ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
132-20 |
131-17 |
-1-03 |
-0.8% |
133-21 |
| High |
132-20 |
131-25 |
-0-27 |
-0.6% |
134-08 |
| Low |
131-10 |
131-16 |
0-06 |
0.1% |
132-06 |
| Close |
131-17 |
131-21 |
0-04 |
0.1% |
132-10 |
| Range |
1-10 |
0-09 |
-1-01 |
-78.6% |
2-02 |
| ATR |
0-24 |
0-23 |
-0-01 |
-4.5% |
0-00 |
| Volume |
1,354 |
2,134 |
780 |
57.6% |
4,534 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-16 |
132-11 |
131-26 |
|
| R3 |
132-07 |
132-02 |
131-23 |
|
| R2 |
131-30 |
131-30 |
131-23 |
|
| R1 |
131-25 |
131-25 |
131-22 |
131-28 |
| PP |
131-21 |
131-21 |
131-21 |
131-22 |
| S1 |
131-16 |
131-16 |
131-20 |
131-18 |
| S2 |
131-12 |
131-12 |
131-19 |
|
| S3 |
131-03 |
131-07 |
131-19 |
|
| S4 |
130-26 |
130-30 |
131-16 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-03 |
137-25 |
133-14 |
|
| R3 |
137-01 |
135-23 |
132-28 |
|
| R2 |
134-31 |
134-31 |
132-22 |
|
| R1 |
133-21 |
133-21 |
132-16 |
133-09 |
| PP |
132-29 |
132-29 |
132-29 |
132-24 |
| S1 |
131-19 |
131-19 |
132-04 |
131-07 |
| S2 |
130-27 |
130-27 |
131-30 |
|
| S3 |
128-25 |
129-17 |
131-24 |
|
| S4 |
126-23 |
127-15 |
131-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-31 |
|
2.618 |
132-17 |
|
1.618 |
132-08 |
|
1.000 |
132-02 |
|
0.618 |
131-31 |
|
HIGH |
131-25 |
|
0.618 |
131-22 |
|
0.500 |
131-20 |
|
0.382 |
131-19 |
|
LOW |
131-16 |
|
0.618 |
131-10 |
|
1.000 |
131-07 |
|
1.618 |
131-01 |
|
2.618 |
130-24 |
|
4.250 |
130-10 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-21 |
132-00 |
| PP |
131-21 |
131-29 |
| S1 |
131-20 |
131-25 |
|