ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
131-22 |
131-12 |
-0-10 |
-0.2% |
133-21 |
| High |
131-24 |
131-21 |
-0-03 |
-0.1% |
134-10 |
| Low |
131-10 |
131-04 |
-0-06 |
-0.1% |
131-18 |
| Close |
131-15 |
131-16 |
0-01 |
0.0% |
131-24 |
| Range |
0-14 |
0-17 |
0-03 |
21.4% |
2-24 |
| ATR |
1-01 |
0-31 |
-0-01 |
-3.4% |
0-00 |
| Volume |
45,686 |
228,674 |
182,988 |
400.5% |
1,620,307 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-01 |
132-25 |
131-25 |
|
| R3 |
132-16 |
132-08 |
131-21 |
|
| R2 |
131-31 |
131-31 |
131-19 |
|
| R1 |
131-23 |
131-23 |
131-18 |
131-27 |
| PP |
131-14 |
131-14 |
131-14 |
131-16 |
| S1 |
131-06 |
131-06 |
131-14 |
131-10 |
| S2 |
130-29 |
130-29 |
131-13 |
|
| S3 |
130-12 |
130-21 |
131-11 |
|
| S4 |
129-27 |
130-04 |
131-07 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-25 |
139-01 |
133-08 |
|
| R3 |
138-01 |
136-09 |
132-16 |
|
| R2 |
135-09 |
135-09 |
132-08 |
|
| R1 |
133-17 |
133-17 |
132-00 |
133-01 |
| PP |
132-17 |
132-17 |
132-17 |
132-10 |
| S1 |
130-25 |
130-25 |
131-16 |
130-09 |
| S2 |
129-25 |
129-25 |
131-08 |
|
| S3 |
127-01 |
128-01 |
131-00 |
|
| S4 |
124-09 |
125-09 |
130-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-10 |
131-04 |
3-06 |
2.4% |
1-02 |
0.8% |
12% |
False |
True |
282,720 |
| 10 |
135-23 |
131-04 |
4-19 |
3.5% |
1-01 |
0.8% |
8% |
False |
True |
292,445 |
| 20 |
135-24 |
131-04 |
4-20 |
3.5% |
0-31 |
0.7% |
8% |
False |
True |
271,857 |
| 40 |
135-24 |
129-20 |
6-04 |
4.7% |
0-31 |
0.7% |
31% |
False |
False |
283,464 |
| 60 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
42% |
False |
False |
272,650 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
42% |
False |
False |
204,744 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
42% |
False |
False |
163,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-29 |
|
2.618 |
133-02 |
|
1.618 |
132-17 |
|
1.000 |
132-06 |
|
0.618 |
132-00 |
|
HIGH |
131-21 |
|
0.618 |
131-15 |
|
0.500 |
131-12 |
|
0.382 |
131-10 |
|
LOW |
131-04 |
|
0.618 |
130-25 |
|
1.000 |
130-19 |
|
1.618 |
130-08 |
|
2.618 |
129-23 |
|
4.250 |
128-28 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-15 |
132-23 |
| PP |
131-14 |
132-10 |
| S1 |
131-12 |
131-29 |
|