ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
134-31 |
135-08 |
0-09 |
0.2% |
132-14 |
| High |
135-28 |
135-22 |
-0-06 |
-0.1% |
135-01 |
| Low |
134-17 |
134-14 |
-0-03 |
-0.1% |
132-02 |
| Close |
135-11 |
134-21 |
-0-22 |
-0.5% |
133-30 |
| Range |
1-11 |
1-08 |
-0-03 |
-7.0% |
2-31 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.2% |
0-00 |
| Volume |
336,830 |
290,258 |
-46,572 |
-13.8% |
1,361,700 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-22 |
137-29 |
135-11 |
|
| R3 |
137-14 |
136-21 |
135-00 |
|
| R2 |
136-06 |
136-06 |
134-28 |
|
| R1 |
135-13 |
135-13 |
134-25 |
135-06 |
| PP |
134-30 |
134-30 |
134-30 |
134-26 |
| S1 |
134-05 |
134-05 |
134-17 |
133-30 |
| S2 |
133-22 |
133-22 |
134-14 |
|
| S3 |
132-14 |
132-29 |
134-10 |
|
| S4 |
131-06 |
131-21 |
133-31 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-19 |
141-07 |
135-18 |
|
| R3 |
139-20 |
138-08 |
134-24 |
|
| R2 |
136-21 |
136-21 |
134-15 |
|
| R1 |
135-09 |
135-09 |
134-07 |
135-31 |
| PP |
133-22 |
133-22 |
133-22 |
134-00 |
| S1 |
132-10 |
132-10 |
133-21 |
133-00 |
| S2 |
130-23 |
130-23 |
133-13 |
|
| S3 |
127-24 |
129-11 |
133-04 |
|
| S4 |
124-25 |
126-12 |
132-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-28 |
133-13 |
2-15 |
1.8% |
1-06 |
0.9% |
51% |
False |
False |
267,953 |
| 10 |
136-00 |
132-02 |
3-30 |
2.9% |
1-14 |
1.1% |
66% |
False |
False |
286,490 |
| 20 |
137-23 |
132-02 |
5-21 |
4.2% |
1-17 |
1.1% |
46% |
False |
False |
340,781 |
| 40 |
144-03 |
132-02 |
12-01 |
8.9% |
1-20 |
1.2% |
22% |
False |
False |
376,258 |
| 60 |
148-28 |
132-02 |
16-26 |
12.5% |
1-14 |
1.1% |
15% |
False |
False |
251,808 |
| 80 |
148-28 |
132-02 |
16-26 |
12.5% |
1-10 |
1.0% |
15% |
False |
False |
188,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-00 |
|
2.618 |
138-31 |
|
1.618 |
137-23 |
|
1.000 |
136-30 |
|
0.618 |
136-15 |
|
HIGH |
135-22 |
|
0.618 |
135-07 |
|
0.500 |
135-02 |
|
0.382 |
134-29 |
|
LOW |
134-14 |
|
0.618 |
133-21 |
|
1.000 |
133-06 |
|
1.618 |
132-13 |
|
2.618 |
131-05 |
|
4.250 |
129-04 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-02 |
135-05 |
| PP |
134-30 |
135-00 |
| S1 |
134-25 |
134-26 |
|