ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
130-05 |
129-15 |
-0-22 |
-0.5% |
129-24 |
| High |
131-12 |
129-19 |
-1-25 |
-1.4% |
130-08 |
| Low |
129-13 |
128-18 |
-0-27 |
-0.7% |
128-13 |
| Close |
129-14 |
128-22 |
-0-24 |
-0.6% |
130-03 |
| Range |
1-31 |
1-01 |
-0-30 |
-47.6% |
1-27 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.2% |
0-00 |
| Volume |
162,524 |
78,387 |
-84,137 |
-51.8% |
1,404,449 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-01 |
131-13 |
129-08 |
|
| R3 |
131-00 |
130-12 |
128-31 |
|
| R2 |
129-31 |
129-31 |
128-28 |
|
| R1 |
129-11 |
129-11 |
128-25 |
129-04 |
| PP |
128-30 |
128-30 |
128-30 |
128-27 |
| S1 |
128-10 |
128-10 |
128-19 |
128-04 |
| S2 |
127-29 |
127-29 |
128-16 |
|
| S3 |
126-28 |
127-09 |
128-13 |
|
| S4 |
125-27 |
126-08 |
128-04 |
|
|
| 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 |
131-12 |
128-13 |
2-31 |
2.3% |
1-13 |
1.1% |
9% |
False |
False |
240,242 |
| 10 |
131-12 |
128-13 |
2-31 |
2.3% |
1-03 |
0.9% |
9% |
False |
False |
240,811 |
| 20 |
131-12 |
128-01 |
3-11 |
2.6% |
1-00 |
0.8% |
20% |
False |
False |
268,027 |
| 40 |
134-08 |
128-01 |
6-07 |
4.8% |
0-30 |
0.7% |
11% |
False |
False |
147,114 |
| 60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-26 |
0.6% |
11% |
False |
False |
98,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-31 |
|
2.618 |
132-09 |
|
1.618 |
131-08 |
|
1.000 |
130-20 |
|
0.618 |
130-07 |
|
HIGH |
129-19 |
|
0.618 |
129-06 |
|
0.500 |
129-02 |
|
0.382 |
128-31 |
|
LOW |
128-18 |
|
0.618 |
127-30 |
|
1.000 |
127-17 |
|
1.618 |
126-29 |
|
2.618 |
125-28 |
|
4.250 |
124-06 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-02 |
129-31 |
| PP |
128-30 |
129-17 |
| S1 |
128-26 |
129-04 |
|