ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
130-01 |
130-15 |
0-14 |
0.3% |
132-25 |
| High |
131-15 |
131-11 |
-0-04 |
-0.1% |
132-25 |
| Low |
129-25 |
130-10 |
0-17 |
0.4% |
129-25 |
| Close |
130-15 |
131-01 |
0-18 |
0.4% |
130-15 |
| Range |
1-22 |
1-01 |
-0-21 |
-38.9% |
3-00 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.6% |
0-00 |
| Volume |
6,898 |
4,598 |
-2,300 |
-33.3% |
142,401 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-00 |
133-17 |
131-19 |
|
| R3 |
132-31 |
132-16 |
131-10 |
|
| R2 |
131-30 |
131-30 |
131-07 |
|
| R1 |
131-15 |
131-15 |
131-04 |
131-22 |
| PP |
130-29 |
130-29 |
130-29 |
131-00 |
| S1 |
130-14 |
130-14 |
130-30 |
130-22 |
| S2 |
129-28 |
129-28 |
130-27 |
|
| S3 |
128-27 |
129-13 |
130-24 |
|
| S4 |
127-26 |
128-12 |
130-15 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-00 |
138-08 |
132-04 |
|
| R3 |
137-00 |
135-08 |
131-09 |
|
| R2 |
134-00 |
134-00 |
131-01 |
|
| R1 |
132-08 |
132-08 |
130-24 |
131-20 |
| PP |
131-00 |
131-00 |
131-00 |
130-22 |
| S1 |
129-08 |
129-08 |
130-06 |
128-20 |
| S2 |
128-00 |
128-00 |
129-29 |
|
| S3 |
125-00 |
126-08 |
129-21 |
|
| S4 |
122-00 |
123-08 |
128-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-25 |
129-25 |
3-00 |
2.3% |
1-12 |
1.1% |
42% |
False |
False |
29,399 |
| 10 |
133-16 |
129-25 |
3-23 |
2.8% |
1-08 |
1.0% |
34% |
False |
False |
222,915 |
| 20 |
135-02 |
129-25 |
5-09 |
4.0% |
1-08 |
1.0% |
24% |
False |
False |
276,543 |
| 40 |
136-00 |
129-25 |
6-07 |
4.7% |
1-06 |
0.9% |
20% |
False |
False |
265,624 |
| 60 |
140-28 |
129-25 |
11-03 |
8.5% |
1-10 |
1.0% |
11% |
False |
False |
297,778 |
| 80 |
144-21 |
129-25 |
14-28 |
11.4% |
1-13 |
1.1% |
8% |
False |
False |
307,918 |
| 100 |
148-28 |
129-25 |
19-03 |
14.6% |
1-10 |
1.0% |
7% |
False |
False |
246,582 |
| 120 |
148-28 |
129-25 |
19-03 |
14.6% |
1-08 |
1.0% |
7% |
False |
False |
205,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-23 |
|
2.618 |
134-01 |
|
1.618 |
133-00 |
|
1.000 |
132-12 |
|
0.618 |
131-31 |
|
HIGH |
131-11 |
|
0.618 |
130-30 |
|
0.500 |
130-26 |
|
0.382 |
130-23 |
|
LOW |
130-10 |
|
0.618 |
129-22 |
|
1.000 |
129-09 |
|
1.618 |
128-21 |
|
2.618 |
127-20 |
|
4.250 |
125-30 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-31 |
130-29 |
| PP |
130-29 |
130-25 |
| S1 |
130-26 |
130-20 |
|