ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
131-00 |
131-16 |
0-16 |
0.4% |
131-29 |
| High |
131-25 |
131-16 |
-0-09 |
-0.2% |
132-01 |
| Low |
131-00 |
130-31 |
-0-01 |
0.0% |
129-11 |
| Close |
131-23 |
130-31 |
-0-24 |
-0.6% |
130-12 |
| Range |
0-25 |
0-17 |
-0-08 |
-32.0% |
2-22 |
| ATR |
0-31 |
0-31 |
-0-01 |
-1.7% |
0-00 |
| Volume |
5,191 |
4,332 |
-859 |
-16.5% |
186,013 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-24 |
132-12 |
131-08 |
|
| R3 |
132-07 |
131-27 |
131-04 |
|
| R2 |
131-22 |
131-22 |
131-02 |
|
| R1 |
131-10 |
131-10 |
131-01 |
131-08 |
| PP |
131-05 |
131-05 |
131-05 |
131-03 |
| S1 |
130-25 |
130-25 |
130-29 |
130-22 |
| S2 |
130-20 |
130-20 |
130-28 |
|
| S3 |
130-03 |
130-08 |
130-26 |
|
| S4 |
129-18 |
129-23 |
130-22 |
|
|
| 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 |
131-25 |
129-11 |
2-14 |
1.9% |
0-26 |
0.6% |
67% |
False |
False |
11,139 |
| 10 |
132-16 |
129-11 |
3-05 |
2.4% |
0-26 |
0.6% |
51% |
False |
False |
63,420 |
| 20 |
133-10 |
129-11 |
3-31 |
3.0% |
0-28 |
0.7% |
41% |
False |
False |
216,189 |
| 40 |
135-24 |
129-11 |
6-13 |
4.9% |
0-30 |
0.7% |
25% |
False |
False |
244,023 |
| 60 |
135-24 |
129-11 |
6-13 |
4.9% |
0-30 |
0.7% |
25% |
False |
False |
261,039 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.8% |
35% |
False |
False |
258,534 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.8% |
35% |
False |
False |
207,033 |
| 120 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.8% |
35% |
False |
False |
172,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-24 |
|
2.618 |
132-29 |
|
1.618 |
132-12 |
|
1.000 |
132-01 |
|
0.618 |
131-27 |
|
HIGH |
131-16 |
|
0.618 |
131-10 |
|
0.500 |
131-08 |
|
0.382 |
131-05 |
|
LOW |
130-31 |
|
0.618 |
130-20 |
|
1.000 |
130-14 |
|
1.618 |
130-03 |
|
2.618 |
129-18 |
|
4.250 |
128-23 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-08 |
131-08 |
| PP |
131-05 |
131-05 |
| S1 |
131-02 |
131-02 |
|