ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
133-02 |
134-03 |
1-01 |
0.8% |
133-03 |
| High |
134-09 |
134-26 |
0-17 |
0.4% |
134-26 |
| Low |
132-31 |
133-28 |
0-29 |
0.7% |
131-21 |
| Close |
134-05 |
134-03 |
-0-02 |
0.0% |
134-03 |
| Range |
1-10 |
0-30 |
-0-12 |
-28.6% |
3-05 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.9% |
0-00 |
| Volume |
293,925 |
257,623 |
-36,302 |
-12.4% |
1,172,079 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-02 |
136-17 |
134-20 |
|
| R3 |
136-04 |
135-19 |
134-11 |
|
| R2 |
135-06 |
135-06 |
134-08 |
|
| R1 |
134-21 |
134-21 |
134-06 |
134-18 |
| PP |
134-08 |
134-08 |
134-08 |
134-07 |
| S1 |
133-23 |
133-23 |
134-00 |
133-20 |
| S2 |
133-10 |
133-10 |
133-30 |
|
| S3 |
132-12 |
132-25 |
133-27 |
|
| S4 |
131-14 |
131-27 |
133-18 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-00 |
141-22 |
135-27 |
|
| R3 |
139-27 |
138-17 |
134-31 |
|
| R2 |
136-22 |
136-22 |
134-22 |
|
| R1 |
135-12 |
135-12 |
134-12 |
136-01 |
| PP |
133-17 |
133-17 |
133-17 |
133-27 |
| S1 |
132-07 |
132-07 |
133-26 |
132-28 |
| S2 |
130-12 |
130-12 |
133-16 |
|
| S3 |
127-07 |
129-02 |
133-07 |
|
| S4 |
124-02 |
125-29 |
132-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-26 |
131-21 |
3-05 |
2.4% |
1-05 |
0.9% |
77% |
True |
False |
234,415 |
| 10 |
134-26 |
131-21 |
3-05 |
2.4% |
1-00 |
0.7% |
77% |
True |
False |
256,488 |
| 20 |
134-26 |
131-13 |
3-13 |
2.5% |
0-30 |
0.7% |
79% |
True |
False |
277,109 |
| 40 |
134-26 |
128-12 |
6-14 |
4.8% |
1-03 |
0.8% |
89% |
True |
False |
293,961 |
| 60 |
134-26 |
128-12 |
6-14 |
4.8% |
1-03 |
0.8% |
89% |
True |
False |
196,765 |
| 80 |
135-01 |
128-12 |
6-21 |
5.0% |
1-02 |
0.8% |
86% |
False |
False |
147,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-26 |
|
2.618 |
137-09 |
|
1.618 |
136-11 |
|
1.000 |
135-24 |
|
0.618 |
135-13 |
|
HIGH |
134-26 |
|
0.618 |
134-15 |
|
0.500 |
134-11 |
|
0.382 |
134-07 |
|
LOW |
133-28 |
|
0.618 |
133-09 |
|
1.000 |
132-30 |
|
1.618 |
132-11 |
|
2.618 |
131-13 |
|
4.250 |
129-28 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-11 |
133-26 |
| PP |
134-08 |
133-17 |
| S1 |
134-06 |
133-08 |
|