ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
132-17 |
133-05 |
0-20 |
0.5% |
131-22 |
| High |
133-09 |
133-10 |
0-01 |
0.0% |
132-31 |
| Low |
132-12 |
132-13 |
0-01 |
0.0% |
131-04 |
| Close |
133-00 |
132-15 |
-0-17 |
-0.4% |
132-17 |
| Range |
0-29 |
0-29 |
0-00 |
0.0% |
1-27 |
| ATR |
0-31 |
0-30 |
0-00 |
-0.4% |
0-00 |
| Volume |
244,267 |
244,441 |
174 |
0.1% |
1,130,116 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-14 |
134-28 |
132-31 |
|
| R3 |
134-17 |
133-31 |
132-23 |
|
| R2 |
133-20 |
133-20 |
132-20 |
|
| R1 |
133-02 |
133-02 |
132-18 |
132-28 |
| PP |
132-23 |
132-23 |
132-23 |
132-21 |
| S1 |
132-05 |
132-05 |
132-12 |
132-00 |
| S2 |
131-26 |
131-26 |
132-10 |
|
| S3 |
130-29 |
131-08 |
132-07 |
|
| S4 |
130-00 |
130-11 |
131-31 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-24 |
136-31 |
133-17 |
|
| R3 |
135-29 |
135-04 |
133-01 |
|
| R2 |
134-02 |
134-02 |
132-28 |
|
| R1 |
133-09 |
133-09 |
132-22 |
133-22 |
| PP |
132-07 |
132-07 |
132-07 |
132-13 |
| S1 |
131-14 |
131-14 |
132-12 |
131-26 |
| S2 |
130-12 |
130-12 |
132-06 |
|
| S3 |
128-17 |
129-19 |
132-01 |
|
| S4 |
126-22 |
127-24 |
131-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-10 |
131-13 |
1-29 |
1.4% |
0-28 |
0.7% |
56% |
True |
False |
268,892 |
| 10 |
134-10 |
131-04 |
3-06 |
2.4% |
0-31 |
0.7% |
42% |
False |
False |
275,806 |
| 20 |
135-24 |
131-04 |
4-20 |
3.5% |
0-28 |
0.7% |
29% |
False |
False |
268,886 |
| 40 |
135-24 |
131-04 |
4-20 |
3.5% |
0-29 |
0.7% |
29% |
False |
False |
274,219 |
| 60 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
56% |
False |
False |
293,034 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-02 |
0.8% |
56% |
False |
False |
221,541 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
56% |
False |
False |
177,250 |
| 120 |
140-25 |
128-12 |
12-13 |
9.4% |
1-01 |
0.8% |
33% |
False |
False |
147,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-05 |
|
2.618 |
135-22 |
|
1.618 |
134-25 |
|
1.000 |
134-07 |
|
0.618 |
133-28 |
|
HIGH |
133-10 |
|
0.618 |
132-31 |
|
0.500 |
132-28 |
|
0.382 |
132-24 |
|
LOW |
132-13 |
|
0.618 |
131-27 |
|
1.000 |
131-16 |
|
1.618 |
130-30 |
|
2.618 |
130-01 |
|
4.250 |
128-18 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-28 |
132-24 |
| PP |
132-23 |
132-21 |
| S1 |
132-19 |
132-18 |
|