ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
134-28 |
134-20 |
-0-08 |
-0.2% |
135-07 |
| High |
135-10 |
134-23 |
-0-19 |
-0.4% |
135-23 |
| Low |
134-11 |
133-20 |
-0-23 |
-0.5% |
133-20 |
| Close |
134-26 |
133-24 |
-1-02 |
-0.8% |
133-24 |
| Range |
0-31 |
1-03 |
0-04 |
12.9% |
2-03 |
| ATR |
0-30 |
0-31 |
0-01 |
1.9% |
0-00 |
| Volume |
401,709 |
288,048 |
-113,661 |
-28.3% |
1,402,263 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-10 |
136-20 |
134-11 |
|
| R3 |
136-07 |
135-17 |
134-02 |
|
| R2 |
135-04 |
135-04 |
133-30 |
|
| R1 |
134-14 |
134-14 |
133-27 |
134-08 |
| PP |
134-01 |
134-01 |
134-01 |
133-30 |
| S1 |
133-11 |
133-11 |
133-21 |
133-04 |
| S2 |
132-30 |
132-30 |
133-18 |
|
| S3 |
131-27 |
132-08 |
133-14 |
|
| S4 |
130-24 |
131-05 |
133-05 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-21 |
139-09 |
134-29 |
|
| R3 |
138-18 |
137-06 |
134-10 |
|
| R2 |
136-15 |
136-15 |
134-04 |
|
| R1 |
135-03 |
135-03 |
133-30 |
134-24 |
| PP |
134-12 |
134-12 |
134-12 |
134-06 |
| S1 |
133-00 |
133-00 |
133-18 |
132-20 |
| S2 |
132-09 |
132-09 |
133-12 |
|
| S3 |
130-06 |
130-29 |
133-06 |
|
| S4 |
128-03 |
128-26 |
132-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-23 |
133-20 |
2-03 |
1.6% |
0-27 |
0.6% |
6% |
False |
True |
280,452 |
| 10 |
135-24 |
133-18 |
2-06 |
1.6% |
0-27 |
0.6% |
9% |
False |
False |
267,861 |
| 20 |
135-24 |
131-21 |
4-03 |
3.1% |
0-29 |
0.7% |
51% |
False |
False |
262,175 |
| 40 |
135-24 |
128-19 |
7-05 |
5.4% |
0-31 |
0.7% |
72% |
False |
False |
289,595 |
| 60 |
135-24 |
128-12 |
7-12 |
5.5% |
1-02 |
0.8% |
73% |
False |
False |
241,327 |
| 80 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
73% |
False |
False |
181,068 |
| 100 |
139-20 |
128-12 |
11-08 |
8.4% |
1-01 |
0.8% |
48% |
False |
False |
144,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-12 |
|
2.618 |
137-19 |
|
1.618 |
136-16 |
|
1.000 |
135-26 |
|
0.618 |
135-13 |
|
HIGH |
134-23 |
|
0.618 |
134-10 |
|
0.500 |
134-06 |
|
0.382 |
134-01 |
|
LOW |
133-20 |
|
0.618 |
132-30 |
|
1.000 |
132-17 |
|
1.618 |
131-27 |
|
2.618 |
130-24 |
|
4.250 |
128-31 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
134-06 |
134-22 |
| PP |
134-01 |
134-12 |
| S1 |
133-28 |
134-02 |
|