ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
134-22 |
135-19 |
0-29 |
0.7% |
134-07 |
| High |
135-24 |
136-00 |
0-08 |
0.2% |
135-28 |
| Low |
134-17 |
135-14 |
0-29 |
0.7% |
133-13 |
| Close |
135-16 |
135-16 |
0-00 |
0.0% |
135-16 |
| Range |
1-07 |
0-18 |
-0-21 |
-53.8% |
2-15 |
| ATR |
1-15 |
1-13 |
-0-02 |
-4.4% |
0-00 |
| Volume |
195,444 |
186,091 |
-9,353 |
-4.8% |
1,271,259 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-11 |
136-31 |
135-26 |
|
| R3 |
136-25 |
136-13 |
135-21 |
|
| R2 |
136-07 |
136-07 |
135-19 |
|
| R1 |
135-27 |
135-27 |
135-18 |
135-24 |
| PP |
135-21 |
135-21 |
135-21 |
135-19 |
| S1 |
135-09 |
135-09 |
135-14 |
135-06 |
| S2 |
135-03 |
135-03 |
135-13 |
|
| S3 |
134-17 |
134-23 |
135-11 |
|
| S4 |
133-31 |
134-05 |
135-06 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-11 |
141-12 |
136-27 |
|
| R3 |
139-28 |
138-29 |
136-06 |
|
| R2 |
137-13 |
137-13 |
135-30 |
|
| R1 |
136-14 |
136-14 |
135-23 |
136-30 |
| PP |
134-30 |
134-30 |
134-30 |
135-05 |
| S1 |
133-31 |
133-31 |
135-09 |
134-14 |
| S2 |
132-15 |
132-15 |
135-02 |
|
| S3 |
130-00 |
131-16 |
134-26 |
|
| S4 |
127-17 |
129-01 |
134-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-00 |
134-14 |
1-18 |
1.2% |
1-01 |
0.8% |
68% |
True |
False |
250,132 |
| 10 |
136-00 |
132-21 |
3-11 |
2.5% |
1-02 |
0.8% |
85% |
True |
False |
255,218 |
| 20 |
136-27 |
132-02 |
4-25 |
3.5% |
1-13 |
1.0% |
72% |
False |
False |
299,354 |
| 40 |
142-29 |
132-02 |
10-27 |
8.0% |
1-18 |
1.1% |
32% |
False |
False |
382,676 |
| 60 |
148-28 |
132-02 |
16-26 |
12.4% |
1-15 |
1.1% |
20% |
False |
False |
258,140 |
| 80 |
148-28 |
132-02 |
16-26 |
12.4% |
1-10 |
1.0% |
20% |
False |
False |
193,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-12 |
|
2.618 |
137-15 |
|
1.618 |
136-29 |
|
1.000 |
136-18 |
|
0.618 |
136-11 |
|
HIGH |
136-00 |
|
0.618 |
135-25 |
|
0.500 |
135-23 |
|
0.382 |
135-21 |
|
LOW |
135-14 |
|
0.618 |
135-03 |
|
1.000 |
134-28 |
|
1.618 |
134-17 |
|
2.618 |
133-31 |
|
4.250 |
133-02 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-23 |
135-13 |
| PP |
135-21 |
135-10 |
| S1 |
135-18 |
135-07 |
|