ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
134-09 |
134-22 |
0-13 |
0.3% |
135-19 |
| High |
134-31 |
134-31 |
0-00 |
0.0% |
136-00 |
| Low |
134-06 |
133-26 |
-0-12 |
-0.3% |
133-16 |
| Close |
134-23 |
134-05 |
-0-18 |
-0.4% |
134-23 |
| Range |
0-25 |
1-05 |
0-12 |
48.0% |
2-16 |
| ATR |
1-10 |
1-10 |
0-00 |
-0.9% |
0-00 |
| Volume |
193,977 |
201,650 |
7,673 |
4.0% |
1,170,924 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-25 |
137-04 |
134-25 |
|
| R3 |
136-20 |
135-31 |
134-15 |
|
| R2 |
135-15 |
135-15 |
134-12 |
|
| R1 |
134-26 |
134-26 |
134-08 |
134-18 |
| PP |
134-10 |
134-10 |
134-10 |
134-06 |
| S1 |
133-21 |
133-21 |
134-02 |
133-13 |
| S2 |
133-05 |
133-05 |
133-30 |
|
| S3 |
132-00 |
132-16 |
133-27 |
|
| S4 |
130-27 |
131-11 |
133-17 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-08 |
140-31 |
136-03 |
|
| R3 |
139-24 |
138-15 |
135-13 |
|
| R2 |
137-08 |
137-08 |
135-06 |
|
| R1 |
135-31 |
135-31 |
134-30 |
135-12 |
| PP |
134-24 |
134-24 |
134-24 |
134-14 |
| S1 |
133-15 |
133-15 |
134-16 |
132-28 |
| S2 |
132-08 |
132-08 |
134-08 |
|
| S3 |
129-24 |
130-31 |
134-01 |
|
| S4 |
127-08 |
128-15 |
133-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-22 |
133-16 |
2-06 |
1.6% |
1-03 |
0.8% |
30% |
False |
False |
237,296 |
| 10 |
136-00 |
133-16 |
2-16 |
1.9% |
1-02 |
0.8% |
26% |
False |
False |
243,714 |
| 20 |
136-27 |
132-02 |
4-25 |
3.6% |
1-08 |
0.9% |
44% |
False |
False |
257,939 |
| 40 |
142-15 |
132-02 |
10-13 |
7.8% |
1-15 |
1.1% |
20% |
False |
False |
364,235 |
| 60 |
148-17 |
132-02 |
16-15 |
12.3% |
1-15 |
1.1% |
13% |
False |
False |
277,850 |
| 80 |
148-28 |
132-02 |
16-26 |
12.5% |
1-10 |
1.0% |
12% |
False |
False |
208,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-28 |
|
2.618 |
138-00 |
|
1.618 |
136-27 |
|
1.000 |
136-04 |
|
0.618 |
135-22 |
|
HIGH |
134-31 |
|
0.618 |
134-17 |
|
0.500 |
134-12 |
|
0.382 |
134-08 |
|
LOW |
133-26 |
|
0.618 |
133-03 |
|
1.000 |
132-21 |
|
1.618 |
131-30 |
|
2.618 |
130-25 |
|
4.250 |
128-29 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-12 |
134-08 |
| PP |
134-10 |
134-07 |
| S1 |
134-08 |
134-06 |
|