ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
132-29 |
132-21 |
-0-08 |
-0.2% |
133-07 |
| High |
132-30 |
133-15 |
0-17 |
0.4% |
133-25 |
| Low |
132-00 |
132-20 |
0-20 |
0.5% |
132-00 |
| Close |
132-21 |
132-26 |
0-05 |
0.1% |
132-26 |
| Range |
0-30 |
0-27 |
-0-03 |
-10.0% |
1-25 |
| ATR |
1-01 |
1-01 |
0-00 |
-1.3% |
0-00 |
| Volume |
354,021 |
285,624 |
-68,397 |
-19.3% |
1,392,807 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-16 |
135-00 |
133-09 |
|
| R3 |
134-21 |
134-05 |
133-01 |
|
| R2 |
133-26 |
133-26 |
132-31 |
|
| R1 |
133-10 |
133-10 |
132-28 |
133-18 |
| PP |
132-31 |
132-31 |
132-31 |
133-03 |
| S1 |
132-15 |
132-15 |
132-24 |
132-23 |
| S2 |
132-04 |
132-04 |
132-21 |
|
| S3 |
131-09 |
131-20 |
132-19 |
|
| S4 |
130-14 |
130-25 |
132-11 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-07 |
137-09 |
133-25 |
|
| R3 |
136-14 |
135-16 |
133-10 |
|
| R2 |
134-21 |
134-21 |
133-04 |
|
| R1 |
133-23 |
133-23 |
132-31 |
133-10 |
| PP |
132-28 |
132-28 |
132-28 |
132-21 |
| S1 |
131-30 |
131-30 |
132-21 |
131-16 |
| S2 |
131-03 |
131-03 |
132-16 |
|
| S3 |
129-10 |
130-05 |
132-10 |
|
| S4 |
127-17 |
128-12 |
131-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-25 |
132-00 |
1-25 |
1.3% |
0-27 |
0.6% |
46% |
False |
False |
278,561 |
| 10 |
133-29 |
132-00 |
1-29 |
1.4% |
0-27 |
0.6% |
43% |
False |
False |
300,752 |
| 20 |
133-29 |
129-20 |
4-09 |
3.2% |
1-00 |
0.8% |
74% |
False |
False |
313,732 |
| 40 |
133-29 |
128-12 |
5-17 |
4.2% |
1-03 |
0.8% |
80% |
False |
False |
265,574 |
| 60 |
134-14 |
128-12 |
6-02 |
4.6% |
1-02 |
0.8% |
73% |
False |
False |
177,241 |
| 80 |
136-02 |
128-12 |
7-22 |
5.8% |
1-02 |
0.8% |
58% |
False |
False |
132,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-02 |
|
2.618 |
135-22 |
|
1.618 |
134-27 |
|
1.000 |
134-10 |
|
0.618 |
134-00 |
|
HIGH |
133-15 |
|
0.618 |
133-05 |
|
0.500 |
133-02 |
|
0.382 |
132-30 |
|
LOW |
132-20 |
|
0.618 |
132-03 |
|
1.000 |
131-25 |
|
1.618 |
131-08 |
|
2.618 |
130-13 |
|
4.250 |
129-01 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-02 |
132-28 |
| PP |
132-31 |
132-28 |
| S1 |
132-28 |
132-27 |
|