ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
132-23 |
132-30 |
0-07 |
0.2% |
131-29 |
| High |
133-08 |
133-12 |
0-04 |
0.1% |
133-16 |
| Low |
131-27 |
132-18 |
0-23 |
0.5% |
131-21 |
| Close |
133-04 |
133-11 |
0-07 |
0.2% |
133-11 |
| Range |
1-13 |
0-26 |
-0-19 |
-42.2% |
1-27 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.5% |
0-00 |
| Volume |
465,734 |
125,371 |
-340,363 |
-73.1% |
2,082,153 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-17 |
135-08 |
133-25 |
|
| R3 |
134-23 |
134-14 |
133-18 |
|
| R2 |
133-29 |
133-29 |
133-16 |
|
| R1 |
133-20 |
133-20 |
133-13 |
133-24 |
| PP |
133-03 |
133-03 |
133-03 |
133-05 |
| S1 |
132-26 |
132-26 |
133-09 |
132-30 |
| S2 |
132-09 |
132-09 |
133-06 |
|
| S3 |
131-15 |
132-00 |
133-04 |
|
| S4 |
130-21 |
131-06 |
132-29 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-12 |
137-22 |
134-11 |
|
| R3 |
136-17 |
135-27 |
133-27 |
|
| R2 |
134-22 |
134-22 |
133-22 |
|
| R1 |
134-00 |
134-00 |
133-16 |
134-11 |
| PP |
132-27 |
132-27 |
132-27 |
133-00 |
| S1 |
132-05 |
132-05 |
133-06 |
132-16 |
| S2 |
131-00 |
131-00 |
133-00 |
|
| S3 |
129-05 |
130-10 |
132-27 |
|
| S4 |
127-10 |
128-15 |
132-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-16 |
131-21 |
1-27 |
1.4% |
1-05 |
0.9% |
92% |
False |
False |
416,430 |
| 10 |
133-16 |
129-28 |
3-20 |
2.7% |
1-05 |
0.9% |
96% |
False |
False |
382,681 |
| 20 |
135-02 |
129-28 |
5-06 |
3.9% |
1-03 |
0.8% |
67% |
False |
False |
323,553 |
| 40 |
136-00 |
129-28 |
6-04 |
4.6% |
1-05 |
0.9% |
57% |
False |
False |
295,992 |
| 60 |
141-22 |
129-28 |
11-26 |
8.9% |
1-11 |
1.0% |
29% |
False |
False |
338,386 |
| 80 |
146-16 |
129-28 |
16-20 |
12.5% |
1-13 |
1.1% |
21% |
False |
False |
306,223 |
| 100 |
148-28 |
129-28 |
19-00 |
14.2% |
1-10 |
1.0% |
18% |
False |
False |
245,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-26 |
|
2.618 |
135-16 |
|
1.618 |
134-22 |
|
1.000 |
134-06 |
|
0.618 |
133-28 |
|
HIGH |
133-12 |
|
0.618 |
133-02 |
|
0.500 |
132-31 |
|
0.382 |
132-28 |
|
LOW |
132-18 |
|
0.618 |
132-02 |
|
1.000 |
131-24 |
|
1.618 |
131-08 |
|
2.618 |
130-14 |
|
4.250 |
129-04 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-07 |
133-04 |
| PP |
133-03 |
132-29 |
| S1 |
132-31 |
132-22 |
|