ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
131-19 |
132-02 |
0-15 |
0.4% |
130-10 |
| High |
132-06 |
133-05 |
0-31 |
0.7% |
132-15 |
| Low |
131-13 |
132-01 |
0-20 |
0.5% |
129-20 |
| Close |
131-29 |
132-31 |
1-02 |
0.8% |
131-22 |
| Range |
0-25 |
1-04 |
0-11 |
44.0% |
2-27 |
| ATR |
1-07 |
1-07 |
0-00 |
0.2% |
0-00 |
| Volume |
205,690 |
285,477 |
79,787 |
38.8% |
1,904,532 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-03 |
135-21 |
133-19 |
|
| R3 |
134-31 |
134-17 |
133-09 |
|
| R2 |
133-27 |
133-27 |
133-06 |
|
| R1 |
133-13 |
133-13 |
133-02 |
133-20 |
| PP |
132-23 |
132-23 |
132-23 |
132-26 |
| S1 |
132-09 |
132-09 |
132-28 |
132-16 |
| S2 |
131-19 |
131-19 |
132-24 |
|
| S3 |
130-15 |
131-05 |
132-21 |
|
| S4 |
129-11 |
130-01 |
132-11 |
|
|
| 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 |
133-05 |
129-20 |
3-17 |
2.7% |
1-11 |
1.0% |
95% |
True |
False |
342,850 |
| 10 |
133-05 |
128-19 |
4-18 |
3.4% |
1-06 |
0.9% |
96% |
True |
False |
334,934 |
| 20 |
133-05 |
128-12 |
4-25 |
3.6% |
1-08 |
0.9% |
96% |
True |
False |
330,665 |
| 40 |
133-20 |
128-12 |
5-08 |
3.9% |
1-06 |
0.9% |
88% |
False |
False |
168,863 |
| 60 |
135-01 |
128-12 |
6-21 |
5.0% |
1-03 |
0.8% |
69% |
False |
False |
112,604 |
| 80 |
140-25 |
128-12 |
12-13 |
9.3% |
1-03 |
0.8% |
37% |
False |
False |
84,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-30 |
|
2.618 |
136-03 |
|
1.618 |
134-31 |
|
1.000 |
134-09 |
|
0.618 |
133-27 |
|
HIGH |
133-05 |
|
0.618 |
132-23 |
|
0.500 |
132-19 |
|
0.382 |
132-15 |
|
LOW |
132-01 |
|
0.618 |
131-11 |
|
1.000 |
130-29 |
|
1.618 |
130-07 |
|
2.618 |
129-03 |
|
4.250 |
127-08 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-27 |
132-21 |
| PP |
132-23 |
132-12 |
| S1 |
132-19 |
132-02 |
|