ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
137-18 |
136-05 |
-1-13 |
-1.0% |
140-06 |
| High |
137-23 |
136-23 |
-1-00 |
-0.7% |
140-20 |
| Low |
135-20 |
134-14 |
-1-06 |
-0.9% |
134-14 |
| Close |
136-04 |
135-01 |
-1-03 |
-0.8% |
135-01 |
| Range |
2-03 |
2-09 |
0-06 |
9.0% |
6-06 |
| ATR |
1-19 |
1-20 |
0-02 |
3.1% |
0-00 |
| Volume |
692,572 |
517,509 |
-175,063 |
-25.3% |
2,315,653 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-08 |
140-29 |
136-09 |
|
| R3 |
139-31 |
138-20 |
135-21 |
|
| R2 |
137-22 |
137-22 |
135-14 |
|
| R1 |
136-11 |
136-11 |
135-08 |
135-28 |
| PP |
135-13 |
135-13 |
135-13 |
135-05 |
| S1 |
134-02 |
134-02 |
134-26 |
133-19 |
| S2 |
133-04 |
133-04 |
134-20 |
|
| S3 |
130-27 |
131-25 |
134-13 |
|
| S4 |
128-18 |
129-16 |
133-25 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-08 |
151-11 |
138-14 |
|
| R3 |
149-02 |
145-05 |
136-23 |
|
| R2 |
142-28 |
142-28 |
136-05 |
|
| R1 |
138-31 |
138-31 |
135-19 |
137-26 |
| PP |
136-22 |
136-22 |
136-22 |
136-04 |
| S1 |
132-25 |
132-25 |
134-15 |
131-20 |
| S2 |
130-16 |
130-16 |
133-29 |
|
| S3 |
124-10 |
126-19 |
133-11 |
|
| S4 |
118-04 |
120-13 |
131-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-20 |
134-14 |
6-06 |
4.6% |
1-26 |
1.3% |
10% |
False |
True |
463,130 |
| 10 |
140-28 |
134-14 |
6-14 |
4.8% |
1-20 |
1.2% |
9% |
False |
True |
471,553 |
| 20 |
142-29 |
134-14 |
8-15 |
6.3% |
1-23 |
1.3% |
7% |
False |
True |
465,998 |
| 40 |
148-28 |
134-14 |
14-14 |
10.7% |
1-16 |
1.1% |
4% |
False |
True |
237,533 |
| 60 |
148-28 |
134-14 |
14-14 |
10.7% |
1-09 |
0.9% |
4% |
False |
True |
158,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-13 |
|
2.618 |
142-22 |
|
1.618 |
140-13 |
|
1.000 |
139-00 |
|
0.618 |
138-04 |
|
HIGH |
136-23 |
|
0.618 |
135-27 |
|
0.500 |
135-18 |
|
0.382 |
135-10 |
|
LOW |
134-14 |
|
0.618 |
133-01 |
|
1.000 |
132-05 |
|
1.618 |
130-24 |
|
2.618 |
128-15 |
|
4.250 |
124-24 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-18 |
137-04 |
| PP |
135-13 |
136-14 |
| S1 |
135-07 |
135-24 |
|