ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
130-14 |
131-09 |
0-27 |
0.6% |
134-14 |
| High |
131-13 |
131-13 |
0-00 |
0.0% |
135-02 |
| Low |
130-13 |
130-07 |
-0-06 |
-0.1% |
130-17 |
| Close |
131-11 |
130-26 |
-0-17 |
-0.4% |
131-01 |
| Range |
1-00 |
1-06 |
0-06 |
18.8% |
4-17 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.4% |
0-00 |
| Volume |
275,997 |
385,768 |
109,771 |
39.8% |
1,557,047 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-12 |
133-25 |
131-15 |
|
| R3 |
133-06 |
132-19 |
131-04 |
|
| R2 |
132-00 |
132-00 |
131-01 |
|
| R1 |
131-13 |
131-13 |
130-29 |
131-04 |
| PP |
130-26 |
130-26 |
130-26 |
130-21 |
| S1 |
130-07 |
130-07 |
130-23 |
129-30 |
| S2 |
129-20 |
129-20 |
130-19 |
|
| S3 |
128-14 |
129-01 |
130-16 |
|
| S4 |
127-08 |
127-27 |
130-05 |
|
|
| 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 |
132-28 |
130-05 |
2-23 |
2.1% |
1-09 |
1.0% |
24% |
False |
False |
335,096 |
| 10 |
135-02 |
130-05 |
4-29 |
3.8% |
1-04 |
0.9% |
13% |
False |
False |
294,831 |
| 20 |
135-02 |
130-05 |
4-29 |
3.8% |
1-06 |
0.9% |
13% |
False |
False |
280,932 |
| 40 |
136-27 |
130-05 |
6-22 |
5.1% |
1-08 |
1.0% |
10% |
False |
False |
279,133 |
| 60 |
142-15 |
130-05 |
12-10 |
9.4% |
1-13 |
1.1% |
5% |
False |
False |
350,542 |
| 80 |
148-28 |
130-05 |
18-23 |
14.3% |
1-13 |
1.1% |
4% |
False |
False |
270,109 |
| 100 |
148-28 |
130-05 |
18-23 |
14.3% |
1-09 |
1.0% |
4% |
False |
False |
216,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-14 |
|
2.618 |
134-16 |
|
1.618 |
133-10 |
|
1.000 |
132-19 |
|
0.618 |
132-04 |
|
HIGH |
131-13 |
|
0.618 |
130-30 |
|
0.500 |
130-26 |
|
0.382 |
130-22 |
|
LOW |
130-07 |
|
0.618 |
129-16 |
|
1.000 |
129-01 |
|
1.618 |
128-10 |
|
2.618 |
127-04 |
|
4.250 |
125-06 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-26 |
130-26 |
| PP |
130-26 |
130-25 |
| S1 |
130-26 |
130-25 |
|