ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
132-18 |
132-22 |
0-04 |
0.1% |
133-24 |
| High |
132-30 |
132-28 |
-0-02 |
0.0% |
134-20 |
| Low |
132-14 |
131-01 |
-1-13 |
-1.1% |
132-25 |
| Close |
132-20 |
132-02 |
-0-18 |
-0.4% |
134-14 |
| Range |
0-16 |
1-27 |
1-11 |
268.8% |
1-27 |
| ATR |
1-07 |
1-09 |
0-01 |
3.6% |
0-00 |
| Volume |
214,131 |
405,467 |
191,336 |
89.4% |
1,087,211 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-17 |
136-20 |
133-02 |
|
| R3 |
135-22 |
134-25 |
132-18 |
|
| R2 |
133-27 |
133-27 |
132-13 |
|
| R1 |
132-30 |
132-30 |
132-07 |
132-15 |
| PP |
132-00 |
132-00 |
132-00 |
131-24 |
| S1 |
131-03 |
131-03 |
131-29 |
130-20 |
| S2 |
130-05 |
130-05 |
131-23 |
|
| S3 |
128-10 |
129-08 |
131-18 |
|
| S4 |
126-15 |
127-13 |
131-02 |
|
|
| 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 |
131-01 |
4-01 |
3.1% |
1-05 |
0.9% |
26% |
False |
True |
278,774 |
| 10 |
135-02 |
131-01 |
4-01 |
3.1% |
1-04 |
0.9% |
26% |
False |
True |
268,381 |
| 20 |
136-00 |
131-01 |
4-31 |
3.8% |
1-06 |
0.9% |
21% |
False |
True |
261,657 |
| 40 |
137-23 |
131-01 |
6-22 |
5.1% |
1-11 |
1.0% |
15% |
False |
True |
301,219 |
| 60 |
144-03 |
131-01 |
13-02 |
9.9% |
1-15 |
1.1% |
8% |
False |
True |
338,058 |
| 80 |
148-28 |
131-01 |
17-27 |
13.5% |
1-12 |
1.0% |
6% |
False |
True |
254,270 |
| 100 |
148-28 |
131-01 |
17-27 |
13.5% |
1-09 |
1.0% |
6% |
False |
True |
203,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-23 |
|
2.618 |
137-22 |
|
1.618 |
135-27 |
|
1.000 |
134-23 |
|
0.618 |
134-00 |
|
HIGH |
132-28 |
|
0.618 |
132-05 |
|
0.500 |
131-30 |
|
0.382 |
131-24 |
|
LOW |
131-01 |
|
0.618 |
129-29 |
|
1.000 |
129-06 |
|
1.618 |
128-02 |
|
2.618 |
126-07 |
|
4.250 |
123-06 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-01 |
132-15 |
| PP |
132-00 |
132-11 |
| S1 |
131-30 |
132-06 |
|