ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
133-07 |
133-14 |
0-07 |
0.2% |
133-14 |
| High |
133-23 |
133-22 |
-0-01 |
0.0% |
133-29 |
| Low |
133-05 |
132-28 |
-0-09 |
-0.2% |
132-22 |
| Close |
133-11 |
133-13 |
0-02 |
0.0% |
132-31 |
| Range |
0-18 |
0-26 |
0-08 |
44.4% |
1-07 |
| ATR |
1-01 |
1-01 |
-0-01 |
-1.6% |
0-00 |
| Volume |
158,062 |
268,859 |
110,797 |
70.1% |
1,614,713 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-24 |
135-13 |
133-27 |
|
| R3 |
134-30 |
134-19 |
133-20 |
|
| R2 |
134-04 |
134-04 |
133-18 |
|
| R1 |
133-25 |
133-25 |
133-15 |
133-18 |
| PP |
133-10 |
133-10 |
133-10 |
133-07 |
| S1 |
132-31 |
132-31 |
133-11 |
132-24 |
| S2 |
132-16 |
132-16 |
133-08 |
|
| S3 |
131-22 |
132-05 |
133-06 |
|
| S4 |
130-28 |
131-11 |
132-31 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-27 |
136-04 |
133-20 |
|
| R3 |
135-20 |
134-29 |
133-10 |
|
| R2 |
134-13 |
134-13 |
133-06 |
|
| R1 |
133-22 |
133-22 |
133-03 |
133-14 |
| PP |
133-06 |
133-06 |
133-06 |
133-02 |
| S1 |
132-15 |
132-15 |
132-27 |
132-07 |
| S2 |
131-31 |
131-31 |
132-24 |
|
| S3 |
130-24 |
131-08 |
132-20 |
|
| S4 |
129-17 |
130-01 |
132-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-29 |
132-25 |
1-04 |
0.8% |
0-27 |
0.6% |
56% |
False |
False |
265,869 |
| 10 |
133-29 |
132-22 |
1-07 |
0.9% |
0-26 |
0.6% |
59% |
False |
False |
291,306 |
| 20 |
133-29 |
128-19 |
5-10 |
4.0% |
1-00 |
0.8% |
91% |
False |
False |
313,120 |
| 40 |
133-29 |
128-12 |
5-17 |
4.1% |
1-04 |
0.8% |
91% |
False |
False |
241,550 |
| 60 |
134-14 |
128-12 |
6-02 |
4.5% |
1-02 |
0.8% |
83% |
False |
False |
161,145 |
| 80 |
138-17 |
128-12 |
10-05 |
7.6% |
1-03 |
0.8% |
50% |
False |
False |
120,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-04 |
|
2.618 |
135-26 |
|
1.618 |
135-00 |
|
1.000 |
134-16 |
|
0.618 |
134-06 |
|
HIGH |
133-22 |
|
0.618 |
133-12 |
|
0.500 |
133-09 |
|
0.382 |
133-06 |
|
LOW |
132-28 |
|
0.618 |
132-12 |
|
1.000 |
132-02 |
|
1.618 |
131-18 |
|
2.618 |
130-24 |
|
4.250 |
129-14 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-12 |
133-12 |
| PP |
133-10 |
133-10 |
| S1 |
133-09 |
133-08 |
|