ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
130-15 |
130-25 |
0-10 |
0.2% |
132-25 |
| High |
131-11 |
130-27 |
-0-16 |
-0.4% |
132-25 |
| Low |
130-10 |
130-03 |
-0-07 |
-0.2% |
129-25 |
| Close |
131-01 |
130-09 |
-0-24 |
-0.6% |
130-15 |
| Range |
1-01 |
0-24 |
-0-09 |
-27.3% |
3-00 |
| ATR |
1-09 |
1-09 |
-0-01 |
-2.0% |
0-00 |
| Volume |
4,598 |
8,600 |
4,002 |
87.0% |
142,401 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-21 |
132-07 |
130-22 |
|
| R3 |
131-29 |
131-15 |
130-16 |
|
| R2 |
131-05 |
131-05 |
130-13 |
|
| R1 |
130-23 |
130-23 |
130-11 |
130-18 |
| PP |
130-13 |
130-13 |
130-13 |
130-10 |
| S1 |
129-31 |
129-31 |
130-07 |
129-26 |
| S2 |
129-21 |
129-21 |
130-05 |
|
| S3 |
128-29 |
129-07 |
130-02 |
|
| S4 |
128-05 |
128-15 |
129-28 |
|
|
| 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 |
131-26 |
129-25 |
2-01 |
1.6% |
1-04 |
0.9% |
25% |
False |
False |
13,197 |
| 10 |
133-16 |
129-25 |
3-23 |
2.9% |
1-09 |
1.0% |
13% |
False |
False |
187,842 |
| 20 |
133-29 |
129-25 |
4-04 |
3.2% |
1-07 |
0.9% |
12% |
False |
False |
264,837 |
| 40 |
136-00 |
129-25 |
6-07 |
4.8% |
1-06 |
0.9% |
8% |
False |
False |
260,672 |
| 60 |
140-20 |
129-25 |
10-27 |
8.3% |
1-10 |
1.0% |
5% |
False |
False |
291,316 |
| 80 |
144-21 |
129-25 |
14-28 |
11.4% |
1-13 |
1.1% |
3% |
False |
False |
307,986 |
| 100 |
148-28 |
129-25 |
19-03 |
14.7% |
1-10 |
1.0% |
3% |
False |
False |
246,665 |
| 120 |
148-28 |
129-25 |
19-03 |
14.7% |
1-08 |
1.0% |
3% |
False |
False |
205,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-01 |
|
2.618 |
132-26 |
|
1.618 |
132-02 |
|
1.000 |
131-19 |
|
0.618 |
131-10 |
|
HIGH |
130-27 |
|
0.618 |
130-18 |
|
0.500 |
130-15 |
|
0.382 |
130-12 |
|
LOW |
130-03 |
|
0.618 |
129-20 |
|
1.000 |
129-11 |
|
1.618 |
128-28 |
|
2.618 |
128-04 |
|
4.250 |
126-29 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-15 |
130-20 |
| PP |
130-13 |
130-16 |
| S1 |
130-11 |
130-13 |
|