ECBOT 30 Year Treasury Bond Future September 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
131-18 |
132-02 |
0-16 |
0.4% |
130-15 |
| High |
131-30 |
133-31 |
2-01 |
1.5% |
131-26 |
| Low |
131-14 |
131-05 |
-0-09 |
-0.2% |
130-03 |
| Close |
131-27 |
133-15 |
1-20 |
1.2% |
131-10 |
| Range |
0-16 |
2-26 |
2-10 |
462.5% |
1-23 |
| ATR |
1-06 |
1-10 |
0-04 |
9.8% |
0-00 |
| Volume |
1,704 |
4,519 |
2,815 |
165.2% |
23,446 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-10 |
140-06 |
135-00 |
|
| R3 |
138-16 |
137-12 |
134-08 |
|
| R2 |
135-22 |
135-22 |
134-00 |
|
| R1 |
134-18 |
134-18 |
133-23 |
135-04 |
| PP |
132-28 |
132-28 |
132-28 |
133-04 |
| S1 |
131-24 |
131-24 |
133-07 |
132-10 |
| S2 |
130-02 |
130-02 |
132-30 |
|
| S3 |
127-08 |
128-30 |
132-22 |
|
| S4 |
124-14 |
126-04 |
131-30 |
|
|
| 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 |
133-31 |
130-22 |
3-09 |
2.5% |
1-10 |
1.0% |
85% |
True |
False |
3,331 |
| 10 |
133-31 |
129-25 |
4-06 |
3.1% |
1-08 |
0.9% |
88% |
True |
False |
4,937 |
| 20 |
133-31 |
129-25 |
4-06 |
3.1% |
1-08 |
0.9% |
88% |
True |
False |
172,994 |
| 40 |
135-08 |
129-25 |
5-15 |
4.1% |
1-07 |
0.9% |
67% |
False |
False |
224,644 |
| 60 |
136-27 |
129-25 |
7-02 |
5.3% |
1-08 |
0.9% |
52% |
False |
False |
244,161 |
| 80 |
142-15 |
129-25 |
12-22 |
9.5% |
1-12 |
1.0% |
29% |
False |
False |
305,539 |
| 100 |
148-28 |
129-25 |
19-03 |
14.3% |
1-12 |
1.0% |
19% |
False |
False |
246,838 |
| 120 |
148-28 |
129-25 |
19-03 |
14.3% |
1-09 |
1.0% |
19% |
False |
False |
205,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-30 |
|
2.618 |
141-11 |
|
1.618 |
138-17 |
|
1.000 |
136-25 |
|
0.618 |
135-23 |
|
HIGH |
133-31 |
|
0.618 |
132-29 |
|
0.500 |
132-18 |
|
0.382 |
132-07 |
|
LOW |
131-05 |
|
0.618 |
129-13 |
|
1.000 |
128-11 |
|
1.618 |
126-19 |
|
2.618 |
123-25 |
|
4.250 |
119-06 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-05 |
133-05 |
| PP |
132-28 |
132-28 |
| S1 |
132-18 |
132-18 |
|