ECBOT 30 Year Treasury Bond Future September 2013
Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
139-17 |
138-25 |
-0-24 |
-0.5% |
140-05 |
High |
139-27 |
140-14 |
0-19 |
0.4% |
142-15 |
Low |
138-19 |
138-22 |
0-03 |
0.1% |
139-10 |
Close |
138-24 |
139-23 |
0-31 |
0.7% |
139-25 |
Range |
1-08 |
1-24 |
0-16 |
40.0% |
3-05 |
ATR |
1-17 |
1-17 |
0-01 |
1.1% |
0-00 |
Volume |
439,127 |
560,814 |
121,687 |
27.7% |
2,680,336 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-28 |
144-01 |
140-22 |
|
R3 |
143-04 |
142-09 |
140-06 |
|
R2 |
141-12 |
141-12 |
140-01 |
|
R1 |
140-17 |
140-17 |
139-28 |
140-30 |
PP |
139-20 |
139-20 |
139-20 |
139-26 |
S1 |
138-25 |
138-25 |
139-18 |
139-06 |
S2 |
137-28 |
137-28 |
139-13 |
|
S3 |
136-04 |
137-01 |
139-08 |
|
S4 |
134-12 |
135-09 |
138-24 |
|
|
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 |
141-22 |
137-25 |
3-29 |
2.8% |
1-22 |
1.2% |
50% |
False |
False |
516,695 |
10 |
142-15 |
137-25 |
4-22 |
3.4% |
1-23 |
1.2% |
41% |
False |
False |
546,903 |
20 |
144-21 |
137-25 |
6-28 |
4.9% |
1-22 |
1.2% |
28% |
False |
False |
338,337 |
40 |
148-28 |
137-25 |
11-03 |
7.9% |
1-11 |
1.0% |
17% |
False |
False |
169,790 |
60 |
148-28 |
137-25 |
11-03 |
7.9% |
1-05 |
0.8% |
17% |
False |
False |
113,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-28 |
2.618 |
145-01 |
1.618 |
143-09 |
1.000 |
142-06 |
0.618 |
141-17 |
HIGH |
140-14 |
0.618 |
139-25 |
0.500 |
139-18 |
0.382 |
139-11 |
LOW |
138-22 |
0.618 |
137-19 |
1.000 |
136-30 |
1.618 |
135-27 |
2.618 |
134-03 |
4.250 |
131-08 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
139-21 |
139-16 |
PP |
139-20 |
139-10 |
S1 |
139-18 |
139-04 |
|