ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
133-18 |
133-16 |
-0-02 |
0.0% |
135-21 |
| High |
133-25 |
133-26 |
0-01 |
0.0% |
136-27 |
| Low |
133-08 |
132-21 |
-0-19 |
-0.4% |
132-04 |
| Close |
133-15 |
132-28 |
-0-19 |
-0.4% |
132-21 |
| Range |
0-17 |
1-05 |
0-20 |
117.6% |
4-23 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.1% |
0-00 |
| Volume |
206,219 |
273,100 |
66,881 |
32.4% |
1,153,266 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-19 |
135-28 |
133-16 |
|
| R3 |
135-14 |
134-23 |
133-06 |
|
| R2 |
134-09 |
134-09 |
133-03 |
|
| R1 |
133-18 |
133-18 |
132-31 |
133-11 |
| PP |
133-04 |
133-04 |
133-04 |
133-00 |
| S1 |
132-13 |
132-13 |
132-25 |
132-06 |
| S2 |
131-31 |
131-31 |
132-21 |
|
| S3 |
130-26 |
131-08 |
132-18 |
|
| S4 |
129-21 |
130-03 |
132-08 |
|
|
| 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 |
132-02 |
4-25 |
3.6% |
1-24 |
1.3% |
17% |
False |
False |
279,164 |
| 10 |
136-27 |
132-02 |
4-25 |
3.6% |
1-16 |
1.1% |
17% |
False |
False |
297,083 |
| 20 |
140-28 |
132-02 |
8-26 |
6.6% |
1-19 |
1.2% |
9% |
False |
False |
381,305 |
| 40 |
144-21 |
132-02 |
12-19 |
9.5% |
1-20 |
1.2% |
6% |
False |
False |
334,971 |
| 60 |
148-28 |
132-02 |
16-26 |
12.7% |
1-13 |
1.1% |
5% |
False |
False |
223,637 |
| 80 |
148-28 |
132-02 |
16-26 |
12.7% |
1-08 |
0.9% |
5% |
False |
False |
167,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-23 |
|
2.618 |
136-27 |
|
1.618 |
135-22 |
|
1.000 |
134-31 |
|
0.618 |
134-17 |
|
HIGH |
133-26 |
|
0.618 |
133-12 |
|
0.500 |
133-08 |
|
0.382 |
133-03 |
|
LOW |
132-21 |
|
0.618 |
131-30 |
|
1.000 |
131-16 |
|
1.618 |
130-25 |
|
2.618 |
129-20 |
|
4.250 |
127-24 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-08 |
132-30 |
| PP |
133-04 |
132-29 |
| S1 |
133-00 |
132-29 |
|