ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
131-26 |
131-03 |
-0-23 |
-0.5% |
134-14 |
| High |
131-30 |
131-03 |
-0-27 |
-0.6% |
135-02 |
| Low |
130-17 |
130-05 |
-0-12 |
-0.3% |
130-17 |
| Close |
131-01 |
130-12 |
-0-21 |
-0.5% |
131-01 |
| Range |
1-13 |
0-30 |
-0-15 |
-33.3% |
4-17 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.0% |
0-00 |
| Volume |
342,207 |
266,045 |
-76,162 |
-22.3% |
1,557,047 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-11 |
132-26 |
130-28 |
|
| R3 |
132-13 |
131-28 |
130-20 |
|
| R2 |
131-15 |
131-15 |
130-18 |
|
| R1 |
130-30 |
130-30 |
130-15 |
130-24 |
| PP |
130-17 |
130-17 |
130-17 |
130-14 |
| S1 |
130-00 |
130-00 |
130-09 |
129-26 |
| S2 |
129-19 |
129-19 |
130-06 |
|
| S3 |
128-21 |
129-02 |
130-04 |
|
| S4 |
127-23 |
128-04 |
129-28 |
|
|
| 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 |
133-29 |
130-05 |
3-24 |
2.9% |
1-08 |
1.0% |
6% |
False |
True |
316,077 |
| 10 |
135-02 |
130-05 |
4-29 |
3.8% |
1-02 |
0.8% |
4% |
False |
True |
271,068 |
| 20 |
135-22 |
130-05 |
5-17 |
4.2% |
1-07 |
0.9% |
4% |
False |
True |
272,993 |
| 40 |
136-27 |
130-05 |
6-22 |
5.1% |
1-10 |
1.0% |
3% |
False |
True |
286,173 |
| 60 |
142-29 |
130-05 |
12-24 |
9.8% |
1-14 |
1.1% |
2% |
False |
True |
346,115 |
| 80 |
148-28 |
130-05 |
18-23 |
14.4% |
1-13 |
1.1% |
1% |
False |
True |
261,853 |
| 100 |
148-28 |
130-05 |
18-23 |
14.4% |
1-09 |
1.0% |
1% |
False |
True |
209,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-02 |
|
2.618 |
133-18 |
|
1.618 |
132-20 |
|
1.000 |
132-01 |
|
0.618 |
131-22 |
|
HIGH |
131-03 |
|
0.618 |
130-24 |
|
0.500 |
130-20 |
|
0.382 |
130-16 |
|
LOW |
130-05 |
|
0.618 |
129-18 |
|
1.000 |
129-07 |
|
1.618 |
128-20 |
|
2.618 |
127-22 |
|
4.250 |
126-06 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-20 |
131-16 |
| PP |
130-17 |
131-04 |
| S1 |
130-15 |
130-24 |
|