ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
132-15 |
130-27 |
-1-20 |
-1.2% |
131-22 |
| High |
132-25 |
131-11 |
-1-14 |
-1.1% |
132-31 |
| Low |
130-25 |
130-14 |
-0-11 |
-0.3% |
131-04 |
| Close |
131-01 |
131-09 |
0-08 |
0.2% |
132-17 |
| Range |
2-00 |
0-29 |
-1-03 |
-54.7% |
1-27 |
| ATR |
1-01 |
1-01 |
0-00 |
-0.8% |
0-00 |
| Volume |
486,331 |
454,558 |
-31,773 |
-6.5% |
1,130,116 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-24 |
133-13 |
131-25 |
|
| R3 |
132-27 |
132-16 |
131-17 |
|
| R2 |
131-30 |
131-30 |
131-14 |
|
| R1 |
131-19 |
131-19 |
131-12 |
131-24 |
| PP |
131-01 |
131-01 |
131-01 |
131-03 |
| S1 |
130-22 |
130-22 |
131-06 |
130-28 |
| S2 |
130-04 |
130-04 |
131-04 |
|
| S3 |
129-07 |
129-25 |
131-01 |
|
| S4 |
128-10 |
128-28 |
130-25 |
|
|
| 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 |
130-14 |
2-28 |
2.2% |
1-02 |
0.8% |
29% |
False |
True |
329,276 |
| 10 |
134-10 |
130-14 |
3-28 |
3.0% |
1-03 |
0.8% |
22% |
False |
True |
301,143 |
| 20 |
135-23 |
130-14 |
5-09 |
4.0% |
0-31 |
0.7% |
16% |
False |
True |
287,715 |
| 40 |
135-24 |
130-14 |
5-10 |
4.0% |
0-30 |
0.7% |
16% |
False |
True |
282,709 |
| 60 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
39% |
False |
False |
298,072 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-02 |
0.8% |
39% |
False |
False |
233,299 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
39% |
False |
False |
186,658 |
| 120 |
140-25 |
128-12 |
12-13 |
9.5% |
1-02 |
0.8% |
23% |
False |
False |
155,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-06 |
|
2.618 |
133-23 |
|
1.618 |
132-26 |
|
1.000 |
132-08 |
|
0.618 |
131-29 |
|
HIGH |
131-11 |
|
0.618 |
131-00 |
|
0.500 |
130-28 |
|
0.382 |
130-25 |
|
LOW |
130-14 |
|
0.618 |
129-28 |
|
1.000 |
129-17 |
|
1.618 |
128-31 |
|
2.618 |
128-02 |
|
4.250 |
126-19 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-05 |
131-28 |
| PP |
131-01 |
131-22 |
| S1 |
130-28 |
131-15 |
|