ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
135-02 |
135-07 |
0-05 |
0.1% |
134-06 |
| High |
135-15 |
135-13 |
-0-02 |
0.0% |
135-24 |
| Low |
134-31 |
134-30 |
-0-01 |
0.0% |
133-18 |
| Close |
135-11 |
135-07 |
-0-04 |
-0.1% |
135-11 |
| Range |
0-16 |
0-15 |
-0-01 |
-6.3% |
2-06 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.7% |
0-00 |
| Volume |
172,034 |
128,103 |
-43,931 |
-25.5% |
1,276,353 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-19 |
136-12 |
135-15 |
|
| R3 |
136-04 |
135-29 |
135-11 |
|
| R2 |
135-21 |
135-21 |
135-10 |
|
| R1 |
135-14 |
135-14 |
135-08 |
135-14 |
| PP |
135-06 |
135-06 |
135-06 |
135-06 |
| S1 |
134-31 |
134-31 |
135-06 |
135-00 |
| S2 |
134-23 |
134-23 |
135-04 |
|
| S3 |
134-08 |
134-16 |
135-03 |
|
| S4 |
133-25 |
134-01 |
134-31 |
|
|
| 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 |
133-23 |
2-01 |
1.5% |
0-25 |
0.6% |
74% |
False |
False |
241,307 |
| 10 |
135-24 |
131-21 |
4-03 |
3.0% |
0-29 |
0.7% |
87% |
False |
False |
252,021 |
| 20 |
135-24 |
131-21 |
4-03 |
3.0% |
0-29 |
0.7% |
87% |
False |
False |
260,034 |
| 40 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
93% |
False |
False |
294,543 |
| 60 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
93% |
False |
False |
220,124 |
| 80 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
93% |
False |
False |
165,145 |
| 100 |
140-05 |
128-12 |
11-25 |
8.7% |
1-01 |
0.8% |
58% |
False |
False |
132,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-13 |
|
2.618 |
136-20 |
|
1.618 |
136-05 |
|
1.000 |
135-28 |
|
0.618 |
135-22 |
|
HIGH |
135-13 |
|
0.618 |
135-07 |
|
0.500 |
135-06 |
|
0.382 |
135-04 |
|
LOW |
134-30 |
|
0.618 |
134-21 |
|
1.000 |
134-15 |
|
1.618 |
134-06 |
|
2.618 |
133-23 |
|
4.250 |
132-30 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-06 |
135-11 |
| PP |
135-06 |
135-10 |
| S1 |
135-06 |
135-08 |
|