ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
129-12 |
129-25 |
0-13 |
0.3% |
131-01 |
| High |
129-29 |
130-21 |
0-24 |
0.6% |
131-26 |
| Low |
128-31 |
129-22 |
0-23 |
0.6% |
128-31 |
| Close |
129-26 |
130-15 |
0-21 |
0.5% |
130-15 |
| Range |
0-30 |
0-31 |
0-01 |
3.3% |
2-27 |
| ATR |
0-29 |
0-29 |
0-00 |
0.6% |
0-00 |
| Volume |
19,280 |
115,266 |
95,986 |
497.9% |
205,544 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-06 |
132-25 |
131-00 |
|
| R3 |
132-07 |
131-26 |
130-24 |
|
| R2 |
131-08 |
131-08 |
130-21 |
|
| R1 |
130-27 |
130-27 |
130-18 |
131-02 |
| PP |
130-09 |
130-09 |
130-09 |
130-12 |
| S1 |
129-28 |
129-28 |
130-12 |
130-02 |
| S2 |
129-10 |
129-10 |
130-09 |
|
| S3 |
128-11 |
128-29 |
130-06 |
|
| S4 |
127-12 |
127-30 |
129-30 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-30 |
137-18 |
132-01 |
|
| R3 |
136-03 |
134-23 |
131-08 |
|
| R2 |
133-08 |
133-08 |
131-00 |
|
| R1 |
131-28 |
131-28 |
130-23 |
131-04 |
| PP |
130-13 |
130-13 |
130-13 |
130-02 |
| S1 |
129-01 |
129-01 |
130-07 |
128-10 |
| S2 |
127-18 |
127-18 |
129-30 |
|
| S3 |
124-23 |
126-06 |
129-22 |
|
| S4 |
121-28 |
123-11 |
128-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-25 |
|
2.618 |
133-06 |
|
1.618 |
132-07 |
|
1.000 |
131-20 |
|
0.618 |
131-08 |
|
HIGH |
130-21 |
|
0.618 |
130-09 |
|
0.500 |
130-06 |
|
0.382 |
130-02 |
|
LOW |
129-22 |
|
0.618 |
129-03 |
|
1.000 |
128-23 |
|
1.618 |
128-04 |
|
2.618 |
127-05 |
|
4.250 |
125-18 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-12 |
130-12 |
| PP |
130-09 |
130-08 |
| S1 |
130-06 |
130-04 |
|