ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
133-01 |
133-27 |
0-26 |
0.6% |
133-21 |
| High |
133-29 |
134-10 |
0-13 |
0.3% |
134-10 |
| Low |
132-28 |
131-18 |
-1-10 |
-1.0% |
131-18 |
| Close |
133-22 |
131-24 |
-1-30 |
-1.4% |
131-24 |
| Range |
1-01 |
2-24 |
1-23 |
166.7% |
2-24 |
| ATR |
0-30 |
1-02 |
0-04 |
13.9% |
0-00 |
| Volume |
410,174 |
451,723 |
41,549 |
10.1% |
1,620,307 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-25 |
139-01 |
133-08 |
|
| R3 |
138-01 |
136-09 |
132-16 |
|
| R2 |
135-09 |
135-09 |
132-08 |
|
| R1 |
133-17 |
133-17 |
132-00 |
133-01 |
| PP |
132-17 |
132-17 |
132-17 |
132-10 |
| S1 |
130-25 |
130-25 |
131-16 |
130-09 |
| S2 |
129-25 |
129-25 |
131-08 |
|
| S3 |
127-01 |
128-01 |
131-00 |
|
| S4 |
124-09 |
125-09 |
130-08 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-25 |
139-01 |
133-08 |
|
| R3 |
138-01 |
136-09 |
132-16 |
|
| R2 |
135-09 |
135-09 |
132-08 |
|
| R1 |
133-17 |
133-17 |
132-00 |
133-01 |
| PP |
132-17 |
132-17 |
132-17 |
132-10 |
| S1 |
130-25 |
130-25 |
131-16 |
130-09 |
| S2 |
129-25 |
129-25 |
131-08 |
|
| S3 |
127-01 |
128-01 |
131-00 |
|
| S4 |
124-09 |
125-09 |
130-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-10 |
131-18 |
2-24 |
2.1% |
1-08 |
0.9% |
7% |
True |
True |
324,061 |
| 10 |
135-23 |
131-18 |
4-05 |
3.2% |
1-02 |
0.8% |
5% |
False |
True |
302,257 |
| 20 |
135-24 |
131-18 |
4-06 |
3.2% |
1-00 |
0.8% |
4% |
False |
True |
273,550 |
| 40 |
135-24 |
129-20 |
6-04 |
4.6% |
1-00 |
0.8% |
35% |
False |
False |
293,641 |
| 60 |
135-24 |
128-12 |
7-12 |
5.6% |
1-02 |
0.8% |
46% |
False |
False |
268,233 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-02 |
0.8% |
46% |
False |
False |
201,318 |
| 100 |
136-02 |
128-12 |
7-22 |
5.8% |
1-02 |
0.8% |
44% |
False |
False |
161,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-00 |
|
2.618 |
141-16 |
|
1.618 |
138-24 |
|
1.000 |
137-02 |
|
0.618 |
136-00 |
|
HIGH |
134-10 |
|
0.618 |
133-08 |
|
0.500 |
132-30 |
|
0.382 |
132-20 |
|
LOW |
131-18 |
|
0.618 |
129-28 |
|
1.000 |
128-26 |
|
1.618 |
127-04 |
|
2.618 |
124-12 |
|
4.250 |
119-28 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-30 |
132-30 |
| PP |
132-17 |
132-17 |
| S1 |
132-05 |
132-05 |
|