ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
131-03 |
130-14 |
-0-21 |
-0.5% |
134-14 |
| High |
131-03 |
131-13 |
0-10 |
0.2% |
135-02 |
| Low |
130-05 |
130-13 |
0-08 |
0.2% |
130-17 |
| Close |
130-12 |
131-11 |
0-31 |
0.7% |
131-01 |
| Range |
0-30 |
1-00 |
0-02 |
6.7% |
4-17 |
| ATR |
1-08 |
1-08 |
-0-01 |
-1.3% |
0-00 |
| Volume |
266,045 |
275,997 |
9,952 |
3.7% |
1,557,047 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-02 |
133-22 |
131-29 |
|
| R3 |
133-02 |
132-22 |
131-20 |
|
| R2 |
132-02 |
132-02 |
131-17 |
|
| R1 |
131-22 |
131-22 |
131-14 |
131-28 |
| PP |
131-02 |
131-02 |
131-02 |
131-04 |
| S1 |
130-22 |
130-22 |
131-08 |
130-28 |
| S2 |
130-02 |
130-02 |
131-05 |
|
| S3 |
129-02 |
129-22 |
131-02 |
|
| S4 |
128-02 |
128-22 |
130-25 |
|
|
| 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 |
132-30 |
130-05 |
2-25 |
2.1% |
1-04 |
0.9% |
43% |
False |
False |
300,769 |
| 10 |
135-02 |
130-05 |
4-29 |
3.7% |
1-03 |
0.8% |
24% |
False |
False |
281,412 |
| 20 |
135-08 |
130-05 |
5-03 |
3.9% |
1-07 |
0.9% |
23% |
False |
False |
276,294 |
| 40 |
136-27 |
130-05 |
6-22 |
5.1% |
1-09 |
1.0% |
18% |
False |
False |
279,744 |
| 60 |
142-15 |
130-05 |
12-10 |
9.4% |
1-14 |
1.1% |
10% |
False |
False |
349,721 |
| 80 |
148-28 |
130-05 |
18-23 |
14.3% |
1-13 |
1.1% |
6% |
False |
False |
265,298 |
| 100 |
148-28 |
130-05 |
18-23 |
14.3% |
1-09 |
1.0% |
6% |
False |
False |
212,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-21 |
|
2.618 |
134-01 |
|
1.618 |
133-01 |
|
1.000 |
132-13 |
|
0.618 |
132-01 |
|
HIGH |
131-13 |
|
0.618 |
131-01 |
|
0.500 |
130-29 |
|
0.382 |
130-25 |
|
LOW |
130-13 |
|
0.618 |
129-25 |
|
1.000 |
129-13 |
|
1.618 |
128-25 |
|
2.618 |
127-25 |
|
4.250 |
126-05 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-06 |
131-08 |
| PP |
131-02 |
131-05 |
| S1 |
130-29 |
131-02 |
|