ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
135-10 |
134-28 |
-0-14 |
-0.3% |
134-06 |
| High |
135-23 |
135-10 |
-0-13 |
-0.3% |
135-24 |
| Low |
134-19 |
134-11 |
-0-08 |
-0.2% |
133-18 |
| Close |
134-31 |
134-26 |
-0-05 |
-0.1% |
135-11 |
| Range |
1-04 |
0-31 |
-0-05 |
-13.9% |
2-06 |
| ATR |
0-30 |
0-30 |
0-00 |
0.3% |
0-00 |
| Volume |
340,028 |
401,709 |
61,681 |
18.1% |
1,276,353 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-23 |
137-08 |
135-11 |
|
| R3 |
136-24 |
136-09 |
135-03 |
|
| R2 |
135-25 |
135-25 |
135-00 |
|
| R1 |
135-10 |
135-10 |
134-29 |
135-02 |
| PP |
134-26 |
134-26 |
134-26 |
134-22 |
| S1 |
134-11 |
134-11 |
134-23 |
134-03 |
| S2 |
133-27 |
133-27 |
134-20 |
|
| S3 |
132-28 |
133-12 |
134-17 |
|
| S4 |
131-29 |
132-13 |
134-09 |
|
|
| 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 |
135-23 |
134-11 |
1-12 |
1.0% |
0-24 |
0.5% |
34% |
False |
True |
257,249 |
| 10 |
135-24 |
133-18 |
2-06 |
1.6% |
0-26 |
0.6% |
57% |
False |
False |
264,819 |
| 20 |
135-24 |
131-21 |
4-03 |
3.0% |
0-28 |
0.7% |
77% |
False |
False |
259,300 |
| 40 |
135-24 |
128-12 |
7-12 |
5.5% |
1-00 |
0.7% |
87% |
False |
False |
292,369 |
| 60 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
87% |
False |
False |
236,536 |
| 80 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
87% |
False |
False |
177,469 |
| 100 |
139-20 |
128-12 |
11-08 |
8.3% |
1-01 |
0.8% |
57% |
False |
False |
141,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-14 |
|
2.618 |
137-27 |
|
1.618 |
136-28 |
|
1.000 |
136-09 |
|
0.618 |
135-29 |
|
HIGH |
135-10 |
|
0.618 |
134-30 |
|
0.500 |
134-26 |
|
0.382 |
134-23 |
|
LOW |
134-11 |
|
0.618 |
133-24 |
|
1.000 |
133-12 |
|
1.618 |
132-25 |
|
2.618 |
131-26 |
|
4.250 |
130-07 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-26 |
135-01 |
| PP |
134-26 |
134-31 |
| S1 |
134-26 |
134-28 |
|