ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
131-12 |
131-14 |
0-02 |
0.0% |
133-21 |
| High |
131-21 |
132-11 |
0-22 |
0.5% |
134-10 |
| Low |
131-04 |
131-13 |
0-09 |
0.2% |
131-18 |
| Close |
131-16 |
131-30 |
0-14 |
0.3% |
131-24 |
| Range |
0-17 |
0-30 |
0-13 |
76.5% |
2-24 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.3% |
0-00 |
| Volume |
228,674 |
250,165 |
21,491 |
9.4% |
1,620,307 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-23 |
134-08 |
132-14 |
|
| R3 |
133-25 |
133-10 |
132-06 |
|
| R2 |
132-27 |
132-27 |
132-04 |
|
| R1 |
132-12 |
132-12 |
132-01 |
132-20 |
| PP |
131-29 |
131-29 |
131-29 |
132-00 |
| S1 |
131-14 |
131-14 |
131-27 |
131-22 |
| S2 |
130-31 |
130-31 |
131-24 |
|
| S3 |
130-01 |
130-16 |
131-22 |
|
| S4 |
129-03 |
129-18 |
131-14 |
|
|
| 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% |
1-04 |
0.9% |
25% |
False |
False |
277,284 |
| 10 |
135-10 |
131-04 |
4-06 |
3.2% |
1-00 |
0.8% |
19% |
False |
False |
283,458 |
| 20 |
135-24 |
131-04 |
4-20 |
3.5% |
0-30 |
0.7% |
18% |
False |
False |
268,749 |
| 40 |
135-24 |
130-31 |
4-25 |
3.6% |
0-30 |
0.7% |
20% |
False |
False |
277,918 |
| 60 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
48% |
False |
False |
276,769 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-02 |
0.8% |
48% |
False |
False |
207,871 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
48% |
False |
False |
166,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-10 |
|
2.618 |
134-26 |
|
1.618 |
133-28 |
|
1.000 |
133-09 |
|
0.618 |
132-30 |
|
HIGH |
132-11 |
|
0.618 |
132-00 |
|
0.500 |
131-28 |
|
0.382 |
131-24 |
|
LOW |
131-13 |
|
0.618 |
130-26 |
|
1.000 |
130-15 |
|
1.618 |
129-28 |
|
2.618 |
128-30 |
|
4.250 |
127-14 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-29 |
131-28 |
| PP |
131-29 |
131-26 |
| S1 |
131-28 |
131-24 |
|