ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
132-16 |
132-06 |
-0-10 |
-0.2% |
132-00 |
| High |
132-16 |
132-09 |
-0-07 |
-0.2% |
132-24 |
| Low |
131-21 |
131-23 |
0-02 |
0.0% |
131-21 |
| Close |
132-07 |
132-07 |
0-00 |
0.0% |
132-07 |
| Range |
0-27 |
0-18 |
-0-09 |
-33.3% |
1-03 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.0% |
0-00 |
| Volume |
372,917 |
56,156 |
-316,761 |
-84.9% |
1,488,076 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-24 |
133-18 |
132-17 |
|
| R3 |
133-06 |
133-00 |
132-12 |
|
| R2 |
132-20 |
132-20 |
132-10 |
|
| R1 |
132-14 |
132-14 |
132-09 |
132-17 |
| PP |
132-02 |
132-02 |
132-02 |
132-04 |
| S1 |
131-28 |
131-28 |
132-05 |
131-31 |
| S2 |
131-16 |
131-16 |
132-04 |
|
| S3 |
130-30 |
131-10 |
132-02 |
|
| S4 |
130-12 |
130-24 |
131-29 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-16 |
134-30 |
132-26 |
|
| R3 |
134-13 |
133-27 |
132-17 |
|
| R2 |
133-10 |
133-10 |
132-13 |
|
| R1 |
132-24 |
132-24 |
132-10 |
133-01 |
| PP |
132-07 |
132-07 |
132-07 |
132-11 |
| S1 |
131-21 |
131-21 |
132-04 |
131-30 |
| S2 |
131-04 |
131-04 |
132-01 |
|
| S3 |
130-01 |
130-18 |
131-29 |
|
| S4 |
128-30 |
129-15 |
131-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-24 |
131-05 |
1-19 |
1.2% |
0-23 |
0.6% |
67% |
False |
False |
366,658 |
| 10 |
133-10 |
130-14 |
2-28 |
2.2% |
0-29 |
0.7% |
62% |
False |
False |
347,967 |
| 20 |
134-23 |
130-14 |
4-09 |
3.2% |
0-31 |
0.7% |
42% |
False |
False |
315,068 |
| 40 |
135-24 |
130-14 |
5-10 |
4.0% |
0-30 |
0.7% |
34% |
False |
False |
287,184 |
| 60 |
135-24 |
128-12 |
7-12 |
5.6% |
0-31 |
0.7% |
52% |
False |
False |
299,935 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
52% |
False |
False |
256,169 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
52% |
False |
False |
204,989 |
| 120 |
139-20 |
128-12 |
11-08 |
8.5% |
1-01 |
0.8% |
34% |
False |
False |
170,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-22 |
|
2.618 |
133-24 |
|
1.618 |
133-06 |
|
1.000 |
132-27 |
|
0.618 |
132-20 |
|
HIGH |
132-09 |
|
0.618 |
132-02 |
|
0.500 |
132-00 |
|
0.382 |
131-30 |
|
LOW |
131-23 |
|
0.618 |
131-12 |
|
1.000 |
131-05 |
|
1.618 |
130-26 |
|
2.618 |
130-08 |
|
4.250 |
129-10 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-05 |
132-07 |
| PP |
132-02 |
132-07 |
| S1 |
132-00 |
132-06 |
|