ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
133-15 |
132-29 |
-0-18 |
-0.4% |
133-14 |
| High |
133-25 |
132-30 |
-0-27 |
-0.6% |
133-29 |
| Low |
132-25 |
132-00 |
-0-25 |
-0.6% |
132-22 |
| Close |
133-04 |
132-21 |
-0-15 |
-0.4% |
132-31 |
| Range |
1-00 |
0-30 |
-0-02 |
-6.3% |
1-07 |
| ATR |
1-01 |
1-01 |
0-00 |
0.7% |
0-00 |
| Volume |
326,241 |
354,021 |
27,780 |
8.5% |
1,614,713 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-11 |
134-30 |
133-06 |
|
| R3 |
134-13 |
134-00 |
132-29 |
|
| R2 |
133-15 |
133-15 |
132-26 |
|
| R1 |
133-02 |
133-02 |
132-24 |
132-26 |
| PP |
132-17 |
132-17 |
132-17 |
132-13 |
| S1 |
132-04 |
132-04 |
132-18 |
131-28 |
| S2 |
131-19 |
131-19 |
132-16 |
|
| S3 |
130-21 |
131-06 |
132-13 |
|
| S4 |
129-23 |
130-08 |
132-04 |
|
|
| 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 |
133-25 |
132-00 |
1-25 |
1.3% |
0-25 |
0.6% |
37% |
False |
True |
267,549 |
| 10 |
133-29 |
132-00 |
1-29 |
1.4% |
0-28 |
0.7% |
34% |
False |
True |
299,204 |
| 20 |
133-29 |
129-02 |
4-27 |
3.7% |
1-00 |
0.8% |
74% |
False |
False |
311,913 |
| 40 |
133-29 |
128-12 |
5-17 |
4.2% |
1-04 |
0.8% |
77% |
False |
False |
258,472 |
| 60 |
134-14 |
128-12 |
6-02 |
4.6% |
1-02 |
0.8% |
71% |
False |
False |
172,481 |
| 80 |
138-01 |
128-12 |
9-21 |
7.3% |
1-03 |
0.8% |
44% |
False |
False |
129,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-30 |
|
2.618 |
135-13 |
|
1.618 |
134-15 |
|
1.000 |
133-28 |
|
0.618 |
133-17 |
|
HIGH |
132-30 |
|
0.618 |
132-19 |
|
0.500 |
132-15 |
|
0.382 |
132-11 |
|
LOW |
132-00 |
|
0.618 |
131-13 |
|
1.000 |
131-02 |
|
1.618 |
130-15 |
|
2.618 |
129-17 |
|
4.250 |
128-00 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-19 |
132-28 |
| PP |
132-17 |
132-26 |
| S1 |
132-15 |
132-24 |
|