ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
133-29 |
132-28 |
-1-01 |
-0.8% |
135-07 |
| High |
134-02 |
133-09 |
-0-25 |
-0.6% |
135-23 |
| Low |
132-24 |
132-24 |
0-00 |
0.0% |
133-20 |
| Close |
132-31 |
133-03 |
0-04 |
0.1% |
133-24 |
| Range |
1-10 |
0-17 |
-0-25 |
-59.5% |
2-03 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.2% |
0-00 |
| Volume |
330,970 |
277,345 |
-53,625 |
-16.2% |
1,402,263 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-20 |
134-13 |
133-12 |
|
| R3 |
134-03 |
133-28 |
133-08 |
|
| R2 |
133-18 |
133-18 |
133-06 |
|
| R1 |
133-11 |
133-11 |
133-05 |
133-14 |
| PP |
133-01 |
133-01 |
133-01 |
133-03 |
| S1 |
132-26 |
132-26 |
133-01 |
132-30 |
| S2 |
132-16 |
132-16 |
133-00 |
|
| S3 |
131-31 |
132-09 |
132-30 |
|
| S4 |
131-14 |
131-24 |
132-26 |
|
|
| 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 |
135-10 |
132-24 |
2-18 |
1.9% |
0-29 |
0.7% |
13% |
False |
True |
289,633 |
| 10 |
135-24 |
132-24 |
3-00 |
2.3% |
0-25 |
0.6% |
11% |
False |
True |
261,683 |
| 20 |
135-24 |
131-21 |
4-03 |
3.1% |
0-29 |
0.7% |
35% |
False |
False |
262,437 |
| 40 |
135-24 |
129-02 |
6-22 |
5.0% |
0-31 |
0.7% |
60% |
False |
False |
286,858 |
| 60 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
64% |
False |
False |
253,931 |
| 80 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
64% |
False |
False |
190,545 |
| 100 |
138-04 |
128-12 |
9-24 |
7.3% |
1-02 |
0.8% |
48% |
False |
False |
152,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-17 |
|
2.618 |
134-22 |
|
1.618 |
134-05 |
|
1.000 |
133-26 |
|
0.618 |
133-20 |
|
HIGH |
133-09 |
|
0.618 |
133-03 |
|
0.500 |
133-00 |
|
0.382 |
132-30 |
|
LOW |
132-24 |
|
0.618 |
132-13 |
|
1.000 |
132-07 |
|
1.618 |
131-28 |
|
2.618 |
131-11 |
|
4.250 |
130-16 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-02 |
133-15 |
| PP |
133-01 |
133-11 |
| S1 |
133-00 |
133-07 |
|