ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
131-07 |
131-19 |
0-12 |
0.3% |
130-10 |
| High |
131-29 |
132-06 |
0-09 |
0.2% |
132-15 |
| Low |
130-31 |
131-13 |
0-14 |
0.3% |
129-20 |
| Close |
131-22 |
131-29 |
0-07 |
0.2% |
131-22 |
| Range |
0-30 |
0-25 |
-0-05 |
-16.7% |
2-27 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.7% |
0-00 |
| Volume |
283,233 |
205,690 |
-77,543 |
-27.4% |
1,904,532 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-06 |
133-26 |
132-11 |
|
| R3 |
133-13 |
133-01 |
132-04 |
|
| R2 |
132-20 |
132-20 |
132-02 |
|
| R1 |
132-08 |
132-08 |
131-31 |
132-14 |
| PP |
131-27 |
131-27 |
131-27 |
131-30 |
| S1 |
131-15 |
131-15 |
131-27 |
131-21 |
| S2 |
131-02 |
131-02 |
131-24 |
|
| S3 |
130-09 |
130-22 |
131-22 |
|
| S4 |
129-16 |
129-29 |
131-15 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-25 |
138-19 |
133-08 |
|
| R3 |
136-30 |
135-24 |
132-15 |
|
| R2 |
134-03 |
134-03 |
132-07 |
|
| R1 |
132-29 |
132-29 |
131-30 |
133-16 |
| PP |
131-08 |
131-08 |
131-08 |
131-18 |
| S1 |
130-02 |
130-02 |
131-14 |
130-21 |
| S2 |
128-13 |
128-13 |
131-05 |
|
| S3 |
125-18 |
127-07 |
130-29 |
|
| S4 |
122-23 |
124-12 |
130-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-15 |
129-20 |
2-27 |
2.2% |
1-08 |
0.9% |
80% |
False |
False |
337,673 |
| 10 |
132-15 |
128-19 |
3-28 |
2.9% |
1-05 |
0.9% |
85% |
False |
False |
335,669 |
| 20 |
132-15 |
128-12 |
4-03 |
3.1% |
1-07 |
0.9% |
86% |
False |
False |
318,816 |
| 40 |
133-20 |
128-12 |
5-08 |
4.0% |
1-06 |
0.9% |
67% |
False |
False |
161,732 |
| 60 |
135-01 |
128-12 |
6-21 |
5.0% |
1-03 |
0.8% |
53% |
False |
False |
107,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-16 |
|
2.618 |
134-07 |
|
1.618 |
133-14 |
|
1.000 |
132-31 |
|
0.618 |
132-21 |
|
HIGH |
132-06 |
|
0.618 |
131-28 |
|
0.500 |
131-26 |
|
0.382 |
131-23 |
|
LOW |
131-13 |
|
0.618 |
130-30 |
|
1.000 |
130-20 |
|
1.618 |
130-05 |
|
2.618 |
129-12 |
|
4.250 |
128-03 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-28 |
131-26 |
| PP |
131-27 |
131-22 |
| S1 |
131-26 |
131-18 |
|