ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
132-31 |
133-08 |
0-09 |
0.2% |
130-10 |
| High |
133-23 |
133-15 |
-0-08 |
-0.2% |
132-15 |
| Low |
132-28 |
132-28 |
0-00 |
0.0% |
129-20 |
| Close |
133-19 |
133-04 |
-0-15 |
-0.4% |
131-22 |
| Range |
0-27 |
0-19 |
-0-08 |
-29.6% |
2-27 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.9% |
0-00 |
| Volume |
312,721 |
288,557 |
-24,164 |
-7.7% |
1,904,532 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-30 |
134-20 |
133-14 |
|
| R3 |
134-11 |
134-01 |
133-09 |
|
| R2 |
133-24 |
133-24 |
133-07 |
|
| R1 |
133-14 |
133-14 |
133-06 |
133-10 |
| PP |
133-05 |
133-05 |
133-05 |
133-03 |
| S1 |
132-27 |
132-27 |
133-02 |
132-22 |
| S2 |
132-18 |
132-18 |
133-01 |
|
| S3 |
131-31 |
132-08 |
132-31 |
|
| S4 |
131-12 |
131-21 |
132-26 |
|
|
| 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 |
133-23 |
130-31 |
2-24 |
2.1% |
0-27 |
0.6% |
78% |
False |
False |
275,135 |
| 10 |
133-23 |
129-02 |
4-21 |
3.5% |
1-05 |
0.9% |
87% |
False |
False |
324,622 |
| 20 |
133-23 |
128-12 |
5-11 |
4.0% |
1-06 |
0.9% |
89% |
False |
False |
328,797 |
| 40 |
133-23 |
128-12 |
5-11 |
4.0% |
1-05 |
0.9% |
89% |
False |
False |
183,888 |
| 60 |
135-01 |
128-12 |
6-21 |
5.0% |
1-03 |
0.8% |
71% |
False |
False |
122,624 |
| 80 |
140-25 |
128-12 |
12-13 |
9.3% |
1-03 |
0.8% |
38% |
False |
False |
91,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-00 |
|
2.618 |
135-01 |
|
1.618 |
134-14 |
|
1.000 |
134-02 |
|
0.618 |
133-27 |
|
HIGH |
133-15 |
|
0.618 |
133-08 |
|
0.500 |
133-06 |
|
0.382 |
133-03 |
|
LOW |
132-28 |
|
0.618 |
132-16 |
|
1.000 |
132-09 |
|
1.618 |
131-29 |
|
2.618 |
131-10 |
|
4.250 |
130-11 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-06 |
133-01 |
| PP |
133-05 |
132-31 |
| S1 |
133-04 |
132-28 |
|