ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
134-14 |
133-27 |
-0-19 |
-0.4% |
133-24 |
| High |
135-02 |
133-29 |
-1-05 |
-0.9% |
134-20 |
| Low |
133-25 |
132-12 |
-1-13 |
-1.1% |
132-25 |
| Close |
134-04 |
132-20 |
-1-16 |
-1.1% |
134-14 |
| Range |
1-09 |
1-17 |
0-08 |
19.5% |
1-27 |
| ATR |
1-08 |
1-09 |
0-01 |
2.9% |
0-00 |
| Volume |
242,707 |
352,535 |
109,828 |
45.3% |
1,087,211 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-18 |
136-20 |
133-15 |
|
| R3 |
136-01 |
135-03 |
133-01 |
|
| R2 |
134-16 |
134-16 |
132-29 |
|
| R1 |
133-18 |
133-18 |
132-24 |
133-08 |
| PP |
132-31 |
132-31 |
132-31 |
132-26 |
| S1 |
132-01 |
132-01 |
132-16 |
131-24 |
| S2 |
131-14 |
131-14 |
132-11 |
|
| S3 |
129-29 |
130-16 |
132-07 |
|
| S4 |
128-12 |
128-31 |
131-25 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-15 |
138-26 |
135-14 |
|
| R3 |
137-20 |
136-31 |
134-30 |
|
| R2 |
135-25 |
135-25 |
134-25 |
|
| R1 |
135-04 |
135-04 |
134-19 |
135-14 |
| PP |
133-30 |
133-30 |
133-30 |
134-04 |
| S1 |
133-09 |
133-09 |
134-09 |
133-20 |
| S2 |
132-03 |
132-03 |
134-03 |
|
| S3 |
130-08 |
131-14 |
133-30 |
|
| S4 |
128-13 |
129-19 |
133-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-02 |
132-12 |
2-22 |
2.0% |
1-02 |
0.8% |
9% |
False |
True |
262,056 |
| 10 |
135-02 |
131-25 |
3-09 |
2.5% |
1-10 |
1.0% |
26% |
False |
False |
286,346 |
| 20 |
136-00 |
131-25 |
4-07 |
3.2% |
1-06 |
0.9% |
20% |
False |
False |
262,032 |
| 40 |
139-27 |
131-25 |
8-02 |
6.1% |
1-12 |
1.0% |
10% |
False |
False |
305,518 |
| 60 |
144-03 |
131-25 |
12-10 |
9.3% |
1-15 |
1.1% |
7% |
False |
False |
328,151 |
| 80 |
148-28 |
131-25 |
17-03 |
12.9% |
1-12 |
1.0% |
5% |
False |
False |
246,528 |
| 100 |
148-28 |
131-25 |
17-03 |
12.9% |
1-09 |
1.0% |
5% |
False |
False |
197,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-13 |
|
2.618 |
137-29 |
|
1.618 |
136-12 |
|
1.000 |
135-14 |
|
0.618 |
134-27 |
|
HIGH |
133-29 |
|
0.618 |
133-10 |
|
0.500 |
133-04 |
|
0.382 |
132-31 |
|
LOW |
132-12 |
|
0.618 |
131-14 |
|
1.000 |
130-27 |
|
1.618 |
129-29 |
|
2.618 |
128-12 |
|
4.250 |
125-28 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-04 |
133-23 |
| PP |
132-31 |
133-11 |
| S1 |
132-26 |
133-00 |
|