ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
135-01 |
135-10 |
0-09 |
0.2% |
134-06 |
| High |
135-13 |
135-23 |
0-10 |
0.2% |
135-24 |
| Low |
134-25 |
134-19 |
-0-06 |
-0.1% |
133-18 |
| Close |
135-08 |
134-31 |
-0-09 |
-0.2% |
135-11 |
| Range |
0-20 |
1-04 |
0-16 |
80.0% |
2-06 |
| ATR |
0-29 |
0-30 |
0-00 |
1.6% |
0-00 |
| Volume |
244,375 |
340,028 |
95,653 |
39.1% |
1,276,353 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-15 |
137-27 |
135-19 |
|
| R3 |
137-11 |
136-23 |
135-09 |
|
| R2 |
136-07 |
136-07 |
135-06 |
|
| R1 |
135-19 |
135-19 |
135-02 |
135-11 |
| PP |
135-03 |
135-03 |
135-03 |
134-31 |
| S1 |
134-15 |
134-15 |
134-28 |
134-07 |
| S2 |
133-31 |
133-31 |
134-24 |
|
| S3 |
132-27 |
133-11 |
134-21 |
|
| S4 |
131-23 |
132-07 |
134-11 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-14 |
140-19 |
136-18 |
|
| R3 |
139-08 |
138-13 |
135-30 |
|
| R2 |
137-02 |
137-02 |
135-24 |
|
| R1 |
136-07 |
136-07 |
135-17 |
136-20 |
| PP |
134-28 |
134-28 |
134-28 |
135-03 |
| S1 |
134-01 |
134-01 |
135-05 |
134-14 |
| S2 |
132-22 |
132-22 |
134-30 |
|
| S3 |
130-16 |
131-27 |
134-24 |
|
| S4 |
128-10 |
129-21 |
134-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-24 |
134-19 |
1-05 |
0.9% |
0-22 |
0.5% |
32% |
False |
True |
233,734 |
| 10 |
135-24 |
132-31 |
2-25 |
2.1% |
0-27 |
0.6% |
72% |
False |
False |
254,040 |
| 20 |
135-24 |
131-21 |
4-03 |
3.0% |
0-29 |
0.7% |
81% |
False |
False |
256,071 |
| 40 |
135-24 |
128-12 |
7-12 |
5.5% |
1-00 |
0.7% |
89% |
False |
False |
290,801 |
| 60 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
89% |
False |
False |
229,851 |
| 80 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
89% |
False |
False |
172,448 |
| 100 |
139-20 |
128-12 |
11-08 |
8.3% |
1-01 |
0.8% |
59% |
False |
False |
137,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-16 |
|
2.618 |
138-21 |
|
1.618 |
137-17 |
|
1.000 |
136-27 |
|
0.618 |
136-13 |
|
HIGH |
135-23 |
|
0.618 |
135-09 |
|
0.500 |
135-05 |
|
0.382 |
135-01 |
|
LOW |
134-19 |
|
0.618 |
133-29 |
|
1.000 |
133-15 |
|
1.618 |
132-25 |
|
2.618 |
131-21 |
|
4.250 |
129-26 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
135-05 |
135-05 |
| PP |
135-03 |
135-03 |
| S1 |
135-01 |
135-01 |
|