ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
131-31 |
131-30 |
-0-01 |
0.0% |
133-07 |
High |
132-18 |
133-04 |
0-18 |
0.4% |
133-25 |
Low |
131-27 |
131-21 |
-0-06 |
-0.1% |
132-00 |
Close |
132-05 |
132-31 |
0-26 |
0.6% |
132-26 |
Range |
0-23 |
1-15 |
0-24 |
104.3% |
1-25 |
ATR |
1-01 |
1-02 |
0-01 |
3.2% |
0-00 |
Volume |
251,898 |
312,315 |
60,417 |
24.0% |
1,392,807 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-00 |
136-14 |
133-25 |
|
R3 |
135-17 |
134-31 |
133-12 |
|
R2 |
134-02 |
134-02 |
133-08 |
|
R1 |
133-16 |
133-16 |
133-03 |
133-25 |
PP |
132-19 |
132-19 |
132-19 |
132-23 |
S1 |
132-01 |
132-01 |
132-27 |
132-10 |
S2 |
131-04 |
131-04 |
132-22 |
|
S3 |
129-21 |
130-18 |
132-18 |
|
S4 |
128-06 |
129-03 |
132-05 |
|
|
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 |
133-15 |
131-21 |
1-26 |
1.4% |
1-02 |
0.8% |
72% |
False |
True |
252,035 |
10 |
133-29 |
131-21 |
2-08 |
1.7% |
0-30 |
0.7% |
58% |
False |
True |
258,102 |
20 |
133-29 |
130-31 |
2-30 |
2.2% |
0-29 |
0.7% |
68% |
False |
False |
287,086 |
40 |
133-29 |
128-12 |
5-17 |
4.2% |
1-03 |
0.8% |
83% |
False |
False |
280,779 |
60 |
133-29 |
128-12 |
5-17 |
4.2% |
1-03 |
0.8% |
83% |
False |
False |
187,578 |
80 |
135-01 |
128-12 |
6-21 |
5.0% |
1-02 |
0.8% |
69% |
False |
False |
140,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-12 |
2.618 |
136-31 |
1.618 |
135-16 |
1.000 |
134-19 |
0.618 |
134-01 |
HIGH |
133-04 |
0.618 |
132-18 |
0.500 |
132-12 |
0.382 |
132-07 |
LOW |
131-21 |
0.618 |
130-24 |
1.000 |
130-06 |
1.618 |
129-09 |
2.618 |
127-26 |
4.250 |
125-13 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
132-25 |
132-25 |
PP |
132-19 |
132-19 |
S1 |
132-12 |
132-13 |
|