ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
130-23 |
130-09 |
-0-14 |
-0.3% |
131-29 |
| High |
130-28 |
131-00 |
0-04 |
0.1% |
132-01 |
| Low |
130-02 |
129-11 |
-0-23 |
-0.6% |
129-11 |
| Close |
130-14 |
130-12 |
-0-02 |
0.0% |
130-12 |
| Range |
0-26 |
1-21 |
0-27 |
103.8% |
2-22 |
| ATR |
0-30 |
1-00 |
0-02 |
5.3% |
0-00 |
| Volume |
22,380 |
14,195 |
-8,185 |
-36.6% |
186,013 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-07 |
134-14 |
131-09 |
|
| R3 |
133-18 |
132-25 |
130-27 |
|
| R2 |
131-29 |
131-29 |
130-22 |
|
| R1 |
131-04 |
131-04 |
130-17 |
131-16 |
| PP |
130-08 |
130-08 |
130-08 |
130-14 |
| S1 |
129-15 |
129-15 |
130-07 |
129-28 |
| S2 |
128-19 |
128-19 |
130-02 |
|
| S3 |
126-30 |
127-26 |
129-29 |
|
| S4 |
125-09 |
126-05 |
129-15 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-21 |
137-06 |
131-27 |
|
| R3 |
135-31 |
134-16 |
131-04 |
|
| R2 |
133-09 |
133-09 |
130-28 |
|
| R1 |
131-26 |
131-26 |
130-20 |
131-06 |
| PP |
130-19 |
130-19 |
130-19 |
130-09 |
| S1 |
129-04 |
129-04 |
130-04 |
128-16 |
| S2 |
127-29 |
127-29 |
129-28 |
|
| S3 |
125-07 |
126-14 |
129-20 |
|
| S4 |
122-17 |
123-24 |
128-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-01 |
129-11 |
2-22 |
2.1% |
1-01 |
0.8% |
38% |
False |
True |
37,202 |
| 10 |
132-24 |
129-11 |
3-13 |
2.6% |
0-28 |
0.7% |
30% |
False |
True |
201,930 |
| 20 |
134-10 |
129-11 |
4-31 |
3.8% |
1-00 |
0.8% |
21% |
False |
True |
251,537 |
| 40 |
135-24 |
129-11 |
6-13 |
4.9% |
0-31 |
0.7% |
16% |
False |
True |
258,391 |
| 60 |
135-24 |
129-02 |
6-22 |
5.1% |
0-31 |
0.7% |
20% |
False |
False |
276,231 |
| 80 |
135-24 |
128-12 |
7-12 |
5.7% |
1-01 |
0.8% |
27% |
False |
False |
258,431 |
| 100 |
135-24 |
128-12 |
7-12 |
5.7% |
1-01 |
0.8% |
27% |
False |
False |
206,845 |
| 120 |
138-01 |
128-12 |
9-21 |
7.4% |
1-01 |
0.8% |
21% |
False |
False |
172,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-01 |
|
2.618 |
135-11 |
|
1.618 |
133-22 |
|
1.000 |
132-21 |
|
0.618 |
132-01 |
|
HIGH |
131-00 |
|
0.618 |
130-12 |
|
0.500 |
130-06 |
|
0.382 |
129-31 |
|
LOW |
129-11 |
|
0.618 |
128-10 |
|
1.000 |
127-22 |
|
1.618 |
126-21 |
|
2.618 |
125-00 |
|
4.250 |
122-10 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-10 |
130-15 |
| PP |
130-08 |
130-14 |
| S1 |
130-06 |
130-13 |
|