ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
132-09 |
131-18 |
-0-23 |
-0.5% |
130-15 |
| High |
132-28 |
131-30 |
-0-30 |
-0.7% |
131-26 |
| Low |
131-11 |
131-14 |
0-03 |
0.1% |
130-03 |
| Close |
131-11 |
131-27 |
0-16 |
0.4% |
131-10 |
| Range |
1-17 |
0-16 |
-1-01 |
-67.3% |
1-23 |
| ATR |
1-07 |
1-06 |
-0-01 |
-3.7% |
0-00 |
| Volume |
3,053 |
1,704 |
-1,349 |
-44.2% |
23,446 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-08 |
133-01 |
132-04 |
|
| R3 |
132-24 |
132-17 |
131-31 |
|
| R2 |
132-08 |
132-08 |
131-30 |
|
| R1 |
132-01 |
132-01 |
131-28 |
132-04 |
| PP |
131-24 |
131-24 |
131-24 |
131-25 |
| S1 |
131-17 |
131-17 |
131-26 |
131-20 |
| S2 |
131-08 |
131-08 |
131-24 |
|
| S3 |
130-24 |
131-01 |
131-23 |
|
| S4 |
130-08 |
130-17 |
131-18 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-07 |
135-16 |
132-08 |
|
| R3 |
134-16 |
133-25 |
131-25 |
|
| R2 |
132-25 |
132-25 |
131-20 |
|
| R1 |
132-02 |
132-02 |
131-15 |
132-14 |
| PP |
131-02 |
131-02 |
131-02 |
131-08 |
| S1 |
130-11 |
130-11 |
131-05 |
130-22 |
| S2 |
129-11 |
129-11 |
131-00 |
|
| S3 |
127-20 |
128-20 |
130-27 |
|
| S4 |
125-29 |
126-29 |
130-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-28 |
130-03 |
2-25 |
2.1% |
0-30 |
0.7% |
63% |
False |
False |
3,001 |
| 10 |
132-28 |
129-25 |
3-03 |
2.3% |
1-01 |
0.8% |
67% |
False |
False |
8,099 |
| 20 |
133-16 |
129-25 |
3-23 |
2.8% |
1-05 |
0.9% |
55% |
False |
False |
186,568 |
| 40 |
135-22 |
129-25 |
5-29 |
4.5% |
1-06 |
0.9% |
35% |
False |
False |
229,781 |
| 60 |
136-27 |
129-25 |
7-02 |
5.4% |
1-08 |
0.9% |
29% |
False |
False |
252,972 |
| 80 |
142-29 |
129-25 |
13-04 |
10.0% |
1-12 |
1.0% |
16% |
False |
False |
306,228 |
| 100 |
148-28 |
129-25 |
19-03 |
14.5% |
1-11 |
1.0% |
11% |
False |
False |
246,796 |
| 120 |
148-28 |
129-25 |
19-03 |
14.5% |
1-08 |
1.0% |
11% |
False |
False |
205,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-02 |
|
2.618 |
133-08 |
|
1.618 |
132-24 |
|
1.000 |
132-14 |
|
0.618 |
132-08 |
|
HIGH |
131-30 |
|
0.618 |
131-24 |
|
0.500 |
131-22 |
|
0.382 |
131-20 |
|
LOW |
131-14 |
|
0.618 |
131-04 |
|
1.000 |
130-30 |
|
1.618 |
130-20 |
|
2.618 |
130-04 |
|
4.250 |
129-10 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-25 |
131-26 |
| PP |
131-24 |
131-26 |
| S1 |
131-22 |
131-25 |
|