ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
129-05 |
129-16 |
0-11 |
0.3% |
130-14 |
| High |
129-22 |
130-11 |
0-21 |
0.5% |
130-18 |
| Low |
129-02 |
129-15 |
0-13 |
0.3% |
128-01 |
| Close |
129-10 |
130-08 |
0-30 |
0.7% |
128-29 |
| Range |
0-20 |
0-28 |
0-08 |
40.0% |
2-17 |
| ATR |
0-30 |
0-30 |
0-00 |
0.8% |
0-00 |
| Volume |
187,422 |
248,967 |
61,545 |
32.8% |
1,673,320 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-21 |
132-10 |
130-23 |
|
| R3 |
131-25 |
131-14 |
130-16 |
|
| R2 |
130-29 |
130-29 |
130-13 |
|
| R1 |
130-18 |
130-18 |
130-11 |
130-24 |
| PP |
130-01 |
130-01 |
130-01 |
130-03 |
| S1 |
129-22 |
129-22 |
130-05 |
129-28 |
| S2 |
129-05 |
129-05 |
130-03 |
|
| S3 |
128-09 |
128-26 |
130-00 |
|
| S4 |
127-13 |
127-30 |
129-25 |
|
|
| 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 |
130-11 |
128-01 |
2-10 |
1.8% |
0-31 |
0.7% |
96% |
True |
False |
306,138 |
| 10 |
131-09 |
128-01 |
3-08 |
2.5% |
0-28 |
0.7% |
68% |
False |
False |
295,243 |
| 20 |
131-26 |
128-01 |
3-25 |
2.9% |
0-28 |
0.7% |
59% |
False |
False |
172,810 |
| 40 |
134-08 |
128-01 |
6-07 |
4.8% |
0-27 |
0.6% |
36% |
False |
False |
86,961 |
| 60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-22 |
0.5% |
36% |
False |
False |
57,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-02 |
|
2.618 |
132-20 |
|
1.618 |
131-24 |
|
1.000 |
131-07 |
|
0.618 |
130-28 |
|
HIGH |
130-11 |
|
0.618 |
130-00 |
|
0.500 |
129-29 |
|
0.382 |
129-26 |
|
LOW |
129-15 |
|
0.618 |
128-30 |
|
1.000 |
128-19 |
|
1.618 |
128-02 |
|
2.618 |
127-06 |
|
4.250 |
125-24 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-04 |
129-29 |
| PP |
130-01 |
129-17 |
| S1 |
129-29 |
129-06 |
|