ECBOT 30 Year Treasury Bond Future March 2014
| 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 |
130-00 |
129-09 |
-0-23 |
-0.6% |
130-18 |
| High |
130-03 |
129-13 |
-0-22 |
-0.5% |
131-09 |
| Low |
128-29 |
128-23 |
-0-06 |
-0.1% |
130-06 |
| Close |
129-05 |
128-31 |
-0-06 |
-0.1% |
130-24 |
| Range |
1-06 |
0-22 |
-0-16 |
-42.1% |
1-03 |
| ATR |
0-29 |
0-29 |
-0-01 |
-1.7% |
0-00 |
| Volume |
370,169 |
296,305 |
-73,864 |
-20.0% |
1,124,955 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-03 |
130-23 |
129-11 |
|
| R3 |
130-13 |
130-01 |
129-05 |
|
| R2 |
129-23 |
129-23 |
129-03 |
|
| R1 |
129-11 |
129-11 |
129-01 |
129-06 |
| PP |
129-01 |
129-01 |
129-01 |
128-30 |
| S1 |
128-21 |
128-21 |
128-29 |
128-16 |
| S2 |
128-11 |
128-11 |
128-27 |
|
| S3 |
127-21 |
127-31 |
128-25 |
|
| S4 |
126-31 |
127-09 |
128-19 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-01 |
133-15 |
131-11 |
|
| R3 |
132-30 |
132-12 |
131-02 |
|
| R2 |
131-27 |
131-27 |
130-30 |
|
| R1 |
131-09 |
131-09 |
130-27 |
131-18 |
| PP |
130-24 |
130-24 |
130-24 |
130-28 |
| S1 |
130-06 |
130-06 |
130-21 |
130-15 |
| S2 |
129-21 |
129-21 |
130-18 |
|
| S3 |
128-18 |
129-03 |
130-14 |
|
| S4 |
127-15 |
128-00 |
130-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-26 |
128-23 |
2-03 |
1.6% |
0-27 |
0.6% |
12% |
False |
True |
282,213 |
| 10 |
131-09 |
128-23 |
2-18 |
2.0% |
0-26 |
0.6% |
10% |
False |
True |
250,499 |
| 20 |
132-25 |
128-23 |
4-02 |
3.1% |
0-29 |
0.7% |
6% |
False |
True |
130,184 |
| 40 |
134-08 |
128-23 |
5-17 |
4.3% |
0-26 |
0.6% |
5% |
False |
True |
65,357 |
| 60 |
134-08 |
128-20 |
5-20 |
4.4% |
0-20 |
0.5% |
6% |
False |
False |
43,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-10 |
|
2.618 |
131-07 |
|
1.618 |
130-17 |
|
1.000 |
130-03 |
|
0.618 |
129-27 |
|
HIGH |
129-13 |
|
0.618 |
129-05 |
|
0.500 |
129-02 |
|
0.382 |
128-31 |
|
LOW |
128-23 |
|
0.618 |
128-09 |
|
1.000 |
128-01 |
|
1.618 |
127-19 |
|
2.618 |
126-29 |
|
4.250 |
125-26 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-02 |
129-18 |
| PP |
129-01 |
129-12 |
| S1 |
129-00 |
129-06 |
|