ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
130-05 |
129-29 |
-0-08 |
-0.2% |
130-15 |
| High |
130-12 |
130-02 |
-0-10 |
-0.2% |
132-04 |
| Low |
129-21 |
128-15 |
-1-06 |
-0.9% |
130-07 |
| Close |
129-28 |
128-22 |
-1-06 |
-0.9% |
131-29 |
| Range |
0-23 |
1-19 |
0-28 |
121.7% |
1-29 |
| ATR |
1-07 |
1-08 |
0-01 |
2.3% |
0-00 |
| Volume |
278,843 |
338,973 |
60,130 |
21.6% |
1,335,539 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-27 |
132-28 |
129-18 |
|
| R3 |
132-08 |
131-09 |
129-04 |
|
| R2 |
130-21 |
130-21 |
128-31 |
|
| R1 |
129-22 |
129-22 |
128-27 |
129-12 |
| PP |
129-02 |
129-02 |
129-02 |
128-30 |
| S1 |
128-03 |
128-03 |
128-17 |
127-25 |
| S2 |
127-15 |
127-15 |
128-13 |
|
| S3 |
125-28 |
126-16 |
128-08 |
|
| S4 |
124-09 |
124-29 |
127-26 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-04 |
136-14 |
132-31 |
|
| R3 |
135-07 |
134-17 |
132-14 |
|
| R2 |
133-10 |
133-10 |
132-08 |
|
| R1 |
132-20 |
132-20 |
132-03 |
132-31 |
| PP |
131-13 |
131-13 |
131-13 |
131-19 |
| S1 |
130-23 |
130-23 |
131-23 |
131-02 |
| S2 |
129-16 |
129-16 |
131-18 |
|
| S3 |
127-19 |
128-26 |
131-12 |
|
| S4 |
125-22 |
126-29 |
130-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-30 |
128-15 |
3-15 |
2.7% |
1-10 |
1.0% |
6% |
False |
True |
344,294 |
| 10 |
132-04 |
128-13 |
3-23 |
2.9% |
1-09 |
1.0% |
8% |
False |
False |
247,127 |
| 20 |
133-20 |
128-13 |
5-07 |
4.1% |
1-05 |
0.9% |
5% |
False |
False |
124,869 |
| 40 |
134-14 |
128-13 |
6-01 |
4.7% |
1-02 |
0.8% |
5% |
False |
False |
62,569 |
| 60 |
139-20 |
128-13 |
11-07 |
8.7% |
1-02 |
0.8% |
3% |
False |
False |
41,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-27 |
|
2.618 |
134-08 |
|
1.618 |
132-21 |
|
1.000 |
131-21 |
|
0.618 |
131-02 |
|
HIGH |
130-02 |
|
0.618 |
129-15 |
|
0.500 |
129-08 |
|
0.382 |
129-02 |
|
LOW |
128-15 |
|
0.618 |
127-15 |
|
1.000 |
126-28 |
|
1.618 |
125-28 |
|
2.618 |
124-09 |
|
4.250 |
121-22 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-08 |
129-29 |
| PP |
129-02 |
129-16 |
| S1 |
128-28 |
129-03 |
|