ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
133-25 |
135-00 |
1-07 |
0.9% |
133-03 |
| High |
135-04 |
135-23 |
0-19 |
0.4% |
134-26 |
| Low |
133-23 |
134-31 |
1-08 |
0.9% |
131-21 |
| Close |
135-00 |
135-15 |
0-15 |
0.3% |
134-03 |
| Range |
1-13 |
0-24 |
-0-21 |
-46.7% |
3-05 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.1% |
0-00 |
| Volume |
342,107 |
280,163 |
-61,944 |
-18.1% |
1,172,079 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-20 |
137-10 |
135-28 |
|
| R3 |
136-28 |
136-18 |
135-22 |
|
| R2 |
136-04 |
136-04 |
135-19 |
|
| R1 |
135-26 |
135-26 |
135-17 |
135-31 |
| PP |
135-12 |
135-12 |
135-12 |
135-15 |
| S1 |
135-02 |
135-02 |
135-13 |
135-07 |
| S2 |
134-20 |
134-20 |
135-11 |
|
| S3 |
133-28 |
134-10 |
135-08 |
|
| S4 |
133-04 |
133-18 |
135-02 |
|
|
| 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 |
135-23 |
132-31 |
2-24 |
2.0% |
1-01 |
0.8% |
91% |
True |
False |
274,347 |
| 10 |
135-23 |
131-21 |
4-02 |
3.0% |
1-01 |
0.8% |
94% |
True |
False |
263,191 |
| 20 |
135-23 |
131-21 |
4-02 |
3.0% |
0-30 |
0.7% |
94% |
True |
False |
277,924 |
| 40 |
135-23 |
128-12 |
7-11 |
5.4% |
1-02 |
0.8% |
97% |
True |
False |
306,391 |
| 60 |
135-23 |
128-12 |
7-11 |
5.4% |
1-03 |
0.8% |
97% |
True |
False |
210,427 |
| 80 |
135-23 |
128-12 |
7-11 |
5.4% |
1-02 |
0.8% |
97% |
True |
False |
157,842 |
| 100 |
140-25 |
128-12 |
12-13 |
9.2% |
1-02 |
0.8% |
57% |
False |
False |
126,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-29 |
|
2.618 |
137-22 |
|
1.618 |
136-30 |
|
1.000 |
136-15 |
|
0.618 |
136-06 |
|
HIGH |
135-23 |
|
0.618 |
135-14 |
|
0.500 |
135-11 |
|
0.382 |
135-08 |
|
LOW |
134-31 |
|
0.618 |
134-16 |
|
1.000 |
134-07 |
|
1.618 |
133-24 |
|
2.618 |
133-00 |
|
4.250 |
131-25 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-14 |
135-06 |
| PP |
135-12 |
134-29 |
| S1 |
135-11 |
134-20 |
|