ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
131-15 |
130-23 |
-0-24 |
-0.6% |
132-00 |
| High |
131-19 |
130-28 |
-0-23 |
-0.5% |
132-24 |
| Low |
130-14 |
130-02 |
-0-12 |
-0.3% |
131-21 |
| Close |
130-20 |
130-14 |
-0-06 |
-0.1% |
132-07 |
| Range |
1-05 |
0-26 |
-0-11 |
-29.7% |
1-03 |
| ATR |
0-31 |
0-30 |
0-00 |
-1.1% |
0-00 |
| Volume |
39,176 |
22,380 |
-16,796 |
-42.9% |
1,488,076 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-29 |
132-15 |
130-28 |
|
| R3 |
132-03 |
131-21 |
130-21 |
|
| R2 |
131-09 |
131-09 |
130-19 |
|
| R1 |
130-27 |
130-27 |
130-16 |
130-21 |
| PP |
130-15 |
130-15 |
130-15 |
130-12 |
| S1 |
130-01 |
130-01 |
130-12 |
129-27 |
| S2 |
129-21 |
129-21 |
130-09 |
|
| S3 |
128-27 |
129-07 |
130-07 |
|
| S4 |
128-01 |
128-13 |
130-00 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-16 |
134-30 |
132-26 |
|
| R3 |
134-13 |
133-27 |
132-17 |
|
| R2 |
133-10 |
133-10 |
132-13 |
|
| R1 |
132-24 |
132-24 |
132-10 |
133-01 |
| PP |
132-07 |
132-07 |
132-07 |
132-11 |
| S1 |
131-21 |
131-21 |
132-04 |
131-30 |
| S2 |
131-04 |
131-04 |
132-01 |
|
| S3 |
130-01 |
130-18 |
131-29 |
|
| S4 |
128-30 |
129-15 |
131-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-09 |
130-02 |
2-07 |
1.7% |
0-26 |
0.6% |
17% |
False |
True |
45,594 |
| 10 |
132-24 |
130-02 |
2-22 |
2.1% |
0-26 |
0.6% |
14% |
False |
True |
245,966 |
| 20 |
134-10 |
130-02 |
4-08 |
3.3% |
0-31 |
0.7% |
9% |
False |
True |
271,336 |
| 40 |
135-24 |
130-02 |
5-22 |
4.4% |
0-30 |
0.7% |
7% |
False |
True |
266,886 |
| 60 |
135-24 |
129-02 |
6-22 |
5.1% |
0-31 |
0.7% |
21% |
False |
False |
281,684 |
| 80 |
135-24 |
128-12 |
7-12 |
5.7% |
1-01 |
0.8% |
28% |
False |
False |
258,282 |
| 100 |
135-24 |
128-12 |
7-12 |
5.7% |
1-00 |
0.8% |
28% |
False |
False |
206,703 |
| 120 |
138-04 |
128-12 |
9-24 |
7.5% |
1-01 |
0.8% |
21% |
False |
False |
172,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-10 |
|
2.618 |
133-00 |
|
1.618 |
132-06 |
|
1.000 |
131-22 |
|
0.618 |
131-12 |
|
HIGH |
130-28 |
|
0.618 |
130-18 |
|
0.500 |
130-15 |
|
0.382 |
130-12 |
|
LOW |
130-02 |
|
0.618 |
129-18 |
|
1.000 |
129-08 |
|
1.618 |
128-24 |
|
2.618 |
127-30 |
|
4.250 |
126-20 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-15 |
131-00 |
| PP |
130-15 |
130-26 |
| S1 |
130-14 |
130-20 |
|