ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
131-08 |
132-00 |
0-24 |
0.6% |
132-17 |
| High |
132-03 |
132-10 |
0-07 |
0.2% |
133-10 |
| Low |
131-05 |
131-21 |
0-16 |
0.4% |
130-14 |
| Close |
131-29 |
131-31 |
0-02 |
0.0% |
131-29 |
| Range |
0-30 |
0-21 |
-0-09 |
-30.0% |
2-28 |
| ATR |
1-00 |
1-00 |
-0-01 |
-2.5% |
0-00 |
| Volume |
345,216 |
448,908 |
103,692 |
30.0% |
1,774,813 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-30 |
133-20 |
132-11 |
|
| R3 |
133-09 |
132-31 |
132-05 |
|
| R2 |
132-20 |
132-20 |
132-03 |
|
| R1 |
132-10 |
132-10 |
132-01 |
132-04 |
| PP |
131-31 |
131-31 |
131-31 |
131-29 |
| S1 |
131-21 |
131-21 |
131-29 |
131-16 |
| S2 |
131-10 |
131-10 |
131-27 |
|
| S3 |
130-21 |
131-00 |
131-25 |
|
| S4 |
130-00 |
130-11 |
131-19 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-16 |
139-03 |
133-16 |
|
| R3 |
137-20 |
136-07 |
132-22 |
|
| R2 |
134-24 |
134-24 |
132-14 |
|
| R1 |
133-11 |
133-11 |
132-05 |
132-20 |
| PP |
131-28 |
131-28 |
131-28 |
131-17 |
| S1 |
130-15 |
130-15 |
131-21 |
129-24 |
| S2 |
129-00 |
129-00 |
131-12 |
|
| S3 |
126-04 |
127-19 |
131-04 |
|
| S4 |
123-08 |
124-23 |
130-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-10 |
130-14 |
2-28 |
2.2% |
1-03 |
0.8% |
53% |
False |
False |
395,890 |
| 10 |
133-10 |
130-14 |
2-28 |
2.2% |
0-30 |
0.7% |
53% |
False |
False |
330,815 |
| 20 |
135-23 |
130-14 |
5-09 |
4.0% |
1-00 |
0.7% |
29% |
False |
False |
312,415 |
| 40 |
135-24 |
130-14 |
5-10 |
4.0% |
0-30 |
0.7% |
29% |
False |
False |
286,224 |
| 60 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.8% |
49% |
False |
False |
300,501 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
49% |
False |
False |
243,197 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
49% |
False |
False |
194,599 |
| 120 |
140-05 |
128-12 |
11-25 |
8.9% |
1-01 |
0.8% |
31% |
False |
False |
162,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-03 |
|
2.618 |
134-01 |
|
1.618 |
133-12 |
|
1.000 |
132-31 |
|
0.618 |
132-23 |
|
HIGH |
132-10 |
|
0.618 |
132-02 |
|
0.500 |
132-00 |
|
0.382 |
131-29 |
|
LOW |
131-21 |
|
0.618 |
131-08 |
|
1.000 |
131-00 |
|
1.618 |
130-19 |
|
2.618 |
129-30 |
|
4.250 |
128-28 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-00 |
131-25 |
| PP |
131-31 |
131-18 |
| S1 |
131-31 |
131-12 |
|