ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
133-03 |
131-31 |
-1-04 |
-0.8% |
133-07 |
| High |
133-05 |
132-18 |
-0-19 |
-0.4% |
133-25 |
| Low |
131-28 |
131-27 |
-0-01 |
0.0% |
132-00 |
| Close |
132-07 |
132-05 |
-0-02 |
0.0% |
132-26 |
| Range |
1-09 |
0-23 |
-0-18 |
-43.9% |
1-25 |
| ATR |
1-01 |
1-01 |
-0-01 |
-2.2% |
0-00 |
| Volume |
56,318 |
251,898 |
195,580 |
347.3% |
1,392,807 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-11 |
133-31 |
132-18 |
|
| R3 |
133-20 |
133-08 |
132-11 |
|
| R2 |
132-29 |
132-29 |
132-09 |
|
| R1 |
132-17 |
132-17 |
132-07 |
132-23 |
| PP |
132-06 |
132-06 |
132-06 |
132-09 |
| S1 |
131-26 |
131-26 |
132-03 |
132-00 |
| S2 |
131-15 |
131-15 |
132-01 |
|
| S3 |
130-24 |
131-03 |
131-31 |
|
| S4 |
130-01 |
130-12 |
131-24 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-07 |
137-09 |
133-25 |
|
| R3 |
136-14 |
135-16 |
133-10 |
|
| R2 |
134-21 |
134-21 |
133-04 |
|
| R1 |
133-23 |
133-23 |
132-31 |
133-10 |
| PP |
132-28 |
132-28 |
132-28 |
132-21 |
| S1 |
131-30 |
131-30 |
132-21 |
131-16 |
| S2 |
131-03 |
131-03 |
132-16 |
|
| S3 |
129-10 |
130-05 |
132-10 |
|
| S4 |
127-17 |
128-12 |
131-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-25 |
131-27 |
1-30 |
1.5% |
0-31 |
0.7% |
16% |
False |
True |
254,820 |
| 10 |
133-29 |
131-27 |
2-02 |
1.6% |
0-29 |
0.7% |
15% |
False |
True |
260,345 |
| 20 |
133-29 |
129-20 |
4-09 |
3.2% |
1-00 |
0.7% |
59% |
False |
False |
295,070 |
| 40 |
133-29 |
128-12 |
5-17 |
4.2% |
1-03 |
0.8% |
68% |
False |
False |
273,046 |
| 60 |
134-06 |
128-12 |
5-26 |
4.4% |
1-02 |
0.8% |
65% |
False |
False |
182,373 |
| 80 |
135-01 |
128-12 |
6-21 |
5.0% |
1-02 |
0.8% |
57% |
False |
False |
136,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-20 |
|
2.618 |
134-14 |
|
1.618 |
133-23 |
|
1.000 |
133-09 |
|
0.618 |
133-00 |
|
HIGH |
132-18 |
|
0.618 |
132-09 |
|
0.500 |
132-06 |
|
0.382 |
132-04 |
|
LOW |
131-27 |
|
0.618 |
131-13 |
|
1.000 |
131-04 |
|
1.618 |
130-22 |
|
2.618 |
129-31 |
|
4.250 |
128-25 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-06 |
132-21 |
| PP |
132-06 |
132-16 |
| S1 |
132-06 |
132-10 |
|