ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
133-14 |
133-15 |
0-01 |
0.0% |
133-14 |
| High |
133-22 |
133-25 |
0-03 |
0.1% |
133-29 |
| Low |
132-28 |
132-25 |
-0-03 |
-0.1% |
132-22 |
| Close |
133-13 |
133-04 |
-0-09 |
-0.2% |
132-31 |
| Range |
0-26 |
1-00 |
0-06 |
23.1% |
1-07 |
| ATR |
1-01 |
1-01 |
0-00 |
-0.2% |
0-00 |
| Volume |
268,859 |
326,241 |
57,382 |
21.3% |
1,614,713 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-07 |
135-22 |
133-22 |
|
| R3 |
135-07 |
134-22 |
133-13 |
|
| R2 |
134-07 |
134-07 |
133-10 |
|
| R1 |
133-22 |
133-22 |
133-07 |
133-14 |
| PP |
133-07 |
133-07 |
133-07 |
133-04 |
| S1 |
132-22 |
132-22 |
133-01 |
132-14 |
| S2 |
132-07 |
132-07 |
132-30 |
|
| S3 |
131-07 |
131-22 |
132-27 |
|
| S4 |
130-07 |
130-22 |
132-18 |
|
|
| 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% |
0-26 |
0.6% |
31% |
False |
True |
264,169 |
| 10 |
133-29 |
132-22 |
1-07 |
0.9% |
0-27 |
0.6% |
36% |
False |
False |
292,658 |
| 20 |
133-29 |
129-02 |
4-27 |
3.6% |
1-00 |
0.8% |
84% |
False |
False |
311,279 |
| 40 |
133-29 |
128-12 |
5-17 |
4.2% |
1-03 |
0.8% |
86% |
False |
False |
249,678 |
| 60 |
134-14 |
128-12 |
6-02 |
4.6% |
1-02 |
0.8% |
78% |
False |
False |
166,581 |
| 80 |
138-04 |
128-12 |
9-24 |
7.3% |
1-03 |
0.8% |
49% |
False |
False |
124,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-01 |
|
2.618 |
136-13 |
|
1.618 |
135-13 |
|
1.000 |
134-25 |
|
0.618 |
134-13 |
|
HIGH |
133-25 |
|
0.618 |
133-13 |
|
0.500 |
133-09 |
|
0.382 |
133-05 |
|
LOW |
132-25 |
|
0.618 |
132-05 |
|
1.000 |
131-25 |
|
1.618 |
131-05 |
|
2.618 |
130-05 |
|
4.250 |
128-17 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-09 |
133-09 |
| PP |
133-07 |
133-07 |
| S1 |
133-06 |
133-06 |
|