ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
133-05 |
132-15 |
-0-22 |
-0.5% |
131-22 |
| High |
133-10 |
132-25 |
-0-17 |
-0.4% |
132-31 |
| Low |
132-13 |
130-25 |
-1-20 |
-1.2% |
131-04 |
| Close |
132-15 |
131-01 |
-1-14 |
-1.1% |
132-17 |
| Range |
0-29 |
2-00 |
1-03 |
120.7% |
1-27 |
| ATR |
0-30 |
1-01 |
0-02 |
7.9% |
0-00 |
| Volume |
244,441 |
486,331 |
241,890 |
99.0% |
1,130,116 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-17 |
136-09 |
132-04 |
|
| R3 |
135-17 |
134-09 |
131-19 |
|
| R2 |
133-17 |
133-17 |
131-13 |
|
| R1 |
132-09 |
132-09 |
131-07 |
131-29 |
| PP |
131-17 |
131-17 |
131-17 |
131-11 |
| S1 |
130-09 |
130-09 |
130-27 |
129-29 |
| S2 |
129-17 |
129-17 |
130-21 |
|
| S3 |
127-17 |
128-09 |
130-15 |
|
| S4 |
125-17 |
126-09 |
129-30 |
|
|
| 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 |
133-10 |
130-25 |
2-17 |
1.9% |
1-02 |
0.8% |
10% |
False |
True |
316,126 |
| 10 |
134-10 |
130-25 |
3-17 |
2.7% |
1-03 |
0.8% |
7% |
False |
True |
296,705 |
| 20 |
135-24 |
130-25 |
4-31 |
3.8% |
0-30 |
0.7% |
5% |
False |
True |
279,194 |
| 40 |
135-24 |
130-25 |
4-31 |
3.8% |
0-30 |
0.7% |
5% |
False |
True |
278,559 |
| 60 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
36% |
False |
False |
297,325 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-02 |
0.8% |
36% |
False |
False |
227,619 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
36% |
False |
False |
182,113 |
| 120 |
140-25 |
128-12 |
12-13 |
9.5% |
1-02 |
0.8% |
21% |
False |
False |
151,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-09 |
|
2.618 |
138-01 |
|
1.618 |
136-01 |
|
1.000 |
134-25 |
|
0.618 |
134-01 |
|
HIGH |
132-25 |
|
0.618 |
132-01 |
|
0.500 |
131-25 |
|
0.382 |
131-17 |
|
LOW |
130-25 |
|
0.618 |
129-17 |
|
1.000 |
128-25 |
|
1.618 |
127-17 |
|
2.618 |
125-17 |
|
4.250 |
122-09 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-25 |
132-02 |
| PP |
131-17 |
131-23 |
| S1 |
131-09 |
131-12 |
|