ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
130-12 |
132-05 |
1-25 |
1.4% |
129-02 |
| High |
132-15 |
132-05 |
-0-10 |
-0.2% |
130-11 |
| Low |
129-20 |
131-05 |
1-17 |
1.2% |
128-19 |
| Close |
131-30 |
131-07 |
-0-23 |
-0.5% |
129-26 |
| Range |
2-27 |
1-00 |
-1-27 |
-64.8% |
1-24 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.7% |
0-00 |
| Volume |
472,007 |
467,847 |
-4,160 |
-0.9% |
1,458,486 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-16 |
133-28 |
131-25 |
|
| R3 |
133-16 |
132-28 |
131-16 |
|
| R2 |
132-16 |
132-16 |
131-13 |
|
| R1 |
131-28 |
131-28 |
131-10 |
131-22 |
| PP |
131-16 |
131-16 |
131-16 |
131-14 |
| S1 |
130-28 |
130-28 |
131-04 |
130-22 |
| S2 |
130-16 |
130-16 |
131-01 |
|
| S3 |
129-16 |
129-28 |
130-30 |
|
| S4 |
128-16 |
128-28 |
130-21 |
|
|
| 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 |
132-15 |
129-02 |
3-13 |
2.6% |
1-14 |
1.1% |
63% |
False |
False |
374,109 |
| 10 |
132-15 |
128-12 |
4-03 |
3.1% |
1-08 |
1.0% |
69% |
False |
False |
347,879 |
| 20 |
132-15 |
128-12 |
4-03 |
3.1% |
1-09 |
1.0% |
69% |
False |
False |
297,503 |
| 40 |
133-20 |
128-12 |
5-08 |
4.0% |
1-05 |
0.9% |
54% |
False |
False |
149,518 |
| 60 |
135-01 |
128-12 |
6-21 |
5.1% |
1-03 |
0.8% |
43% |
False |
False |
99,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-13 |
|
2.618 |
134-25 |
|
1.618 |
133-25 |
|
1.000 |
133-05 |
|
0.618 |
132-25 |
|
HIGH |
132-05 |
|
0.618 |
131-25 |
|
0.500 |
131-21 |
|
0.382 |
131-17 |
|
LOW |
131-05 |
|
0.618 |
130-17 |
|
1.000 |
130-05 |
|
1.618 |
129-17 |
|
2.618 |
128-17 |
|
4.250 |
126-29 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-21 |
131-05 |
| PP |
131-16 |
131-03 |
| S1 |
131-12 |
131-02 |
|