ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
132-05 |
132-22 |
0-17 |
0.4% |
131-22 |
| High |
132-31 |
132-25 |
-0-06 |
-0.1% |
132-31 |
| Low |
132-01 |
132-05 |
0-04 |
0.1% |
131-04 |
| Close |
132-17 |
132-17 |
0-00 |
0.0% |
132-17 |
| Range |
0-30 |
0-20 |
-0-10 |
-33.3% |
1-27 |
| ATR |
0-31 |
0-31 |
-0-01 |
-2.6% |
0-00 |
| Volume |
388,807 |
216,784 |
-172,023 |
-44.2% |
1,130,116 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-12 |
134-02 |
132-28 |
|
| R3 |
133-24 |
133-14 |
132-22 |
|
| R2 |
133-04 |
133-04 |
132-21 |
|
| R1 |
132-26 |
132-26 |
132-19 |
132-21 |
| PP |
132-16 |
132-16 |
132-16 |
132-13 |
| S1 |
132-06 |
132-06 |
132-15 |
132-01 |
| S2 |
131-28 |
131-28 |
132-13 |
|
| S3 |
131-08 |
131-18 |
132-12 |
|
| S4 |
130-20 |
130-30 |
132-06 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-24 |
136-31 |
133-17 |
|
| R3 |
135-29 |
135-04 |
133-01 |
|
| R2 |
134-02 |
134-02 |
132-28 |
|
| R1 |
133-09 |
133-09 |
132-22 |
133-22 |
| PP |
132-07 |
132-07 |
132-07 |
132-13 |
| S1 |
131-14 |
131-14 |
132-12 |
131-26 |
| S2 |
130-12 |
130-12 |
132-06 |
|
| S3 |
128-17 |
129-19 |
132-01 |
|
| S4 |
126-22 |
127-24 |
131-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-31 |
131-04 |
1-27 |
1.4% |
0-22 |
0.5% |
76% |
False |
False |
226,023 |
| 10 |
134-10 |
131-04 |
3-06 |
2.4% |
0-31 |
0.7% |
44% |
False |
False |
275,042 |
| 20 |
135-24 |
131-04 |
4-20 |
3.5% |
0-29 |
0.7% |
30% |
False |
False |
271,451 |
| 40 |
135-24 |
131-04 |
4-20 |
3.5% |
0-29 |
0.7% |
30% |
False |
False |
274,280 |
| 60 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
56% |
False |
False |
286,458 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
56% |
False |
False |
215,437 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
56% |
False |
False |
172,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-14 |
|
2.618 |
134-13 |
|
1.618 |
133-25 |
|
1.000 |
133-13 |
|
0.618 |
133-05 |
|
HIGH |
132-25 |
|
0.618 |
132-17 |
|
0.500 |
132-15 |
|
0.382 |
132-13 |
|
LOW |
132-05 |
|
0.618 |
131-25 |
|
1.000 |
131-17 |
|
1.618 |
131-05 |
|
2.618 |
130-17 |
|
4.250 |
129-16 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-16 |
132-13 |
| PP |
132-16 |
132-10 |
| S1 |
132-15 |
132-06 |
|