ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
132-28 |
133-01 |
0-05 |
0.1% |
135-07 |
| High |
133-09 |
133-29 |
0-20 |
0.5% |
135-23 |
| Low |
132-24 |
132-28 |
0-04 |
0.1% |
133-20 |
| Close |
133-03 |
133-22 |
0-19 |
0.4% |
133-24 |
| Range |
0-17 |
1-01 |
0-16 |
94.1% |
2-03 |
| ATR |
0-30 |
0-30 |
0-00 |
0.8% |
0-00 |
| Volume |
277,345 |
410,174 |
132,829 |
47.9% |
1,402,263 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-19 |
136-05 |
134-08 |
|
| R3 |
135-18 |
135-04 |
133-31 |
|
| R2 |
134-17 |
134-17 |
133-28 |
|
| R1 |
134-03 |
134-03 |
133-25 |
134-10 |
| PP |
133-16 |
133-16 |
133-16 |
133-19 |
| S1 |
133-02 |
133-02 |
133-19 |
133-09 |
| S2 |
132-15 |
132-15 |
133-16 |
|
| S3 |
131-14 |
132-01 |
133-13 |
|
| S4 |
130-13 |
131-00 |
133-04 |
|
|
| 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 |
134-23 |
132-24 |
1-31 |
1.5% |
0-29 |
0.7% |
48% |
False |
False |
291,326 |
| 10 |
135-23 |
132-24 |
2-31 |
2.2% |
0-26 |
0.6% |
32% |
False |
False |
274,288 |
| 20 |
135-24 |
131-21 |
4-03 |
3.1% |
0-29 |
0.7% |
50% |
False |
False |
265,245 |
| 40 |
135-24 |
129-02 |
6-22 |
5.0% |
0-31 |
0.7% |
69% |
False |
False |
288,579 |
| 60 |
135-24 |
128-12 |
7-12 |
5.5% |
1-02 |
0.8% |
72% |
False |
False |
260,729 |
| 80 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
72% |
False |
False |
195,672 |
| 100 |
138-01 |
128-12 |
9-21 |
7.2% |
1-02 |
0.8% |
55% |
False |
False |
156,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-09 |
|
2.618 |
136-19 |
|
1.618 |
135-18 |
|
1.000 |
134-30 |
|
0.618 |
134-17 |
|
HIGH |
133-29 |
|
0.618 |
133-16 |
|
0.500 |
133-12 |
|
0.382 |
133-09 |
|
LOW |
132-28 |
|
0.618 |
132-08 |
|
1.000 |
131-27 |
|
1.618 |
131-07 |
|
2.618 |
130-06 |
|
4.250 |
128-16 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-19 |
133-19 |
| PP |
133-16 |
133-16 |
| S1 |
133-12 |
133-13 |
|