ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
131-11 |
131-15 |
0-04 |
0.1% |
132-00 |
| High |
131-29 |
131-19 |
-0-10 |
-0.2% |
132-24 |
| Low |
131-07 |
130-14 |
-0-25 |
-0.6% |
131-21 |
| Close |
131-21 |
130-20 |
-1-01 |
-0.8% |
132-07 |
| Range |
0-22 |
1-05 |
0-15 |
68.2% |
1-03 |
| ATR |
0-30 |
0-31 |
0-01 |
2.1% |
0-00 |
| Volume |
30,842 |
39,176 |
8,334 |
27.0% |
1,488,076 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-11 |
133-21 |
131-08 |
|
| R3 |
133-06 |
132-16 |
130-30 |
|
| R2 |
132-01 |
132-01 |
130-27 |
|
| R1 |
131-11 |
131-11 |
130-23 |
131-04 |
| PP |
130-28 |
130-28 |
130-28 |
130-25 |
| S1 |
130-06 |
130-06 |
130-17 |
129-30 |
| S2 |
129-23 |
129-23 |
130-13 |
|
| S3 |
128-18 |
129-01 |
130-10 |
|
| S4 |
127-13 |
127-28 |
130-00 |
|
|
| 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 |
132-16 |
130-14 |
2-02 |
1.6% |
0-27 |
0.6% |
9% |
False |
True |
115,702 |
| 10 |
132-25 |
130-14 |
2-11 |
1.8% |
0-30 |
0.7% |
8% |
False |
True |
292,361 |
| 20 |
134-10 |
130-14 |
3-28 |
3.0% |
0-30 |
0.7% |
5% |
False |
True |
284,084 |
| 40 |
135-24 |
130-14 |
5-10 |
4.1% |
0-30 |
0.7% |
4% |
False |
True |
274,483 |
| 60 |
135-24 |
128-19 |
7-05 |
5.5% |
0-31 |
0.7% |
28% |
False |
False |
287,362 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
31% |
False |
False |
258,016 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.8% |
31% |
False |
False |
206,480 |
| 120 |
138-17 |
128-12 |
10-05 |
7.8% |
1-01 |
0.8% |
22% |
False |
False |
172,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-16 |
|
2.618 |
134-20 |
|
1.618 |
133-15 |
|
1.000 |
132-24 |
|
0.618 |
132-10 |
|
HIGH |
131-19 |
|
0.618 |
131-05 |
|
0.500 |
131-00 |
|
0.382 |
130-28 |
|
LOW |
130-14 |
|
0.618 |
129-23 |
|
1.000 |
129-09 |
|
1.618 |
128-18 |
|
2.618 |
127-13 |
|
4.250 |
125-17 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-00 |
131-08 |
| PP |
130-28 |
131-01 |
| S1 |
130-24 |
130-26 |
|