ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
132-22 |
132-17 |
-0-05 |
-0.1% |
131-22 |
| High |
132-25 |
133-09 |
0-16 |
0.4% |
132-31 |
| Low |
132-05 |
132-12 |
0-07 |
0.2% |
131-04 |
| Close |
132-17 |
133-00 |
0-15 |
0.4% |
132-17 |
| Range |
0-20 |
0-29 |
0-09 |
45.0% |
1-27 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.4% |
0-00 |
| Volume |
216,784 |
244,267 |
27,483 |
12.7% |
1,130,116 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-19 |
135-07 |
133-16 |
|
| R3 |
134-22 |
134-10 |
133-08 |
|
| R2 |
133-25 |
133-25 |
133-05 |
|
| R1 |
133-13 |
133-13 |
133-03 |
133-19 |
| PP |
132-28 |
132-28 |
132-28 |
133-00 |
| S1 |
132-16 |
132-16 |
132-29 |
132-22 |
| S2 |
131-31 |
131-31 |
132-27 |
|
| S3 |
131-02 |
131-19 |
132-24 |
|
| S4 |
130-05 |
130-22 |
132-16 |
|
|
| 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 |
133-09 |
131-04 |
2-05 |
1.6% |
0-25 |
0.6% |
87% |
True |
False |
265,739 |
| 10 |
134-10 |
131-04 |
3-06 |
2.4% |
1-00 |
0.8% |
59% |
False |
False |
284,459 |
| 20 |
135-24 |
131-04 |
4-20 |
3.5% |
0-29 |
0.7% |
41% |
False |
False |
273,769 |
| 40 |
135-24 |
131-04 |
4-20 |
3.5% |
0-29 |
0.7% |
41% |
False |
False |
275,245 |
| 60 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
63% |
False |
False |
289,769 |
| 80 |
135-24 |
128-12 |
7-12 |
5.5% |
1-02 |
0.8% |
63% |
False |
False |
218,488 |
| 100 |
135-24 |
128-12 |
7-12 |
5.5% |
1-01 |
0.8% |
63% |
False |
False |
174,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-04 |
|
2.618 |
135-21 |
|
1.618 |
134-24 |
|
1.000 |
134-06 |
|
0.618 |
133-27 |
|
HIGH |
133-09 |
|
0.618 |
132-30 |
|
0.500 |
132-26 |
|
0.382 |
132-23 |
|
LOW |
132-12 |
|
0.618 |
131-26 |
|
1.000 |
131-15 |
|
1.618 |
130-29 |
|
2.618 |
130-00 |
|
4.250 |
128-17 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-30 |
132-28 |
| PP |
132-28 |
132-25 |
| S1 |
132-26 |
132-21 |
|