ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
135-08 |
135-02 |
-0-06 |
-0.1% |
134-06 |
| High |
135-24 |
135-15 |
-0-09 |
-0.2% |
135-24 |
| Low |
135-00 |
134-31 |
-0-01 |
0.0% |
133-18 |
| Close |
135-02 |
135-11 |
0-09 |
0.2% |
135-11 |
| Range |
0-24 |
0-16 |
-0-08 |
-33.3% |
2-06 |
| ATR |
1-01 |
0-31 |
-0-01 |
-3.6% |
0-00 |
| Volume |
284,132 |
172,034 |
-112,098 |
-39.5% |
1,276,353 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-24 |
136-18 |
135-20 |
|
| R3 |
136-08 |
136-02 |
135-15 |
|
| R2 |
135-24 |
135-24 |
135-14 |
|
| R1 |
135-18 |
135-18 |
135-12 |
135-21 |
| PP |
135-08 |
135-08 |
135-08 |
135-10 |
| S1 |
135-02 |
135-02 |
135-10 |
135-05 |
| S2 |
134-24 |
134-24 |
135-08 |
|
| S3 |
134-08 |
134-18 |
135-07 |
|
| S4 |
133-24 |
134-02 |
135-02 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-14 |
140-19 |
136-18 |
|
| R3 |
139-08 |
138-13 |
135-30 |
|
| R2 |
137-02 |
137-02 |
135-24 |
|
| R1 |
136-07 |
136-07 |
135-17 |
136-20 |
| PP |
134-28 |
134-28 |
134-28 |
135-03 |
| S1 |
134-01 |
134-01 |
135-05 |
134-14 |
| S2 |
132-22 |
132-22 |
134-30 |
|
| S3 |
130-16 |
131-27 |
134-24 |
|
| S4 |
128-10 |
129-21 |
134-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-24 |
133-18 |
2-06 |
1.6% |
0-26 |
0.6% |
81% |
False |
False |
255,270 |
| 10 |
135-24 |
131-21 |
4-03 |
3.0% |
0-31 |
0.7% |
90% |
False |
False |
244,843 |
| 20 |
135-24 |
131-21 |
4-03 |
3.0% |
0-29 |
0.7% |
90% |
False |
False |
272,797 |
| 40 |
135-24 |
128-12 |
7-12 |
5.4% |
1-01 |
0.8% |
94% |
False |
False |
300,141 |
| 60 |
135-24 |
128-12 |
7-12 |
5.4% |
1-02 |
0.8% |
94% |
False |
False |
218,006 |
| 80 |
135-24 |
128-12 |
7-12 |
5.4% |
1-02 |
0.8% |
94% |
False |
False |
163,544 |
| 100 |
140-25 |
128-12 |
12-13 |
9.2% |
1-02 |
0.8% |
56% |
False |
False |
130,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-19 |
|
2.618 |
136-25 |
|
1.618 |
136-09 |
|
1.000 |
135-31 |
|
0.618 |
135-25 |
|
HIGH |
135-15 |
|
0.618 |
135-09 |
|
0.500 |
135-07 |
|
0.382 |
135-05 |
|
LOW |
134-31 |
|
0.618 |
134-21 |
|
1.000 |
134-15 |
|
1.618 |
134-05 |
|
2.618 |
133-21 |
|
4.250 |
132-27 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-10 |
135-12 |
| PP |
135-08 |
135-11 |
| S1 |
135-07 |
135-11 |
|