ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
132-06 |
131-29 |
-0-09 |
-0.2% |
132-00 |
| High |
132-09 |
132-01 |
-0-08 |
-0.2% |
132-24 |
| Low |
131-23 |
131-04 |
-0-19 |
-0.5% |
131-21 |
| Close |
132-07 |
131-08 |
-0-31 |
-0.7% |
132-07 |
| Range |
0-18 |
0-29 |
0-11 |
61.1% |
1-03 |
| ATR |
0-30 |
0-31 |
0-00 |
1.1% |
0-00 |
| Volume |
56,156 |
79,420 |
23,264 |
41.4% |
1,488,076 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-06 |
133-20 |
131-24 |
|
| R3 |
133-09 |
132-23 |
131-16 |
|
| R2 |
132-12 |
132-12 |
131-13 |
|
| R1 |
131-26 |
131-26 |
131-11 |
131-20 |
| PP |
131-15 |
131-15 |
131-15 |
131-12 |
| S1 |
130-29 |
130-29 |
131-05 |
130-24 |
| S2 |
130-18 |
130-18 |
131-03 |
|
| S3 |
129-21 |
130-00 |
131-00 |
|
| S4 |
128-24 |
129-03 |
130-24 |
|
|
| 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 |
131-04 |
1-20 |
1.2% |
0-23 |
0.6% |
8% |
False |
True |
313,499 |
| 10 |
133-10 |
130-14 |
2-28 |
2.2% |
0-30 |
0.7% |
28% |
False |
False |
334,230 |
| 20 |
134-10 |
130-14 |
3-28 |
3.0% |
0-30 |
0.7% |
21% |
False |
False |
304,636 |
| 40 |
135-24 |
130-14 |
5-10 |
4.0% |
0-30 |
0.7% |
15% |
False |
False |
283,405 |
| 60 |
135-24 |
128-19 |
7-05 |
5.5% |
0-31 |
0.7% |
37% |
False |
False |
294,609 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
39% |
False |
False |
257,154 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.8% |
39% |
False |
False |
205,781 |
| 120 |
139-20 |
128-12 |
11-08 |
8.6% |
1-01 |
0.8% |
26% |
False |
False |
171,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-28 |
|
2.618 |
134-13 |
|
1.618 |
133-16 |
|
1.000 |
132-30 |
|
0.618 |
132-19 |
|
HIGH |
132-01 |
|
0.618 |
131-22 |
|
0.500 |
131-18 |
|
0.382 |
131-15 |
|
LOW |
131-04 |
|
0.618 |
130-18 |
|
1.000 |
130-07 |
|
1.618 |
129-21 |
|
2.618 |
128-24 |
|
4.250 |
127-09 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-18 |
131-26 |
| PP |
131-15 |
131-20 |
| S1 |
131-12 |
131-14 |
|