ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
132-30 |
133-12 |
0-14 |
0.3% |
131-19 |
| High |
133-29 |
133-29 |
0-00 |
0.0% |
133-23 |
| Low |
132-25 |
132-27 |
0-02 |
0.0% |
131-13 |
| Close |
133-09 |
133-14 |
0-05 |
0.1% |
133-14 |
| Range |
1-04 |
1-02 |
-0-02 |
-5.6% |
2-10 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.3% |
0-00 |
| Volume |
334,740 |
337,125 |
2,385 |
0.7% |
1,362,593 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-19 |
136-02 |
134-01 |
|
| R3 |
135-17 |
135-00 |
133-23 |
|
| R2 |
134-15 |
134-15 |
133-20 |
|
| R1 |
133-30 |
133-30 |
133-17 |
134-06 |
| PP |
133-13 |
133-13 |
133-13 |
133-17 |
| S1 |
132-28 |
132-28 |
133-11 |
133-04 |
| S2 |
132-11 |
132-11 |
133-08 |
|
| S3 |
131-09 |
131-26 |
133-05 |
|
| S4 |
130-07 |
130-24 |
132-27 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-25 |
138-30 |
134-23 |
|
| R3 |
137-15 |
136-20 |
134-02 |
|
| R2 |
135-05 |
135-05 |
133-28 |
|
| R1 |
134-10 |
134-10 |
133-21 |
134-24 |
| PP |
132-27 |
132-27 |
132-27 |
133-02 |
| S1 |
132-00 |
132-00 |
133-07 |
132-14 |
| S2 |
130-17 |
130-17 |
133-00 |
|
| S3 |
128-07 |
129-22 |
132-26 |
|
| S4 |
125-29 |
127-12 |
132-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-29 |
132-22 |
1-07 |
0.9% |
0-31 |
0.7% |
62% |
True |
False |
330,859 |
| 10 |
133-29 |
130-31 |
2-30 |
2.2% |
0-29 |
0.7% |
84% |
True |
False |
302,997 |
| 20 |
133-29 |
128-12 |
5-17 |
4.1% |
1-03 |
0.8% |
92% |
True |
False |
325,438 |
| 40 |
133-29 |
128-12 |
5-17 |
4.1% |
1-04 |
0.8% |
92% |
True |
False |
225,154 |
| 60 |
134-14 |
128-12 |
6-02 |
4.5% |
1-03 |
0.8% |
84% |
False |
False |
150,192 |
| 80 |
139-20 |
128-12 |
11-08 |
8.4% |
1-02 |
0.8% |
45% |
False |
False |
112,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-14 |
|
2.618 |
136-22 |
|
1.618 |
135-20 |
|
1.000 |
134-31 |
|
0.618 |
134-18 |
|
HIGH |
133-29 |
|
0.618 |
133-16 |
|
0.500 |
133-12 |
|
0.382 |
133-08 |
|
LOW |
132-27 |
|
0.618 |
132-06 |
|
1.000 |
131-25 |
|
1.618 |
131-04 |
|
2.618 |
130-02 |
|
4.250 |
128-10 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-13 |
133-12 |
| PP |
133-13 |
133-11 |
| S1 |
133-12 |
133-10 |
|