ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
133-21 |
133-29 |
0-08 |
0.2% |
135-07 |
| High |
134-06 |
134-02 |
-0-04 |
-0.1% |
135-23 |
| Low |
133-20 |
132-24 |
-0-28 |
-0.7% |
133-20 |
| Close |
133-31 |
132-31 |
-1-00 |
-0.7% |
133-24 |
| Range |
0-18 |
1-10 |
0-24 |
133.3% |
2-03 |
| ATR |
0-30 |
0-31 |
0-01 |
3.0% |
0-00 |
| Volume |
150,095 |
330,970 |
180,875 |
120.5% |
1,402,263 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-06 |
136-13 |
133-22 |
|
| R3 |
135-28 |
135-03 |
133-11 |
|
| R2 |
134-18 |
134-18 |
133-07 |
|
| R1 |
133-25 |
133-25 |
133-03 |
133-16 |
| PP |
133-08 |
133-08 |
133-08 |
133-04 |
| S1 |
132-15 |
132-15 |
132-27 |
132-06 |
| S2 |
131-30 |
131-30 |
132-23 |
|
| S3 |
130-20 |
131-05 |
132-19 |
|
| S4 |
129-10 |
129-27 |
132-08 |
|
|
| 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 |
132-24 |
2-31 |
2.2% |
1-00 |
0.8% |
7% |
False |
True |
302,170 |
| 10 |
135-24 |
132-24 |
3-00 |
2.3% |
0-26 |
0.6% |
7% |
False |
True |
261,965 |
| 20 |
135-24 |
131-21 |
4-03 |
3.1% |
0-30 |
0.7% |
32% |
False |
False |
264,882 |
| 40 |
135-24 |
128-19 |
7-05 |
5.4% |
0-31 |
0.7% |
61% |
False |
False |
289,001 |
| 60 |
135-24 |
128-12 |
7-12 |
5.5% |
1-02 |
0.8% |
62% |
False |
False |
249,327 |
| 80 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
62% |
False |
False |
187,079 |
| 100 |
138-17 |
128-12 |
10-05 |
7.6% |
1-02 |
0.8% |
45% |
False |
False |
149,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-20 |
|
2.618 |
137-16 |
|
1.618 |
136-06 |
|
1.000 |
135-12 |
|
0.618 |
134-28 |
|
HIGH |
134-02 |
|
0.618 |
133-18 |
|
0.500 |
133-13 |
|
0.382 |
133-08 |
|
LOW |
132-24 |
|
0.618 |
131-30 |
|
1.000 |
131-14 |
|
1.618 |
130-20 |
|
2.618 |
129-10 |
|
4.250 |
127-06 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-13 |
133-24 |
| PP |
133-08 |
133-15 |
| S1 |
133-04 |
133-07 |
|