ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
131-30 |
133-02 |
1-04 |
0.9% |
133-07 |
| High |
133-04 |
134-09 |
1-05 |
0.9% |
133-25 |
| Low |
131-21 |
132-31 |
1-10 |
1.0% |
132-00 |
| Close |
132-31 |
134-05 |
1-06 |
0.9% |
132-26 |
| Range |
1-15 |
1-10 |
-0-05 |
-10.6% |
1-25 |
| ATR |
1-02 |
1-02 |
0-01 |
1.8% |
0-00 |
| Volume |
312,315 |
293,925 |
-18,390 |
-5.9% |
1,392,807 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-24 |
137-08 |
134-28 |
|
| R3 |
136-14 |
135-30 |
134-17 |
|
| R2 |
135-04 |
135-04 |
134-13 |
|
| R1 |
134-20 |
134-20 |
134-09 |
134-28 |
| PP |
133-26 |
133-26 |
133-26 |
133-30 |
| S1 |
133-10 |
133-10 |
134-01 |
133-18 |
| S2 |
132-16 |
132-16 |
133-29 |
|
| S3 |
131-06 |
132-00 |
133-25 |
|
| S4 |
129-28 |
130-22 |
133-14 |
|
|
| 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 |
134-09 |
131-21 |
2-20 |
2.0% |
1-04 |
0.8% |
95% |
True |
False |
240,016 |
| 10 |
134-09 |
131-21 |
2-20 |
2.0% |
0-31 |
0.7% |
95% |
True |
False |
253,782 |
| 20 |
134-09 |
130-31 |
3-10 |
2.5% |
0-30 |
0.7% |
96% |
True |
False |
278,390 |
| 40 |
134-09 |
128-12 |
5-29 |
4.4% |
1-03 |
0.8% |
98% |
True |
False |
287,946 |
| 60 |
134-09 |
128-12 |
5-29 |
4.4% |
1-03 |
0.8% |
98% |
True |
False |
192,476 |
| 80 |
135-01 |
128-12 |
6-21 |
5.0% |
1-02 |
0.8% |
87% |
False |
False |
144,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-28 |
|
2.618 |
137-23 |
|
1.618 |
136-13 |
|
1.000 |
135-19 |
|
0.618 |
135-03 |
|
HIGH |
134-09 |
|
0.618 |
133-25 |
|
0.500 |
133-20 |
|
0.382 |
133-15 |
|
LOW |
132-31 |
|
0.618 |
132-05 |
|
1.000 |
131-21 |
|
1.618 |
130-27 |
|
2.618 |
129-17 |
|
4.250 |
127-12 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-31 |
133-24 |
| PP |
133-26 |
133-12 |
| S1 |
133-20 |
132-31 |
|