ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
131-29 |
131-11 |
-0-18 |
-0.4% |
132-00 |
| High |
132-01 |
131-29 |
-0-04 |
-0.1% |
132-24 |
| Low |
131-04 |
131-07 |
0-03 |
0.1% |
131-21 |
| Close |
131-08 |
131-21 |
0-13 |
0.3% |
132-07 |
| Range |
0-29 |
0-22 |
-0-07 |
-24.1% |
1-03 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.0% |
0-00 |
| Volume |
79,420 |
30,842 |
-48,578 |
-61.2% |
1,488,076 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-21 |
133-11 |
132-01 |
|
| R3 |
132-31 |
132-21 |
131-27 |
|
| R2 |
132-09 |
132-09 |
131-25 |
|
| R1 |
131-31 |
131-31 |
131-23 |
132-04 |
| PP |
131-19 |
131-19 |
131-19 |
131-22 |
| S1 |
131-09 |
131-09 |
131-19 |
131-14 |
| S2 |
130-29 |
130-29 |
131-17 |
|
| S3 |
130-07 |
130-19 |
131-15 |
|
| S4 |
129-17 |
129-29 |
131-09 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-16 |
134-30 |
132-26 |
|
| R3 |
134-13 |
133-27 |
132-17 |
|
| R2 |
133-10 |
133-10 |
132-13 |
|
| R1 |
132-24 |
132-24 |
132-10 |
133-01 |
| PP |
132-07 |
132-07 |
132-07 |
132-11 |
| S1 |
131-21 |
131-21 |
132-04 |
131-30 |
| S2 |
131-04 |
131-04 |
132-01 |
|
| S3 |
130-01 |
130-18 |
131-29 |
|
| S4 |
128-30 |
129-15 |
131-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-24 |
131-04 |
1-20 |
1.2% |
0-23 |
0.6% |
33% |
False |
False |
229,886 |
| 10 |
133-10 |
130-14 |
2-28 |
2.2% |
0-29 |
0.7% |
42% |
False |
False |
312,888 |
| 20 |
134-10 |
130-14 |
3-28 |
2.9% |
0-30 |
0.7% |
31% |
False |
False |
298,673 |
| 40 |
135-24 |
130-14 |
5-10 |
4.0% |
0-30 |
0.7% |
23% |
False |
False |
280,225 |
| 60 |
135-24 |
128-19 |
7-05 |
5.4% |
0-31 |
0.7% |
43% |
False |
False |
291,589 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
44% |
False |
False |
257,536 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.8% |
44% |
False |
False |
206,090 |
| 120 |
139-20 |
128-12 |
11-08 |
8.5% |
1-01 |
0.8% |
29% |
False |
False |
171,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-26 |
|
2.618 |
133-23 |
|
1.618 |
133-01 |
|
1.000 |
132-19 |
|
0.618 |
132-11 |
|
HIGH |
131-29 |
|
0.618 |
131-21 |
|
0.500 |
131-18 |
|
0.382 |
131-15 |
|
LOW |
131-07 |
|
0.618 |
130-25 |
|
1.000 |
130-17 |
|
1.618 |
130-03 |
|
2.618 |
129-13 |
|
4.250 |
128-10 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-20 |
131-22 |
| PP |
131-19 |
131-22 |
| S1 |
131-18 |
131-22 |
|