ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
133-27 |
132-18 |
-1-09 |
-1.0% |
133-24 |
| High |
133-29 |
132-30 |
-0-31 |
-0.7% |
134-20 |
| Low |
132-12 |
132-14 |
0-02 |
0.0% |
132-25 |
| Close |
132-20 |
132-20 |
0-00 |
0.0% |
134-14 |
| Range |
1-17 |
0-16 |
-1-01 |
-67.3% |
1-27 |
| ATR |
1-09 |
1-07 |
-0-02 |
-4.4% |
0-00 |
| Volume |
352,535 |
214,131 |
-138,404 |
-39.3% |
1,087,211 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-05 |
133-29 |
132-29 |
|
| R3 |
133-21 |
133-13 |
132-24 |
|
| R2 |
133-05 |
133-05 |
132-23 |
|
| R1 |
132-29 |
132-29 |
132-21 |
133-01 |
| PP |
132-21 |
132-21 |
132-21 |
132-24 |
| S1 |
132-13 |
132-13 |
132-19 |
132-17 |
| S2 |
132-05 |
132-05 |
132-17 |
|
| S3 |
131-21 |
131-29 |
132-16 |
|
| S4 |
131-05 |
131-13 |
132-11 |
|
|
| 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% |
0-31 |
0.7% |
9% |
False |
False |
254,567 |
| 10 |
135-02 |
131-25 |
3-09 |
2.5% |
1-05 |
0.9% |
26% |
False |
False |
263,364 |
| 20 |
136-00 |
131-25 |
4-07 |
3.2% |
1-05 |
0.9% |
20% |
False |
False |
255,897 |
| 40 |
139-27 |
131-25 |
8-02 |
6.1% |
1-12 |
1.0% |
10% |
False |
False |
302,424 |
| 60 |
144-03 |
131-25 |
12-10 |
9.3% |
1-15 |
1.1% |
7% |
False |
False |
331,615 |
| 80 |
148-28 |
131-25 |
17-03 |
12.9% |
1-12 |
1.0% |
5% |
False |
False |
249,203 |
| 100 |
148-28 |
131-25 |
17-03 |
12.9% |
1-09 |
1.0% |
5% |
False |
False |
199,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-02 |
|
2.618 |
134-08 |
|
1.618 |
133-24 |
|
1.000 |
133-14 |
|
0.618 |
133-08 |
|
HIGH |
132-30 |
|
0.618 |
132-24 |
|
0.500 |
132-22 |
|
0.382 |
132-20 |
|
LOW |
132-14 |
|
0.618 |
132-04 |
|
1.000 |
131-30 |
|
1.618 |
131-20 |
|
2.618 |
131-04 |
|
4.250 |
130-10 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-22 |
133-23 |
| PP |
132-21 |
133-11 |
| S1 |
132-21 |
133-00 |
|