ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
128-21 |
129-14 |
0-25 |
0.6% |
131-08 |
| High |
129-18 |
130-11 |
0-25 |
0.6% |
131-11 |
| Low |
128-19 |
129-12 |
0-25 |
0.6% |
128-12 |
| Close |
129-12 |
129-21 |
0-09 |
0.2% |
129-01 |
| Range |
0-31 |
0-31 |
0-00 |
0.0% |
2-31 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.5% |
0-00 |
| Volume |
363,064 |
341,334 |
-21,730 |
-6.0% |
1,472,091 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-22 |
132-05 |
130-06 |
|
| R3 |
131-23 |
131-06 |
129-30 |
|
| R2 |
130-24 |
130-24 |
129-27 |
|
| R1 |
130-07 |
130-07 |
129-24 |
130-16 |
| PP |
129-25 |
129-25 |
129-25 |
129-30 |
| S1 |
129-08 |
129-08 |
129-18 |
129-16 |
| S2 |
128-26 |
128-26 |
129-15 |
|
| S3 |
127-27 |
128-09 |
129-12 |
|
| S4 |
126-28 |
127-10 |
129-04 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-16 |
136-23 |
130-21 |
|
| R3 |
135-17 |
133-24 |
129-27 |
|
| R2 |
132-18 |
132-18 |
129-18 |
|
| R1 |
130-25 |
130-25 |
129-10 |
130-06 |
| PP |
129-19 |
129-19 |
129-19 |
129-09 |
| S1 |
127-26 |
127-26 |
128-24 |
127-07 |
| S2 |
126-20 |
126-20 |
128-16 |
|
| S3 |
123-21 |
124-27 |
128-07 |
|
| S4 |
120-22 |
121-28 |
127-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-11 |
128-12 |
1-31 |
1.5% |
1-03 |
0.8% |
65% |
True |
False |
321,649 |
| 10 |
131-30 |
128-12 |
3-18 |
2.7% |
1-06 |
0.9% |
36% |
False |
False |
332,971 |
| 20 |
132-04 |
128-12 |
3-24 |
2.9% |
1-07 |
0.9% |
34% |
False |
False |
205,031 |
| 40 |
134-14 |
128-12 |
6-02 |
4.7% |
1-03 |
0.8% |
21% |
False |
False |
102,765 |
| 60 |
138-01 |
128-12 |
9-21 |
7.4% |
1-04 |
0.9% |
13% |
False |
False |
68,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-15 |
|
2.618 |
132-28 |
|
1.618 |
131-29 |
|
1.000 |
131-10 |
|
0.618 |
130-30 |
|
HIGH |
130-11 |
|
0.618 |
129-31 |
|
0.500 |
129-28 |
|
0.382 |
129-24 |
|
LOW |
129-12 |
|
0.618 |
128-25 |
|
1.000 |
128-13 |
|
1.618 |
127-26 |
|
2.618 |
126-27 |
|
4.250 |
125-08 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-28 |
129-19 |
| PP |
129-25 |
129-17 |
| S1 |
129-23 |
129-15 |
|