ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
133-00 |
133-14 |
0-14 |
0.3% |
131-19 |
| High |
133-23 |
133-25 |
0-02 |
0.0% |
133-23 |
| Low |
132-22 |
132-31 |
0-09 |
0.2% |
131-13 |
| Close |
133-14 |
133-12 |
-0-02 |
0.0% |
133-14 |
| Range |
1-01 |
0-26 |
-0-07 |
-21.2% |
2-10 |
| ATR |
1-05 |
1-04 |
-0-01 |
-2.1% |
0-00 |
| Volume |
270,148 |
383,360 |
113,212 |
41.9% |
1,362,593 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-26 |
135-13 |
133-26 |
|
| R3 |
135-00 |
134-19 |
133-19 |
|
| R2 |
134-06 |
134-06 |
133-17 |
|
| R1 |
133-25 |
133-25 |
133-14 |
133-18 |
| PP |
133-12 |
133-12 |
133-12 |
133-09 |
| S1 |
132-31 |
132-31 |
133-10 |
132-24 |
| S2 |
132-18 |
132-18 |
133-07 |
|
| S3 |
131-24 |
132-05 |
133-05 |
|
| S4 |
130-30 |
131-11 |
132-30 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-25 |
138-30 |
134-23 |
|
| R3 |
137-15 |
136-20 |
134-02 |
|
| R2 |
135-05 |
135-05 |
133-28 |
|
| R1 |
134-10 |
134-10 |
133-21 |
134-24 |
| PP |
132-27 |
132-27 |
132-27 |
133-02 |
| S1 |
132-00 |
132-00 |
133-07 |
132-14 |
| S2 |
130-17 |
130-17 |
133-00 |
|
| S3 |
128-07 |
129-22 |
132-26 |
|
| S4 |
125-29 |
127-12 |
132-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-25 |
132-01 |
1-24 |
1.3% |
0-28 |
0.7% |
77% |
True |
False |
308,052 |
| 10 |
133-25 |
129-20 |
4-05 |
3.1% |
1-02 |
0.8% |
90% |
True |
False |
322,863 |
| 20 |
133-25 |
128-12 |
5-13 |
4.1% |
1-05 |
0.9% |
92% |
True |
False |
329,053 |
| 40 |
133-25 |
128-12 |
5-13 |
4.1% |
1-03 |
0.8% |
92% |
True |
False |
200,169 |
| 60 |
134-14 |
128-12 |
6-02 |
4.5% |
1-02 |
0.8% |
82% |
False |
False |
133,516 |
| 80 |
140-05 |
128-12 |
11-25 |
8.8% |
1-03 |
0.8% |
42% |
False |
False |
100,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-08 |
|
2.618 |
135-29 |
|
1.618 |
135-03 |
|
1.000 |
134-19 |
|
0.618 |
134-09 |
|
HIGH |
133-25 |
|
0.618 |
133-15 |
|
0.500 |
133-12 |
|
0.382 |
133-09 |
|
LOW |
132-31 |
|
0.618 |
132-15 |
|
1.000 |
132-05 |
|
1.618 |
131-21 |
|
2.618 |
130-27 |
|
4.250 |
129-16 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-12 |
133-10 |
| PP |
133-12 |
133-09 |
| S1 |
133-12 |
133-08 |
|