ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
135-29 |
135-20 |
-0-09 |
-0.2% |
135-21 |
| High |
136-27 |
136-00 |
-0-27 |
-0.6% |
136-27 |
| Low |
135-09 |
132-04 |
-3-05 |
-2.3% |
132-04 |
| Close |
135-18 |
132-21 |
-2-29 |
-2.1% |
132-21 |
| Range |
1-18 |
3-28 |
2-10 |
148.0% |
4-23 |
| ATR |
1-18 |
1-23 |
0-05 |
10.7% |
0-00 |
| Volume |
222,244 |
427,393 |
205,149 |
92.3% |
1,153,266 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-07 |
142-26 |
134-25 |
|
| R3 |
141-11 |
138-30 |
133-23 |
|
| R2 |
137-15 |
137-15 |
133-12 |
|
| R1 |
135-02 |
135-02 |
133-00 |
134-10 |
| PP |
133-19 |
133-19 |
133-19 |
133-07 |
| S1 |
131-06 |
131-06 |
132-10 |
130-14 |
| S2 |
129-23 |
129-23 |
131-30 |
|
| S3 |
125-27 |
127-10 |
131-19 |
|
| S4 |
121-31 |
123-14 |
130-17 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-01 |
145-02 |
135-08 |
|
| R3 |
143-10 |
140-11 |
133-31 |
|
| R2 |
138-19 |
138-19 |
133-17 |
|
| R1 |
135-20 |
135-20 |
133-03 |
134-24 |
| PP |
133-28 |
133-28 |
133-28 |
133-14 |
| S1 |
130-29 |
130-29 |
132-07 |
130-01 |
| S2 |
129-05 |
129-05 |
131-25 |
|
| S3 |
124-14 |
126-06 |
131-11 |
|
| S4 |
119-23 |
121-15 |
130-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-27 |
132-04 |
4-23 |
3.6% |
1-24 |
1.3% |
11% |
False |
True |
308,364 |
| 10 |
136-27 |
132-04 |
4-23 |
3.6% |
1-26 |
1.4% |
11% |
False |
True |
368,554 |
| 20 |
141-22 |
132-04 |
9-18 |
7.2% |
1-23 |
1.3% |
6% |
False |
True |
423,173 |
| 40 |
146-16 |
132-04 |
14-12 |
10.8% |
1-21 |
1.2% |
4% |
False |
True |
316,454 |
| 60 |
148-28 |
132-04 |
16-24 |
12.6% |
1-12 |
1.0% |
3% |
False |
True |
211,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-15 |
|
2.618 |
146-05 |
|
1.618 |
142-09 |
|
1.000 |
139-28 |
|
0.618 |
138-13 |
|
HIGH |
136-00 |
|
0.618 |
134-17 |
|
0.500 |
134-02 |
|
0.382 |
133-19 |
|
LOW |
132-04 |
|
0.618 |
129-23 |
|
1.000 |
128-08 |
|
1.618 |
125-27 |
|
2.618 |
121-31 |
|
4.250 |
115-21 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-02 |
134-16 |
| PP |
133-19 |
133-28 |
| S1 |
133-04 |
133-08 |
|