ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
129-14 |
129-18 |
0-04 |
0.1% |
129-02 |
| High |
130-11 |
130-05 |
-0-06 |
-0.1% |
130-11 |
| Low |
129-12 |
129-02 |
-0-10 |
-0.2% |
128-19 |
| Close |
129-21 |
129-26 |
0-05 |
0.1% |
129-26 |
| Range |
0-31 |
1-03 |
0-04 |
12.9% |
1-24 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.6% |
0-00 |
| Volume |
341,334 |
249,250 |
-92,084 |
-27.0% |
1,458,486 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-31 |
132-15 |
130-13 |
|
| R3 |
131-28 |
131-12 |
130-04 |
|
| R2 |
130-25 |
130-25 |
130-00 |
|
| R1 |
130-09 |
130-09 |
129-29 |
130-17 |
| PP |
129-22 |
129-22 |
129-22 |
129-26 |
| S1 |
129-06 |
129-06 |
129-23 |
129-14 |
| S2 |
128-19 |
128-19 |
129-20 |
|
| S3 |
127-16 |
128-03 |
129-16 |
|
| S4 |
126-13 |
127-00 |
129-07 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-27 |
134-02 |
130-25 |
|
| R3 |
133-03 |
132-10 |
130-09 |
|
| R2 |
131-11 |
131-11 |
130-04 |
|
| R1 |
130-18 |
130-18 |
129-31 |
130-30 |
| PP |
129-19 |
129-19 |
129-19 |
129-25 |
| S1 |
128-26 |
128-26 |
129-21 |
129-06 |
| S2 |
127-27 |
127-27 |
129-16 |
|
| S3 |
126-03 |
127-02 |
129-11 |
|
| S4 |
124-11 |
125-10 |
128-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-11 |
128-19 |
1-24 |
1.3% |
0-31 |
0.8% |
70% |
False |
False |
291,697 |
| 10 |
131-30 |
128-12 |
3-18 |
2.7% |
1-05 |
0.9% |
40% |
False |
False |
328,257 |
| 20 |
132-04 |
128-12 |
3-24 |
2.9% |
1-06 |
0.9% |
38% |
False |
False |
217,416 |
| 40 |
134-14 |
128-12 |
6-02 |
4.7% |
1-03 |
0.8% |
24% |
False |
False |
108,995 |
| 60 |
136-02 |
128-12 |
7-22 |
5.9% |
1-03 |
0.8% |
19% |
False |
False |
72,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-26 |
|
2.618 |
133-01 |
|
1.618 |
131-30 |
|
1.000 |
131-08 |
|
0.618 |
130-27 |
|
HIGH |
130-05 |
|
0.618 |
129-24 |
|
0.500 |
129-20 |
|
0.382 |
129-15 |
|
LOW |
129-02 |
|
0.618 |
128-12 |
|
1.000 |
127-31 |
|
1.618 |
127-09 |
|
2.618 |
126-06 |
|
4.250 |
124-13 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-24 |
129-22 |
| PP |
129-22 |
129-19 |
| S1 |
129-20 |
129-15 |
|