ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
134-06 |
133-25 |
-0-13 |
-0.3% |
133-03 |
| High |
134-08 |
135-04 |
0-28 |
0.7% |
134-26 |
| Low |
133-18 |
133-23 |
0-05 |
0.1% |
131-21 |
| Close |
133-23 |
135-00 |
1-09 |
1.0% |
134-03 |
| Range |
0-22 |
1-13 |
0-23 |
104.5% |
3-05 |
| ATR |
1-01 |
1-02 |
0-01 |
2.6% |
0-00 |
| Volume |
197,917 |
342,107 |
144,190 |
72.9% |
1,172,079 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-27 |
138-10 |
135-25 |
|
| R3 |
137-14 |
136-29 |
135-12 |
|
| R2 |
136-01 |
136-01 |
135-08 |
|
| R1 |
135-16 |
135-16 |
135-04 |
135-24 |
| PP |
134-20 |
134-20 |
134-20 |
134-24 |
| S1 |
134-03 |
134-03 |
134-28 |
134-12 |
| S2 |
133-07 |
133-07 |
134-24 |
|
| S3 |
131-26 |
132-22 |
134-20 |
|
| S4 |
130-13 |
131-09 |
134-07 |
|
|
| 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 |
135-04 |
131-21 |
3-15 |
2.6% |
1-05 |
0.9% |
96% |
True |
False |
280,777 |
| 10 |
135-04 |
131-21 |
3-15 |
2.6% |
1-02 |
0.8% |
96% |
True |
False |
267,798 |
| 20 |
135-04 |
131-21 |
3-15 |
2.6% |
0-30 |
0.7% |
96% |
True |
False |
279,552 |
| 40 |
135-04 |
128-12 |
6-24 |
5.0% |
1-03 |
0.8% |
98% |
True |
False |
305,108 |
| 60 |
135-04 |
128-12 |
6-24 |
5.0% |
1-03 |
0.8% |
98% |
True |
False |
205,759 |
| 80 |
135-04 |
128-12 |
6-24 |
5.0% |
1-02 |
0.8% |
98% |
True |
False |
154,341 |
| 100 |
140-25 |
128-12 |
12-13 |
9.2% |
1-02 |
0.8% |
53% |
False |
False |
123,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-03 |
|
2.618 |
138-26 |
|
1.618 |
137-13 |
|
1.000 |
136-17 |
|
0.618 |
136-00 |
|
HIGH |
135-04 |
|
0.618 |
134-19 |
|
0.500 |
134-14 |
|
0.382 |
134-08 |
|
LOW |
133-23 |
|
0.618 |
132-27 |
|
1.000 |
132-10 |
|
1.618 |
131-14 |
|
2.618 |
130-01 |
|
4.250 |
127-24 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-26 |
134-25 |
| PP |
134-20 |
134-18 |
| S1 |
134-14 |
134-11 |
|