ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
135-28 |
135-21 |
-0-07 |
-0.2% |
134-26 |
| High |
136-04 |
136-01 |
-0-03 |
-0.1% |
136-04 |
| Low |
134-20 |
134-28 |
0-08 |
0.2% |
133-04 |
| Close |
135-27 |
135-24 |
-0-03 |
-0.1% |
135-27 |
| Range |
1-16 |
1-05 |
-0-11 |
-22.9% |
3-00 |
| ATR |
1-21 |
1-20 |
-0-01 |
-2.1% |
0-00 |
| Volume |
388,557 |
256,523 |
-132,034 |
-34.0% |
2,014,765 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-01 |
138-17 |
136-12 |
|
| R3 |
137-28 |
137-12 |
136-02 |
|
| R2 |
136-23 |
136-23 |
135-31 |
|
| R1 |
136-07 |
136-07 |
135-27 |
136-15 |
| PP |
135-18 |
135-18 |
135-18 |
135-22 |
| S1 |
135-02 |
135-02 |
135-21 |
135-10 |
| S2 |
134-13 |
134-13 |
135-17 |
|
| S3 |
133-08 |
133-29 |
135-14 |
|
| S4 |
132-03 |
132-24 |
135-04 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-01 |
142-30 |
137-16 |
|
| R3 |
141-01 |
139-30 |
136-21 |
|
| R2 |
138-01 |
138-01 |
136-13 |
|
| R1 |
136-30 |
136-30 |
136-04 |
137-16 |
| PP |
135-01 |
135-01 |
135-01 |
135-10 |
| S1 |
133-30 |
133-30 |
135-18 |
134-16 |
| S2 |
132-01 |
132-01 |
135-09 |
|
| S3 |
129-01 |
130-30 |
135-01 |
|
| S4 |
126-01 |
127-30 |
134-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-04 |
133-20 |
2-16 |
1.8% |
1-17 |
1.1% |
85% |
False |
False |
347,624 |
| 10 |
139-27 |
133-04 |
6-23 |
4.9% |
1-24 |
1.3% |
39% |
False |
False |
427,292 |
| 20 |
142-15 |
133-04 |
9-11 |
6.9% |
1-20 |
1.2% |
28% |
False |
False |
453,220 |
| 40 |
146-16 |
133-04 |
13-12 |
9.9% |
1-18 |
1.1% |
20% |
False |
False |
294,200 |
| 60 |
148-28 |
133-04 |
15-24 |
11.6% |
1-10 |
1.0% |
17% |
False |
False |
196,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-30 |
|
2.618 |
139-02 |
|
1.618 |
137-29 |
|
1.000 |
137-06 |
|
0.618 |
136-24 |
|
HIGH |
136-01 |
|
0.618 |
135-19 |
|
0.500 |
135-14 |
|
0.382 |
135-10 |
|
LOW |
134-28 |
|
0.618 |
134-05 |
|
1.000 |
133-23 |
|
1.618 |
133-00 |
|
2.618 |
131-27 |
|
4.250 |
129-31 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-21 |
135-20 |
| PP |
135-18 |
135-16 |
| S1 |
135-14 |
135-12 |
|