ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
132-00 |
132-05 |
0-05 |
0.1% |
132-17 |
| High |
132-10 |
132-24 |
0-14 |
0.3% |
133-10 |
| Low |
131-21 |
132-03 |
0-14 |
0.3% |
130-14 |
| Close |
131-31 |
132-23 |
0-24 |
0.6% |
131-29 |
| Range |
0-21 |
0-21 |
0-00 |
0.0% |
2-28 |
| ATR |
1-00 |
0-31 |
0-00 |
-1.5% |
0-00 |
| Volume |
448,908 |
610,095 |
161,187 |
35.9% |
1,774,813 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-16 |
134-08 |
133-03 |
|
| R3 |
133-27 |
133-19 |
132-29 |
|
| R2 |
133-06 |
133-06 |
132-27 |
|
| R1 |
132-30 |
132-30 |
132-25 |
133-02 |
| PP |
132-17 |
132-17 |
132-17 |
132-18 |
| S1 |
132-09 |
132-09 |
132-21 |
132-13 |
| S2 |
131-28 |
131-28 |
132-19 |
|
| S3 |
131-07 |
131-20 |
132-17 |
|
| S4 |
130-18 |
130-31 |
132-11 |
|
|
| 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 |
132-25 |
130-14 |
2-11 |
1.8% |
1-01 |
0.8% |
97% |
False |
False |
469,021 |
| 10 |
133-10 |
130-14 |
2-28 |
2.2% |
0-30 |
0.7% |
79% |
False |
False |
368,957 |
| 20 |
135-23 |
130-14 |
5-09 |
4.0% |
1-00 |
0.7% |
43% |
False |
False |
330,701 |
| 40 |
135-24 |
130-14 |
5-10 |
4.0% |
0-30 |
0.7% |
43% |
False |
False |
293,254 |
| 60 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.7% |
59% |
False |
False |
303,081 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
59% |
False |
False |
250,815 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.8% |
59% |
False |
False |
200,700 |
| 120 |
139-20 |
128-12 |
11-08 |
8.5% |
1-01 |
0.8% |
39% |
False |
False |
167,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-17 |
|
2.618 |
134-15 |
|
1.618 |
133-26 |
|
1.000 |
133-13 |
|
0.618 |
133-05 |
|
HIGH |
132-24 |
|
0.618 |
132-16 |
|
0.500 |
132-14 |
|
0.382 |
132-11 |
|
LOW |
132-03 |
|
0.618 |
131-22 |
|
1.000 |
131-14 |
|
1.618 |
131-01 |
|
2.618 |
130-12 |
|
4.250 |
129-10 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-20 |
132-15 |
| PP |
132-17 |
132-07 |
| S1 |
132-14 |
131-30 |
|