ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
131-14 |
132-05 |
0-23 |
0.5% |
133-21 |
| High |
132-11 |
132-31 |
0-20 |
0.5% |
134-10 |
| Low |
131-13 |
132-01 |
0-20 |
0.5% |
131-18 |
| Close |
131-30 |
132-17 |
0-19 |
0.5% |
131-24 |
| Range |
0-30 |
0-30 |
0-00 |
0.0% |
2-24 |
| ATR |
0-31 |
0-31 |
0-00 |
0.4% |
0-00 |
| Volume |
250,165 |
388,807 |
138,642 |
55.4% |
1,620,307 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-10 |
134-28 |
133-02 |
|
| R3 |
134-12 |
133-30 |
132-25 |
|
| R2 |
133-14 |
133-14 |
132-22 |
|
| R1 |
133-00 |
133-00 |
132-20 |
133-07 |
| PP |
132-16 |
132-16 |
132-16 |
132-20 |
| S1 |
132-02 |
132-02 |
132-14 |
132-09 |
| S2 |
131-18 |
131-18 |
132-12 |
|
| S3 |
130-20 |
131-04 |
132-09 |
|
| S4 |
129-22 |
130-06 |
132-00 |
|
|
| 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 |
0.8% |
44% |
False |
False |
273,011 |
| 10 |
134-23 |
131-04 |
3-19 |
2.7% |
1-00 |
0.8% |
39% |
False |
False |
282,168 |
| 20 |
135-24 |
131-04 |
4-20 |
3.5% |
0-29 |
0.7% |
30% |
False |
False |
273,493 |
| 40 |
135-24 |
130-31 |
4-25 |
3.6% |
0-30 |
0.7% |
33% |
False |
False |
275,942 |
| 60 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
56% |
False |
False |
283,129 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
56% |
False |
False |
212,730 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
56% |
False |
False |
170,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-30 |
|
2.618 |
135-14 |
|
1.618 |
134-16 |
|
1.000 |
133-29 |
|
0.618 |
133-18 |
|
HIGH |
132-31 |
|
0.618 |
132-20 |
|
0.500 |
132-16 |
|
0.382 |
132-12 |
|
LOW |
132-01 |
|
0.618 |
131-14 |
|
1.000 |
131-03 |
|
1.618 |
130-16 |
|
2.618 |
129-18 |
|
4.250 |
128-02 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-17 |
132-12 |
| PP |
132-16 |
132-07 |
| S1 |
132-16 |
132-02 |
|