ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
139-16 |
138-29 |
-0-19 |
-0.4% |
140-05 |
| High |
139-27 |
139-23 |
-0-04 |
-0.1% |
142-15 |
| Low |
138-22 |
137-25 |
-0-29 |
-0.7% |
139-10 |
| Close |
138-29 |
139-10 |
0-13 |
0.3% |
139-25 |
| Range |
1-05 |
1-30 |
0-25 |
67.6% |
3-05 |
| ATR |
1-17 |
1-17 |
0-01 |
2.0% |
0-00 |
| Volume |
408,715 |
594,918 |
186,203 |
45.6% |
2,680,336 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-24 |
143-31 |
140-12 |
|
| R3 |
142-26 |
142-01 |
139-27 |
|
| R2 |
140-28 |
140-28 |
139-21 |
|
| R1 |
140-03 |
140-03 |
139-16 |
140-16 |
| PP |
138-30 |
138-30 |
138-30 |
139-04 |
| S1 |
138-05 |
138-05 |
139-04 |
138-18 |
| S2 |
137-00 |
137-00 |
138-31 |
|
| S3 |
135-02 |
136-07 |
138-25 |
|
| S4 |
133-04 |
134-09 |
138-08 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-00 |
148-01 |
141-17 |
|
| R3 |
146-27 |
144-28 |
140-21 |
|
| R2 |
143-22 |
143-22 |
140-12 |
|
| R1 |
141-23 |
141-23 |
140-02 |
141-04 |
| PP |
140-17 |
140-17 |
140-17 |
140-07 |
| S1 |
138-18 |
138-18 |
139-16 |
137-31 |
| S2 |
137-12 |
137-12 |
139-06 |
|
| S3 |
134-07 |
135-13 |
138-29 |
|
| S4 |
131-02 |
132-08 |
138-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-15 |
137-25 |
4-22 |
3.4% |
1-25 |
1.3% |
33% |
False |
True |
533,535 |
| 10 |
142-15 |
137-25 |
4-22 |
3.4% |
1-23 |
1.2% |
33% |
False |
True |
521,193 |
| 20 |
144-21 |
137-25 |
6-28 |
4.9% |
1-22 |
1.2% |
22% |
False |
True |
288,636 |
| 40 |
148-28 |
137-25 |
11-03 |
8.0% |
1-10 |
0.9% |
14% |
False |
True |
144,802 |
| 60 |
148-28 |
137-25 |
11-03 |
8.0% |
1-04 |
0.8% |
14% |
False |
True |
96,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-30 |
|
2.618 |
144-25 |
|
1.618 |
142-27 |
|
1.000 |
141-21 |
|
0.618 |
140-29 |
|
HIGH |
139-23 |
|
0.618 |
138-31 |
|
0.500 |
138-24 |
|
0.382 |
138-17 |
|
LOW |
137-25 |
|
0.618 |
136-19 |
|
1.000 |
135-27 |
|
1.618 |
134-21 |
|
2.618 |
132-23 |
|
4.250 |
129-18 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139-04 |
139-24 |
| PP |
138-30 |
139-19 |
| S1 |
138-24 |
139-14 |
|