ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
129-18 |
130-10 |
0-24 |
0.6% |
129-02 |
| High |
130-05 |
131-12 |
1-07 |
0.9% |
130-11 |
| Low |
129-02 |
129-24 |
0-22 |
0.5% |
128-19 |
| Close |
129-26 |
129-26 |
0-00 |
0.0% |
129-26 |
| Range |
1-03 |
1-20 |
0-17 |
48.6% |
1-24 |
| ATR |
1-06 |
1-07 |
0-01 |
2.6% |
0-00 |
| Volume |
249,250 |
421,855 |
172,605 |
69.2% |
1,458,486 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-06 |
134-04 |
130-23 |
|
| R3 |
133-18 |
132-16 |
130-08 |
|
| R2 |
131-30 |
131-30 |
130-04 |
|
| R1 |
130-28 |
130-28 |
129-31 |
130-19 |
| PP |
130-10 |
130-10 |
130-10 |
130-06 |
| S1 |
129-08 |
129-08 |
129-21 |
128-31 |
| S2 |
128-22 |
128-22 |
129-16 |
|
| S3 |
127-02 |
127-20 |
129-12 |
|
| S4 |
125-14 |
126-00 |
128-29 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-27 |
134-02 |
130-25 |
|
| R3 |
133-03 |
132-10 |
130-09 |
|
| R2 |
131-11 |
131-11 |
130-04 |
|
| R1 |
130-18 |
130-18 |
129-31 |
130-30 |
| PP |
129-19 |
129-19 |
129-19 |
129-25 |
| S1 |
128-26 |
128-26 |
129-21 |
129-06 |
| S2 |
127-27 |
127-27 |
129-16 |
|
| S3 |
126-03 |
127-02 |
129-11 |
|
| S4 |
124-11 |
125-10 |
128-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-12 |
128-19 |
2-25 |
2.1% |
1-03 |
0.8% |
44% |
True |
False |
333,665 |
| 10 |
131-12 |
128-12 |
3-00 |
2.3% |
1-08 |
1.0% |
48% |
True |
False |
335,243 |
| 20 |
132-04 |
128-12 |
3-24 |
2.9% |
1-06 |
0.9% |
38% |
False |
False |
238,285 |
| 40 |
134-14 |
128-12 |
6-02 |
4.7% |
1-04 |
0.9% |
24% |
False |
False |
119,540 |
| 60 |
135-04 |
128-12 |
6-24 |
5.2% |
1-03 |
0.8% |
21% |
False |
False |
79,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-09 |
|
2.618 |
135-20 |
|
1.618 |
134-00 |
|
1.000 |
133-00 |
|
0.618 |
132-12 |
|
HIGH |
131-12 |
|
0.618 |
130-24 |
|
0.500 |
130-18 |
|
0.382 |
130-12 |
|
LOW |
129-24 |
|
0.618 |
128-24 |
|
1.000 |
128-04 |
|
1.618 |
127-04 |
|
2.618 |
125-16 |
|
4.250 |
122-27 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-18 |
130-07 |
| PP |
130-10 |
130-03 |
| S1 |
130-02 |
129-30 |
|