ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
129-10 |
129-03 |
-0-07 |
-0.2% |
129-24 |
| High |
129-20 |
130-08 |
0-20 |
0.5% |
130-08 |
| Low |
128-25 |
128-27 |
0-02 |
0.0% |
128-13 |
| Close |
129-06 |
130-03 |
0-29 |
0.7% |
130-03 |
| Range |
0-27 |
1-13 |
0-18 |
66.7% |
1-27 |
| ATR |
0-30 |
0-31 |
0-01 |
3.4% |
0-00 |
| Volume |
321,534 |
276,326 |
-45,208 |
-14.1% |
1,404,449 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-30 |
133-14 |
130-28 |
|
| R3 |
132-17 |
132-01 |
130-15 |
|
| R2 |
131-04 |
131-04 |
130-11 |
|
| R1 |
130-20 |
130-20 |
130-07 |
130-28 |
| PP |
129-23 |
129-23 |
129-23 |
129-28 |
| S1 |
129-07 |
129-07 |
129-31 |
129-15 |
| S2 |
128-10 |
128-10 |
129-27 |
|
| S3 |
126-29 |
127-26 |
129-23 |
|
| S4 |
125-16 |
126-13 |
129-10 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-04 |
134-14 |
131-03 |
|
| R3 |
133-09 |
132-19 |
130-19 |
|
| R2 |
131-14 |
131-14 |
130-14 |
|
| R1 |
130-24 |
130-24 |
130-08 |
131-03 |
| PP |
129-19 |
129-19 |
129-19 |
129-24 |
| S1 |
128-29 |
128-29 |
129-30 |
129-08 |
| S2 |
127-24 |
127-24 |
129-24 |
|
| S3 |
125-29 |
127-02 |
129-19 |
|
| S4 |
124-02 |
125-07 |
129-03 |
|
|
| 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% |
1-06 |
0.9% |
92% |
True |
False |
280,889 |
| 10 |
130-11 |
128-13 |
1-30 |
1.5% |
0-30 |
0.7% |
87% |
False |
False |
260,359 |
| 20 |
131-09 |
128-01 |
3-08 |
2.5% |
0-29 |
0.7% |
63% |
False |
False |
275,856 |
| 40 |
134-08 |
128-01 |
6-07 |
4.8% |
0-28 |
0.7% |
33% |
False |
False |
141,102 |
| 60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-25 |
0.6% |
33% |
False |
False |
94,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-07 |
|
2.618 |
133-30 |
|
1.618 |
132-17 |
|
1.000 |
131-21 |
|
0.618 |
131-04 |
|
HIGH |
130-08 |
|
0.618 |
129-23 |
|
0.500 |
129-18 |
|
0.382 |
129-12 |
|
LOW |
128-27 |
|
0.618 |
127-31 |
|
1.000 |
127-14 |
|
1.618 |
126-18 |
|
2.618 |
125-05 |
|
4.250 |
122-28 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-29 |
129-27 |
| PP |
129-23 |
129-19 |
| S1 |
129-18 |
129-10 |
|