ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
133-24 |
134-06 |
0-14 |
0.3% |
135-19 |
| High |
134-13 |
134-07 |
-0-06 |
-0.1% |
136-00 |
| Low |
132-13 |
132-00 |
-0-13 |
-0.3% |
133-16 |
| Close |
134-02 |
132-01 |
-2-01 |
-1.5% |
134-23 |
| Range |
2-00 |
2-07 |
0-07 |
10.9% |
2-16 |
| ATR |
1-10 |
1-12 |
0-02 |
4.8% |
0-00 |
| Volume |
443,945 |
355,297 |
-88,648 |
-20.0% |
1,170,924 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-13 |
137-30 |
133-08 |
|
| R3 |
137-06 |
135-23 |
132-21 |
|
| R2 |
134-31 |
134-31 |
132-14 |
|
| R1 |
133-16 |
133-16 |
132-08 |
133-04 |
| PP |
132-24 |
132-24 |
132-24 |
132-18 |
| S1 |
131-09 |
131-09 |
131-26 |
130-29 |
| S2 |
130-17 |
130-17 |
131-20 |
|
| S3 |
128-10 |
129-02 |
131-13 |
|
| S4 |
126-03 |
126-27 |
130-26 |
|
|
| 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 |
132-00 |
2-31 |
2.2% |
1-12 |
1.0% |
1% |
False |
True |
275,390 |
| 10 |
136-00 |
132-00 |
4-00 |
3.0% |
1-07 |
0.9% |
1% |
False |
True |
254,934 |
| 20 |
136-00 |
132-00 |
4-00 |
3.0% |
1-10 |
1.0% |
1% |
False |
True |
270,712 |
| 40 |
142-15 |
132-00 |
10-15 |
7.9% |
1-15 |
1.1% |
0% |
False |
True |
352,025 |
| 60 |
146-16 |
132-00 |
14-16 |
11.0% |
1-16 |
1.1% |
0% |
False |
True |
294,124 |
| 80 |
148-28 |
132-00 |
16-28 |
12.8% |
1-11 |
1.0% |
0% |
False |
True |
220,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-21 |
|
2.618 |
140-01 |
|
1.618 |
137-26 |
|
1.000 |
136-14 |
|
0.618 |
135-19 |
|
HIGH |
134-07 |
|
0.618 |
133-12 |
|
0.500 |
133-04 |
|
0.382 |
132-27 |
|
LOW |
132-00 |
|
0.618 |
130-20 |
|
1.000 |
129-25 |
|
1.618 |
128-13 |
|
2.618 |
126-06 |
|
4.250 |
122-18 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-04 |
133-07 |
| PP |
132-24 |
132-26 |
| S1 |
132-12 |
132-14 |
|