ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
132-02 |
132-31 |
0-29 |
0.7% |
130-10 |
| High |
133-05 |
133-23 |
0-18 |
0.4% |
132-15 |
| Low |
132-01 |
132-28 |
0-27 |
0.6% |
129-20 |
| Close |
132-31 |
133-19 |
0-20 |
0.5% |
131-22 |
| Range |
1-04 |
0-27 |
-0-09 |
-25.0% |
2-27 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.2% |
0-00 |
| Volume |
285,477 |
312,721 |
27,244 |
9.5% |
1,904,532 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-30 |
135-19 |
134-02 |
|
| R3 |
135-03 |
134-24 |
133-26 |
|
| R2 |
134-08 |
134-08 |
133-24 |
|
| R1 |
133-29 |
133-29 |
133-21 |
134-02 |
| PP |
133-13 |
133-13 |
133-13 |
133-15 |
| S1 |
133-02 |
133-02 |
133-17 |
133-08 |
| S2 |
132-18 |
132-18 |
133-14 |
|
| S3 |
131-23 |
132-07 |
133-12 |
|
| S4 |
130-28 |
131-12 |
133-04 |
|
|
| 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 |
133-23 |
130-31 |
2-24 |
2.1% |
0-30 |
0.7% |
95% |
True |
False |
310,993 |
| 10 |
133-23 |
129-02 |
4-21 |
3.5% |
1-06 |
0.9% |
97% |
True |
False |
329,900 |
| 20 |
133-23 |
128-12 |
5-11 |
4.0% |
1-07 |
0.9% |
98% |
True |
False |
334,858 |
| 40 |
133-23 |
128-12 |
5-11 |
4.0% |
1-06 |
0.9% |
98% |
True |
False |
176,679 |
| 60 |
135-01 |
128-12 |
6-21 |
5.0% |
1-03 |
0.8% |
78% |
False |
False |
117,815 |
| 80 |
140-25 |
128-12 |
12-13 |
9.3% |
1-03 |
0.8% |
42% |
False |
False |
88,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-10 |
|
2.618 |
135-30 |
|
1.618 |
135-03 |
|
1.000 |
134-18 |
|
0.618 |
134-08 |
|
HIGH |
133-23 |
|
0.618 |
133-13 |
|
0.500 |
133-10 |
|
0.382 |
133-06 |
|
LOW |
132-28 |
|
0.618 |
132-11 |
|
1.000 |
132-01 |
|
1.618 |
131-16 |
|
2.618 |
130-21 |
|
4.250 |
129-09 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-16 |
133-08 |
| PP |
133-13 |
132-29 |
| S1 |
133-10 |
132-18 |
|