ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
129-30 |
129-10 |
-0-20 |
-0.5% |
129-05 |
| High |
130-08 |
129-20 |
-0-20 |
-0.5% |
130-11 |
| Low |
128-13 |
128-25 |
0-12 |
0.3% |
129-02 |
| Close |
129-08 |
129-06 |
-0-02 |
0.0% |
129-21 |
| Range |
1-27 |
0-27 |
-1-00 |
-54.2% |
1-09 |
| ATR |
0-31 |
0-30 |
0-00 |
-0.9% |
0-00 |
| Volume |
362,441 |
321,534 |
-40,907 |
-11.3% |
1,199,146 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-23 |
131-10 |
129-21 |
|
| R3 |
130-28 |
130-15 |
129-13 |
|
| R2 |
130-01 |
130-01 |
129-11 |
|
| R1 |
129-20 |
129-20 |
129-08 |
129-13 |
| PP |
129-06 |
129-06 |
129-06 |
129-03 |
| S1 |
128-25 |
128-25 |
129-04 |
128-18 |
| S2 |
128-11 |
128-11 |
129-01 |
|
| S3 |
127-16 |
127-30 |
128-31 |
|
| S4 |
126-21 |
127-03 |
128-23 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-17 |
132-28 |
130-12 |
|
| R3 |
132-08 |
131-19 |
130-00 |
|
| R2 |
130-31 |
130-31 |
129-29 |
|
| R1 |
130-10 |
130-10 |
129-25 |
130-20 |
| PP |
129-22 |
129-22 |
129-22 |
129-27 |
| S1 |
129-01 |
129-01 |
129-17 |
129-12 |
| S2 |
128-13 |
128-13 |
129-13 |
|
| S3 |
127-04 |
127-24 |
129-10 |
|
| S4 |
125-27 |
126-15 |
128-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-08 |
128-13 |
1-27 |
1.4% |
1-01 |
0.8% |
42% |
False |
False |
276,981 |
| 10 |
130-11 |
128-01 |
2-10 |
1.8% |
0-31 |
0.7% |
50% |
False |
False |
275,509 |
| 20 |
131-09 |
128-01 |
3-08 |
2.5% |
0-29 |
0.7% |
36% |
False |
False |
263,004 |
| 40 |
134-08 |
128-01 |
6-07 |
4.8% |
0-28 |
0.7% |
19% |
False |
False |
134,205 |
| 60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-24 |
0.6% |
19% |
False |
False |
89,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-07 |
|
2.618 |
131-27 |
|
1.618 |
131-00 |
|
1.000 |
130-15 |
|
0.618 |
130-05 |
|
HIGH |
129-20 |
|
0.618 |
129-10 |
|
0.500 |
129-06 |
|
0.382 |
129-03 |
|
LOW |
128-25 |
|
0.618 |
128-08 |
|
1.000 |
127-30 |
|
1.618 |
127-13 |
|
2.618 |
126-18 |
|
4.250 |
125-06 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-06 |
129-10 |
| PP |
129-06 |
129-09 |
| S1 |
129-06 |
129-08 |
|