ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
132-11 |
133-24 |
1-13 |
1.1% |
134-22 |
| High |
133-26 |
133-28 |
0-02 |
0.0% |
134-31 |
| Low |
131-25 |
132-26 |
1-01 |
0.8% |
131-25 |
| Close |
133-23 |
133-06 |
-0-17 |
-0.4% |
133-23 |
| Range |
2-01 |
1-02 |
-0-31 |
-47.7% |
3-06 |
| ATR |
1-14 |
1-13 |
-0-01 |
-1.9% |
0-00 |
| Volume |
381,765 |
199,623 |
-182,142 |
-47.7% |
1,564,740 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-15 |
135-29 |
133-25 |
|
| R3 |
135-13 |
134-27 |
133-15 |
|
| R2 |
134-11 |
134-11 |
133-12 |
|
| R1 |
133-25 |
133-25 |
133-09 |
133-17 |
| PP |
133-09 |
133-09 |
133-09 |
133-06 |
| S1 |
132-23 |
132-23 |
133-03 |
132-15 |
| S2 |
132-07 |
132-07 |
133-00 |
|
| S3 |
131-05 |
131-21 |
132-29 |
|
| S4 |
130-03 |
130-19 |
132-19 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-02 |
141-18 |
135-15 |
|
| R3 |
139-28 |
138-12 |
134-19 |
|
| R2 |
136-22 |
136-22 |
134-10 |
|
| R1 |
135-06 |
135-06 |
134-00 |
134-11 |
| PP |
133-16 |
133-16 |
133-16 |
133-02 |
| S1 |
132-00 |
132-00 |
133-14 |
131-05 |
| S2 |
130-10 |
130-10 |
133-04 |
|
| S3 |
127-04 |
128-26 |
132-27 |
|
| S4 |
123-30 |
125-20 |
131-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-14 |
131-25 |
2-21 |
2.0% |
1-20 |
1.2% |
53% |
False |
False |
312,542 |
| 10 |
135-22 |
131-25 |
3-29 |
2.9% |
1-11 |
1.0% |
36% |
False |
False |
274,919 |
| 20 |
136-00 |
131-25 |
4-07 |
3.2% |
1-07 |
0.9% |
33% |
False |
False |
265,069 |
| 40 |
140-28 |
131-25 |
9-03 |
6.8% |
1-14 |
1.1% |
15% |
False |
False |
336,295 |
| 60 |
145-23 |
131-25 |
13-30 |
10.5% |
1-16 |
1.1% |
10% |
False |
False |
303,757 |
| 80 |
148-28 |
131-25 |
17-03 |
12.8% |
1-11 |
1.0% |
8% |
False |
False |
228,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-12 |
|
2.618 |
136-21 |
|
1.618 |
135-19 |
|
1.000 |
134-30 |
|
0.618 |
134-17 |
|
HIGH |
133-28 |
|
0.618 |
133-15 |
|
0.500 |
133-11 |
|
0.382 |
133-07 |
|
LOW |
132-26 |
|
0.618 |
132-05 |
|
1.000 |
131-24 |
|
1.618 |
131-03 |
|
2.618 |
130-01 |
|
4.250 |
128-10 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-11 |
133-04 |
| PP |
133-09 |
133-02 |
| S1 |
133-08 |
133-00 |
|