ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
133-08 |
133-07 |
-0-01 |
0.0% |
134-22 |
| High |
133-13 |
134-04 |
0-23 |
0.5% |
134-31 |
| Low |
132-25 |
133-06 |
0-13 |
0.3% |
131-25 |
| Close |
133-05 |
133-29 |
0-24 |
0.6% |
133-23 |
| Range |
0-20 |
0-30 |
0-10 |
50.0% |
3-06 |
| ATR |
1-11 |
1-10 |
-0-01 |
-2.0% |
0-00 |
| Volume |
172,549 |
251,577 |
79,028 |
45.8% |
1,564,740 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-18 |
136-05 |
134-14 |
|
| R3 |
135-20 |
135-07 |
134-05 |
|
| R2 |
134-22 |
134-22 |
134-02 |
|
| R1 |
134-09 |
134-09 |
134-00 |
134-16 |
| PP |
133-24 |
133-24 |
133-24 |
133-27 |
| S1 |
133-11 |
133-11 |
133-26 |
133-18 |
| S2 |
132-26 |
132-26 |
133-24 |
|
| S3 |
131-28 |
132-13 |
133-21 |
|
| S4 |
130-30 |
131-15 |
133-12 |
|
|
| 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 |
134-07 |
131-25 |
2-14 |
1.8% |
1-12 |
1.0% |
87% |
False |
False |
272,162 |
| 10 |
134-31 |
131-25 |
3-06 |
2.4% |
1-08 |
0.9% |
67% |
False |
False |
267,032 |
| 20 |
136-00 |
131-25 |
4-07 |
3.2% |
1-06 |
0.9% |
50% |
False |
False |
262,309 |
| 40 |
140-28 |
131-25 |
9-03 |
6.8% |
1-13 |
1.0% |
23% |
False |
False |
321,807 |
| 60 |
144-21 |
131-25 |
12-28 |
9.6% |
1-16 |
1.1% |
17% |
False |
False |
310,750 |
| 80 |
148-28 |
131-25 |
17-03 |
12.8% |
1-11 |
1.0% |
12% |
False |
False |
233,305 |
| 100 |
148-28 |
131-25 |
17-03 |
12.8% |
1-08 |
0.9% |
12% |
False |
False |
186,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-04 |
|
2.618 |
136-19 |
|
1.618 |
135-21 |
|
1.000 |
135-02 |
|
0.618 |
134-23 |
|
HIGH |
134-04 |
|
0.618 |
133-25 |
|
0.500 |
133-21 |
|
0.382 |
133-17 |
|
LOW |
133-06 |
|
0.618 |
132-19 |
|
1.000 |
132-08 |
|
1.618 |
131-21 |
|
2.618 |
130-23 |
|
4.250 |
129-06 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-26 |
133-24 |
| PP |
133-24 |
133-19 |
| S1 |
133-21 |
133-14 |
|