ECBOT 30 Year Treasury Bond Future March 2014
| 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 |
129-09 |
128-26 |
-0-15 |
-0.4% |
130-14 |
| High |
129-13 |
129-17 |
0-04 |
0.1% |
130-18 |
| Low |
128-23 |
128-01 |
-0-22 |
-0.5% |
128-01 |
| Close |
128-31 |
128-29 |
-0-02 |
0.0% |
128-29 |
| Range |
0-22 |
1-16 |
0-26 |
118.2% |
2-17 |
| ATR |
0-29 |
0-30 |
0-01 |
4.9% |
0-00 |
| Volume |
296,305 |
427,828 |
131,523 |
44.4% |
1,673,320 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-10 |
132-20 |
129-23 |
|
| R3 |
131-26 |
131-04 |
129-10 |
|
| R2 |
130-10 |
130-10 |
129-06 |
|
| R1 |
129-20 |
129-20 |
129-01 |
129-31 |
| PP |
128-26 |
128-26 |
128-26 |
129-00 |
| S1 |
128-04 |
128-04 |
128-25 |
128-15 |
| S2 |
127-10 |
127-10 |
128-20 |
|
| S3 |
125-26 |
126-20 |
128-16 |
|
| S4 |
124-10 |
125-04 |
128-03 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-24 |
135-12 |
130-10 |
|
| R3 |
134-07 |
132-27 |
129-19 |
|
| R2 |
131-22 |
131-22 |
129-12 |
|
| R1 |
130-10 |
130-10 |
129-04 |
129-24 |
| PP |
129-05 |
129-05 |
129-05 |
128-28 |
| S1 |
127-25 |
127-25 |
128-22 |
127-06 |
| S2 |
126-20 |
126-20 |
128-14 |
|
| S3 |
124-03 |
125-08 |
128-07 |
|
| S4 |
121-18 |
122-23 |
127-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-18 |
128-01 |
2-17 |
2.0% |
1-00 |
0.8% |
35% |
False |
True |
334,664 |
| 10 |
131-09 |
128-01 |
3-08 |
2.5% |
0-28 |
0.7% |
27% |
False |
True |
291,354 |
| 20 |
132-25 |
128-01 |
4-24 |
3.7% |
0-30 |
0.7% |
18% |
False |
True |
151,437 |
| 40 |
134-08 |
128-01 |
6-07 |
4.8% |
0-27 |
0.7% |
14% |
False |
True |
76,052 |
| 60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-21 |
0.5% |
14% |
False |
True |
50,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-29 |
|
2.618 |
133-15 |
|
1.618 |
131-31 |
|
1.000 |
131-01 |
|
0.618 |
130-15 |
|
HIGH |
129-17 |
|
0.618 |
128-31 |
|
0.500 |
128-25 |
|
0.382 |
128-19 |
|
LOW |
128-01 |
|
0.618 |
127-03 |
|
1.000 |
126-17 |
|
1.618 |
125-19 |
|
2.618 |
124-03 |
|
4.250 |
121-21 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
128-28 |
129-02 |
| PP |
128-26 |
129-00 |
| S1 |
128-25 |
128-31 |
|