ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
133-30 |
133-24 |
-0-06 |
-0.1% |
135-19 |
| High |
134-14 |
134-13 |
-0-01 |
0.0% |
136-00 |
| Low |
133-22 |
132-13 |
-1-09 |
-1.0% |
133-16 |
| Close |
133-29 |
134-02 |
0-05 |
0.1% |
134-23 |
| Range |
0-24 |
2-00 |
1-08 |
166.7% |
2-16 |
| ATR |
1-09 |
1-10 |
0-02 |
4.1% |
0-00 |
| Volume |
182,083 |
443,945 |
261,862 |
143.8% |
1,170,924 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-20 |
138-27 |
135-05 |
|
| R3 |
137-20 |
136-27 |
134-20 |
|
| R2 |
135-20 |
135-20 |
134-14 |
|
| R1 |
134-27 |
134-27 |
134-08 |
135-08 |
| PP |
133-20 |
133-20 |
133-20 |
133-26 |
| S1 |
132-27 |
132-27 |
133-28 |
133-08 |
| S2 |
131-20 |
131-20 |
133-22 |
|
| S3 |
129-20 |
130-27 |
133-16 |
|
| S4 |
127-20 |
128-27 |
132-31 |
|
|
| 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 |
134-31 |
132-13 |
2-18 |
1.9% |
1-03 |
0.8% |
65% |
False |
True |
261,902 |
| 10 |
136-00 |
132-13 |
3-19 |
2.7% |
1-04 |
0.8% |
46% |
False |
True |
248,430 |
| 20 |
136-27 |
132-02 |
4-25 |
3.6% |
1-09 |
1.0% |
42% |
False |
False |
264,059 |
| 40 |
142-15 |
132-02 |
10-13 |
7.8% |
1-15 |
1.1% |
19% |
False |
False |
354,479 |
| 60 |
146-16 |
132-02 |
14-14 |
10.8% |
1-15 |
1.1% |
14% |
False |
False |
288,244 |
| 80 |
148-28 |
132-02 |
16-26 |
12.5% |
1-10 |
1.0% |
12% |
False |
False |
216,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-29 |
|
2.618 |
139-21 |
|
1.618 |
137-21 |
|
1.000 |
136-13 |
|
0.618 |
135-21 |
|
HIGH |
134-13 |
|
0.618 |
133-21 |
|
0.500 |
133-13 |
|
0.382 |
133-05 |
|
LOW |
132-13 |
|
0.618 |
131-05 |
|
1.000 |
130-13 |
|
1.618 |
129-05 |
|
2.618 |
127-05 |
|
4.250 |
123-29 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-27 |
133-30 |
| PP |
133-20 |
133-26 |
| S1 |
133-13 |
133-22 |
|