ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
130-27 |
131-08 |
0-13 |
0.3% |
132-17 |
High |
131-11 |
132-03 |
0-24 |
0.6% |
133-10 |
Low |
130-14 |
131-05 |
0-23 |
0.6% |
130-14 |
Close |
131-09 |
131-29 |
0-20 |
0.5% |
131-29 |
Range |
0-29 |
0-30 |
0-01 |
3.4% |
2-28 |
ATR |
1-01 |
1-00 |
0-00 |
-0.6% |
0-00 |
Volume |
454,558 |
345,216 |
-109,342 |
-24.1% |
1,774,813 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-17 |
134-05 |
132-14 |
|
R3 |
133-19 |
133-07 |
132-05 |
|
R2 |
132-21 |
132-21 |
132-02 |
|
R1 |
132-09 |
132-09 |
132-00 |
132-15 |
PP |
131-23 |
131-23 |
131-23 |
131-26 |
S1 |
131-11 |
131-11 |
131-26 |
131-17 |
S2 |
130-25 |
130-25 |
131-24 |
|
S3 |
129-27 |
130-13 |
131-21 |
|
S4 |
128-29 |
129-15 |
131-12 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-16 |
139-03 |
133-16 |
|
R3 |
137-20 |
136-07 |
132-22 |
|
R2 |
134-24 |
134-24 |
132-14 |
|
R1 |
133-11 |
133-11 |
132-05 |
132-20 |
PP |
131-28 |
131-28 |
131-28 |
131-17 |
S1 |
130-15 |
130-15 |
131-21 |
129-24 |
S2 |
129-00 |
129-00 |
131-12 |
|
S3 |
126-04 |
127-19 |
131-04 |
|
S4 |
123-08 |
124-23 |
130-10 |
|
|
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% |
1-04 |
0.9% |
51% |
False |
False |
354,962 |
10 |
133-10 |
130-14 |
2-28 |
2.2% |
0-29 |
0.7% |
51% |
False |
False |
290,492 |
20 |
135-23 |
130-14 |
5-09 |
4.0% |
0-31 |
0.7% |
28% |
False |
False |
296,374 |
40 |
135-24 |
130-14 |
5-10 |
4.0% |
0-30 |
0.7% |
28% |
False |
False |
284,586 |
60 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
48% |
False |
False |
298,885 |
80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
48% |
False |
False |
237,598 |
100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
48% |
False |
False |
190,110 |
120 |
140-25 |
128-12 |
12-13 |
9.4% |
1-01 |
0.8% |
28% |
False |
False |
158,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-02 |
2.618 |
134-18 |
1.618 |
133-20 |
1.000 |
133-01 |
0.618 |
132-22 |
HIGH |
132-03 |
0.618 |
131-24 |
0.500 |
131-20 |
0.382 |
131-16 |
LOW |
131-05 |
0.618 |
130-18 |
1.000 |
130-07 |
1.618 |
129-20 |
2.618 |
128-22 |
4.250 |
127-06 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
131-26 |
131-26 |
PP |
131-23 |
131-23 |
S1 |
131-20 |
131-20 |
|