ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
132-22 |
131-26 |
-0-28 |
-0.7% |
134-14 |
| High |
132-28 |
131-30 |
-0-30 |
-0.7% |
135-02 |
| Low |
131-01 |
130-17 |
-0-16 |
-0.4% |
130-17 |
| Close |
132-02 |
131-01 |
-1-01 |
-0.8% |
131-01 |
| Range |
1-27 |
1-13 |
-0-14 |
-23.7% |
4-17 |
| ATR |
1-09 |
1-09 |
0-01 |
1.5% |
0-00 |
| Volume |
405,467 |
342,207 |
-63,260 |
-15.6% |
1,557,047 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-12 |
134-20 |
131-26 |
|
| R3 |
133-31 |
133-07 |
131-13 |
|
| R2 |
132-18 |
132-18 |
131-09 |
|
| R1 |
131-26 |
131-26 |
131-05 |
131-16 |
| PP |
131-05 |
131-05 |
131-05 |
131-00 |
| S1 |
130-13 |
130-13 |
130-29 |
130-02 |
| S2 |
129-24 |
129-24 |
130-25 |
|
| S3 |
128-11 |
129-00 |
130-21 |
|
| S4 |
126-30 |
127-19 |
130-08 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
142-30 |
133-17 |
|
| R3 |
141-09 |
138-13 |
132-09 |
|
| R2 |
136-24 |
136-24 |
131-28 |
|
| R1 |
133-28 |
133-28 |
131-14 |
133-02 |
| PP |
132-07 |
132-07 |
132-07 |
131-25 |
| S1 |
129-11 |
129-11 |
130-20 |
128-16 |
| S2 |
127-22 |
127-22 |
130-06 |
|
| S3 |
123-05 |
124-26 |
129-25 |
|
| S4 |
118-20 |
120-09 |
128-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-02 |
130-17 |
4-17 |
3.5% |
1-10 |
1.0% |
11% |
False |
True |
311,409 |
| 10 |
135-02 |
130-17 |
4-17 |
3.5% |
1-02 |
0.8% |
11% |
False |
True |
264,425 |
| 20 |
136-00 |
130-17 |
5-15 |
4.2% |
1-06 |
0.9% |
9% |
False |
True |
268,996 |
| 40 |
136-27 |
130-17 |
6-10 |
4.8% |
1-11 |
1.0% |
8% |
False |
True |
292,460 |
| 60 |
143-05 |
130-17 |
12-20 |
9.6% |
1-14 |
1.1% |
4% |
False |
True |
342,924 |
| 80 |
148-28 |
130-17 |
18-11 |
14.0% |
1-12 |
1.1% |
3% |
False |
True |
258,542 |
| 100 |
148-28 |
130-17 |
18-11 |
14.0% |
1-09 |
1.0% |
3% |
False |
True |
206,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-29 |
|
2.618 |
135-20 |
|
1.618 |
134-07 |
|
1.000 |
133-11 |
|
0.618 |
132-26 |
|
HIGH |
131-30 |
|
0.618 |
131-13 |
|
0.500 |
131-08 |
|
0.382 |
131-02 |
|
LOW |
130-17 |
|
0.618 |
129-21 |
|
1.000 |
129-04 |
|
1.618 |
128-08 |
|
2.618 |
126-27 |
|
4.250 |
124-18 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-08 |
131-24 |
| PP |
131-05 |
131-16 |
| S1 |
131-03 |
131-08 |
|