ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
134-20 |
133-21 |
-0-31 |
-0.7% |
135-07 |
| High |
134-23 |
134-06 |
-0-17 |
-0.4% |
135-23 |
| Low |
133-20 |
133-20 |
0-00 |
0.0% |
133-20 |
| Close |
133-24 |
133-31 |
0-07 |
0.2% |
133-24 |
| Range |
1-03 |
0-18 |
-0-17 |
-48.6% |
2-03 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.9% |
0-00 |
| Volume |
288,048 |
150,095 |
-137,953 |
-47.9% |
1,402,263 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-20 |
135-11 |
134-09 |
|
| R3 |
135-02 |
134-25 |
134-04 |
|
| R2 |
134-16 |
134-16 |
134-02 |
|
| R1 |
134-07 |
134-07 |
134-01 |
134-12 |
| PP |
133-30 |
133-30 |
133-30 |
134-00 |
| S1 |
133-21 |
133-21 |
133-29 |
133-26 |
| S2 |
133-12 |
133-12 |
133-28 |
|
| S3 |
132-26 |
133-03 |
133-26 |
|
| S4 |
132-08 |
132-17 |
133-21 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-21 |
139-09 |
134-29 |
|
| R3 |
138-18 |
137-06 |
134-10 |
|
| R2 |
136-15 |
136-15 |
134-04 |
|
| R1 |
135-03 |
135-03 |
133-30 |
134-24 |
| PP |
134-12 |
134-12 |
134-12 |
134-06 |
| S1 |
133-00 |
133-00 |
133-18 |
132-20 |
| S2 |
132-09 |
132-09 |
133-12 |
|
| S3 |
130-06 |
130-29 |
133-06 |
|
| S4 |
128-03 |
128-26 |
132-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-23 |
133-20 |
2-03 |
1.6% |
0-28 |
0.7% |
16% |
False |
True |
284,851 |
| 10 |
135-24 |
133-20 |
2-04 |
1.6% |
0-26 |
0.6% |
16% |
False |
True |
263,079 |
| 20 |
135-24 |
131-21 |
4-03 |
3.1% |
0-29 |
0.7% |
56% |
False |
False |
261,776 |
| 40 |
135-24 |
128-19 |
7-05 |
5.3% |
0-31 |
0.7% |
75% |
False |
False |
288,047 |
| 60 |
135-24 |
128-12 |
7-12 |
5.5% |
1-02 |
0.8% |
76% |
False |
False |
243,823 |
| 80 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
76% |
False |
False |
182,944 |
| 100 |
139-20 |
128-12 |
11-08 |
8.4% |
1-01 |
0.8% |
50% |
False |
False |
146,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-18 |
|
2.618 |
135-21 |
|
1.618 |
135-03 |
|
1.000 |
134-24 |
|
0.618 |
134-17 |
|
HIGH |
134-06 |
|
0.618 |
133-31 |
|
0.500 |
133-29 |
|
0.382 |
133-27 |
|
LOW |
133-20 |
|
0.618 |
133-09 |
|
1.000 |
133-02 |
|
1.618 |
132-23 |
|
2.618 |
132-05 |
|
4.250 |
131-08 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-30 |
134-15 |
| PP |
133-30 |
134-10 |
| S1 |
133-29 |
134-04 |
|