ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
134-03 |
134-06 |
0-03 |
0.1% |
133-03 |
| High |
134-26 |
134-08 |
-0-18 |
-0.4% |
134-26 |
| Low |
133-28 |
133-18 |
-0-10 |
-0.2% |
131-21 |
| Close |
134-03 |
133-23 |
-0-12 |
-0.3% |
134-03 |
| Range |
0-30 |
0-22 |
-0-08 |
-26.7% |
3-05 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.5% |
0-00 |
| Volume |
257,623 |
197,917 |
-59,706 |
-23.2% |
1,172,079 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-29 |
135-16 |
134-03 |
|
| R3 |
135-07 |
134-26 |
133-29 |
|
| R2 |
134-17 |
134-17 |
133-27 |
|
| R1 |
134-04 |
134-04 |
133-25 |
134-00 |
| PP |
133-27 |
133-27 |
133-27 |
133-25 |
| S1 |
133-14 |
133-14 |
133-21 |
133-10 |
| S2 |
133-05 |
133-05 |
133-19 |
|
| S3 |
132-15 |
132-24 |
133-17 |
|
| S4 |
131-25 |
132-02 |
133-11 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-00 |
141-22 |
135-27 |
|
| R3 |
139-27 |
138-17 |
134-31 |
|
| R2 |
136-22 |
136-22 |
134-22 |
|
| R1 |
135-12 |
135-12 |
134-12 |
136-01 |
| PP |
133-17 |
133-17 |
133-17 |
133-27 |
| S1 |
132-07 |
132-07 |
133-26 |
132-28 |
| S2 |
130-12 |
130-12 |
133-16 |
|
| S3 |
127-07 |
129-02 |
133-07 |
|
| S4 |
124-02 |
125-29 |
132-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-26 |
131-21 |
3-05 |
2.4% |
1-01 |
0.8% |
65% |
False |
False |
262,735 |
| 10 |
134-26 |
131-21 |
3-05 |
2.4% |
1-00 |
0.7% |
65% |
False |
False |
260,474 |
| 20 |
134-26 |
131-21 |
3-05 |
2.4% |
0-30 |
0.7% |
65% |
False |
False |
276,720 |
| 40 |
134-26 |
128-12 |
6-14 |
4.8% |
1-02 |
0.8% |
83% |
False |
False |
297,768 |
| 60 |
134-26 |
128-12 |
6-14 |
4.8% |
1-03 |
0.8% |
83% |
False |
False |
200,062 |
| 80 |
135-01 |
128-12 |
6-21 |
5.0% |
1-02 |
0.8% |
80% |
False |
False |
150,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-06 |
|
2.618 |
136-02 |
|
1.618 |
135-12 |
|
1.000 |
134-30 |
|
0.618 |
134-22 |
|
HIGH |
134-08 |
|
0.618 |
134-00 |
|
0.500 |
133-29 |
|
0.382 |
133-26 |
|
LOW |
133-18 |
|
0.618 |
133-04 |
|
1.000 |
132-28 |
|
1.618 |
132-14 |
|
2.618 |
131-24 |
|
4.250 |
130-20 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-29 |
133-28 |
| PP |
133-27 |
133-27 |
| S1 |
133-25 |
133-25 |
|