ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
132-30 |
132-25 |
-0-05 |
-0.1% |
131-29 |
| High |
133-12 |
132-25 |
-0-19 |
-0.4% |
133-16 |
| Low |
132-18 |
130-25 |
-1-25 |
-1.3% |
131-21 |
| Close |
133-11 |
131-23 |
-1-20 |
-1.2% |
133-11 |
| Range |
0-26 |
2-00 |
1-06 |
146.2% |
1-27 |
| ATR |
1-07 |
1-10 |
0-03 |
7.8% |
0-00 |
| Volume |
125,371 |
89,612 |
-35,759 |
-28.5% |
2,082,153 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-24 |
136-24 |
132-26 |
|
| R3 |
135-24 |
134-24 |
132-09 |
|
| R2 |
133-24 |
133-24 |
132-03 |
|
| R1 |
132-24 |
132-24 |
131-29 |
132-08 |
| PP |
131-24 |
131-24 |
131-24 |
131-16 |
| S1 |
130-24 |
130-24 |
131-17 |
130-08 |
| S2 |
129-24 |
129-24 |
131-11 |
|
| S3 |
127-24 |
128-24 |
131-05 |
|
| S4 |
125-24 |
126-24 |
130-20 |
|
|
| 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 |
130-25 |
2-23 |
2.1% |
1-14 |
1.1% |
34% |
False |
True |
362,486 |
| 10 |
133-16 |
129-28 |
3-20 |
2.8% |
1-08 |
1.0% |
51% |
False |
False |
365,038 |
| 20 |
135-02 |
129-28 |
5-06 |
3.9% |
1-05 |
0.9% |
36% |
False |
False |
318,053 |
| 40 |
136-00 |
129-28 |
6-04 |
4.7% |
1-06 |
0.9% |
30% |
False |
False |
291,561 |
| 60 |
140-28 |
129-28 |
11-00 |
8.4% |
1-11 |
1.0% |
17% |
False |
False |
330,214 |
| 80 |
145-23 |
129-28 |
15-27 |
12.0% |
1-14 |
1.1% |
12% |
False |
False |
307,331 |
| 100 |
148-28 |
129-28 |
19-00 |
14.4% |
1-10 |
1.0% |
10% |
False |
False |
246,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-09 |
|
2.618 |
138-01 |
|
1.618 |
136-01 |
|
1.000 |
134-25 |
|
0.618 |
134-01 |
|
HIGH |
132-25 |
|
0.618 |
132-01 |
|
0.500 |
131-25 |
|
0.382 |
131-17 |
|
LOW |
130-25 |
|
0.618 |
129-17 |
|
1.000 |
128-25 |
|
1.618 |
127-17 |
|
2.618 |
125-17 |
|
4.250 |
122-09 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-25 |
132-02 |
| PP |
131-24 |
131-31 |
| S1 |
131-24 |
131-27 |
|