ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
135-21 |
135-30 |
0-09 |
0.2% |
134-26 |
| High |
136-01 |
136-11 |
0-10 |
0.2% |
136-04 |
| Low |
134-28 |
135-20 |
0-24 |
0.6% |
133-04 |
| Close |
135-24 |
135-31 |
0-07 |
0.2% |
135-27 |
| Range |
1-05 |
0-23 |
-0-14 |
-37.8% |
3-00 |
| ATR |
1-20 |
1-18 |
-0-02 |
-4.0% |
0-00 |
| Volume |
256,523 |
247,106 |
-9,417 |
-3.7% |
2,014,765 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-04 |
137-25 |
136-12 |
|
| R3 |
137-13 |
137-02 |
136-05 |
|
| R2 |
136-22 |
136-22 |
136-03 |
|
| R1 |
136-11 |
136-11 |
136-01 |
136-16 |
| PP |
135-31 |
135-31 |
135-31 |
136-02 |
| S1 |
135-20 |
135-20 |
135-29 |
135-26 |
| S2 |
135-08 |
135-08 |
135-27 |
|
| S3 |
134-17 |
134-29 |
135-25 |
|
| S4 |
133-26 |
134-06 |
135-18 |
|
|
| 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 |
136-11 |
133-20 |
2-23 |
2.0% |
1-09 |
0.9% |
86% |
True |
False |
315,003 |
| 10 |
139-27 |
133-04 |
6-23 |
4.9% |
1-23 |
1.3% |
42% |
False |
False |
418,215 |
| 20 |
142-15 |
133-04 |
9-11 |
6.9% |
1-20 |
1.2% |
30% |
False |
False |
444,898 |
| 40 |
146-16 |
133-04 |
13-12 |
9.8% |
1-18 |
1.1% |
21% |
False |
False |
300,336 |
| 60 |
148-28 |
133-04 |
15-24 |
11.6% |
1-10 |
1.0% |
18% |
False |
False |
200,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-13 |
|
2.618 |
138-07 |
|
1.618 |
137-16 |
|
1.000 |
137-02 |
|
0.618 |
136-25 |
|
HIGH |
136-11 |
|
0.618 |
136-02 |
|
0.500 |
136-00 |
|
0.382 |
135-29 |
|
LOW |
135-20 |
|
0.618 |
135-06 |
|
1.000 |
134-29 |
|
1.618 |
134-15 |
|
2.618 |
133-24 |
|
4.250 |
132-18 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
136-00 |
135-26 |
| PP |
135-31 |
135-21 |
| S1 |
135-31 |
135-16 |
|