ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 07-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
133-14 |
133-07 |
-0-07 |
-0.2% |
133-14 |
High |
133-15 |
133-23 |
0-08 |
0.2% |
133-29 |
Low |
132-26 |
133-05 |
0-11 |
0.3% |
132-22 |
Close |
132-31 |
133-11 |
0-12 |
0.3% |
132-31 |
Range |
0-21 |
0-18 |
-0-03 |
-14.3% |
1-07 |
ATR |
1-02 |
1-01 |
-0-01 |
-2.1% |
0-00 |
Volume |
230,562 |
158,062 |
-72,500 |
-31.4% |
1,614,713 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-03 |
134-25 |
133-21 |
|
R3 |
134-17 |
134-07 |
133-16 |
|
R2 |
133-31 |
133-31 |
133-14 |
|
R1 |
133-21 |
133-21 |
133-13 |
133-26 |
PP |
133-13 |
133-13 |
133-13 |
133-16 |
S1 |
133-03 |
133-03 |
133-09 |
133-08 |
S2 |
132-27 |
132-27 |
133-08 |
|
S3 |
132-09 |
132-17 |
133-06 |
|
S4 |
131-23 |
131-31 |
133-01 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-27 |
136-04 |
133-20 |
|
R3 |
135-20 |
134-29 |
133-10 |
|
R2 |
134-13 |
134-13 |
133-06 |
|
R1 |
133-22 |
133-22 |
133-03 |
133-14 |
PP |
133-06 |
133-06 |
133-06 |
133-02 |
S1 |
132-15 |
132-15 |
132-27 |
132-07 |
S2 |
131-31 |
131-31 |
132-24 |
|
S3 |
130-24 |
131-08 |
132-20 |
|
S4 |
129-17 |
130-01 |
132-10 |
|
|
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% |
0-27 |
0.6% |
54% |
False |
False |
277,883 |
10 |
133-29 |
132-01 |
1-28 |
1.4% |
0-27 |
0.6% |
70% |
False |
False |
292,967 |
20 |
133-29 |
128-19 |
5-10 |
4.0% |
1-00 |
0.8% |
89% |
False |
False |
314,318 |
40 |
133-29 |
128-12 |
5-17 |
4.1% |
1-04 |
0.8% |
90% |
False |
False |
234,847 |
60 |
134-14 |
128-12 |
6-02 |
4.5% |
1-02 |
0.8% |
82% |
False |
False |
156,666 |
80 |
139-20 |
128-12 |
11-08 |
8.4% |
1-03 |
0.8% |
44% |
False |
False |
117,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-04 |
2.618 |
135-06 |
1.618 |
134-20 |
1.000 |
134-09 |
0.618 |
134-02 |
HIGH |
133-23 |
0.618 |
133-16 |
0.500 |
133-14 |
0.382 |
133-12 |
LOW |
133-05 |
0.618 |
132-26 |
1.000 |
132-19 |
1.618 |
132-08 |
2.618 |
131-22 |
4.250 |
130-24 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
133-14 |
133-12 |
PP |
133-13 |
133-11 |
S1 |
133-12 |
133-11 |
|