ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
132-05 |
131-07 |
-0-30 |
-0.7% |
130-10 |
| High |
132-05 |
131-29 |
-0-08 |
-0.2% |
132-15 |
| Low |
131-05 |
130-31 |
-0-06 |
-0.1% |
129-20 |
| Close |
131-07 |
131-22 |
0-15 |
0.4% |
131-22 |
| Range |
1-00 |
0-30 |
-0-02 |
-6.3% |
2-27 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.9% |
0-00 |
| Volume |
467,847 |
283,233 |
-184,614 |
-39.5% |
1,904,532 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-11 |
133-30 |
132-06 |
|
| R3 |
133-13 |
133-00 |
131-30 |
|
| R2 |
132-15 |
132-15 |
131-28 |
|
| R1 |
132-02 |
132-02 |
131-25 |
132-08 |
| PP |
131-17 |
131-17 |
131-17 |
131-20 |
| S1 |
131-04 |
131-04 |
131-19 |
131-10 |
| S2 |
130-19 |
130-19 |
131-16 |
|
| S3 |
129-21 |
130-06 |
131-14 |
|
| S4 |
128-23 |
129-08 |
131-06 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-25 |
138-19 |
133-08 |
|
| R3 |
136-30 |
135-24 |
132-15 |
|
| R2 |
134-03 |
134-03 |
132-07 |
|
| R1 |
132-29 |
132-29 |
131-30 |
133-16 |
| PP |
131-08 |
131-08 |
131-08 |
131-18 |
| S1 |
130-02 |
130-02 |
131-14 |
130-21 |
| S2 |
128-13 |
128-13 |
131-05 |
|
| S3 |
125-18 |
127-07 |
130-29 |
|
| S4 |
122-23 |
124-12 |
130-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-15 |
129-20 |
2-27 |
2.2% |
1-13 |
1.1% |
73% |
False |
False |
380,906 |
| 10 |
132-15 |
128-19 |
3-28 |
2.9% |
1-06 |
0.9% |
80% |
False |
False |
336,301 |
| 20 |
132-15 |
128-12 |
4-03 |
3.1% |
1-09 |
1.0% |
81% |
False |
False |
310,814 |
| 40 |
133-20 |
128-12 |
5-08 |
4.0% |
1-05 |
0.9% |
63% |
False |
False |
156,593 |
| 60 |
135-01 |
128-12 |
6-21 |
5.1% |
1-03 |
0.8% |
50% |
False |
False |
104,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-28 |
|
2.618 |
134-12 |
|
1.618 |
133-14 |
|
1.000 |
132-27 |
|
0.618 |
132-16 |
|
HIGH |
131-29 |
|
0.618 |
131-18 |
|
0.500 |
131-14 |
|
0.382 |
131-10 |
|
LOW |
130-31 |
|
0.618 |
130-12 |
|
1.000 |
130-01 |
|
1.618 |
129-14 |
|
2.618 |
128-16 |
|
4.250 |
127-00 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-19 |
131-15 |
| PP |
131-17 |
131-08 |
| S1 |
131-14 |
131-02 |
|