4% |
128-12 |
| Close |
129-01 |
129-19 |
0-18 |
0.4% |
129-01 |
| Range |
1-21 |
1-03 |
-0-18 |
-34.0% |
2-31 |
| ATR |
1-09 |
1-08 |
0-00 |
-1.0% |
0-00 |
| Volume |
399,009 |
212,015 |
-186,994 |
-46.9% |
1,472,091 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-24 |
132-08 |
130-06 |
|
| R3 |
131-21 |
131-05 |
129-29 |
|
| R2 |
130-18 |
130-18 |
129-25 |
|
| R1 |
130-02 |
130-02 |
129-22 |
130-10 |
| PP |
129-15 |
129-15 |
129-15 |
129-18 |
| S1 |
128-31 |
128-31 |
129-16 |
129-07 |
| S2 |
128-12 |
128-12 |
129-13 |
|
| S3 |
127-09 |
127-28 |
129-09 |
|
| S4 |
126-06 |
126-25 |
129-00 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-16 |
136-23 |
130-21 |
|
| R3 |
135-17 |
133-24 |
129-27 |
|
| R2 |
132-18 |
132-18 |
129-18 |
|
| R1 |
130-25 |
130-25 |
129-10 |
130-06 |
| PP |
129-19 |
129-19 |
129-19 |
129-09 |
| S1 |
127-26 |
127-26 |
128-24 |
127-07 |
| S2 |
126-20 |
126-20 |
128-16 |
|
| S3 |
123-21 |
124-27 |
128-07 |
|
| S4 |
120-22 |
121-28 |
127-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-11 |
128-12 |
2-31 |
2.3% |
1-13 |
1.1% |
41% |
False |
False |
336,821 |
| 10 |
132-04 |
128-12 |
3-24 |
2.9% |
1-09 |
1.0% |
33% |
False |
False |
301,964 |
| 20 |
133-20 |
128-12 |
5-08 |
4.1% |
1-07 |
1.0% |
23% |
False |
False |
155,375 |
| 40 |
134-14 |
128-12 |
6-02 |
4.7% |
1-03 |
0.8% |
20% |
False |
False |
77,840 |
| 60 |
139-20 |
128-12 |
11-08 |
8.7% |
1-03 |
0.9% |
11% |
False |
False |
51,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-19 |
|
2.618 |
132-26 |
|
1.618 |
131-23 |
|
1.000 |
131-01 |
|
0.618 |
130-20 |
|
HIGH |
129-30 |
|
0.618 |
129-17 |
|
0.500 |
129-12 |
|
0.382 |
129-08 |
|
LOW |
128-27 |
|
0.618 |
128-05 |
|
1.000 |
127-24 |
|
1.618 |
127-02 |
|
2.618 |
125-31 |
|
4.250 |
124-06 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-17 |
129-15 |
| PP |
129-15 |
129-11 |
| S1 |
129-12 |
129-07 |
|