ECBOT 30 Year Treasury Bond Future December 2013
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
130-26 |
131-00 |
0-06 |
0.1% |
131-29 |
| High |
131-01 |
131-25 |
0-24 |
0.6% |
132-01 |
| Low |
130-24 |
131-00 |
0-08 |
0.2% |
129-11 |
| Close |
130-25 |
131-23 |
0-30 |
0.7% |
130-12 |
| Range |
0-09 |
0-25 |
0-16 |
177.8% |
2-22 |
| ATR |
0-31 |
0-31 |
0-00 |
0.2% |
0-00 |
| Volume |
9,599 |
5,191 |
-4,408 |
-45.9% |
186,013 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-27 |
133-18 |
132-05 |
|
| R3 |
133-02 |
132-25 |
131-30 |
|
| R2 |
132-09 |
132-09 |
131-28 |
|
| R1 |
132-00 |
132-00 |
131-25 |
132-04 |
| PP |
131-16 |
131-16 |
131-16 |
131-18 |
| S1 |
131-07 |
131-07 |
131-21 |
131-12 |
| S2 |
130-23 |
130-23 |
131-18 |
|
| S3 |
129-30 |
130-14 |
131-16 |
|
| S4 |
129-05 |
129-21 |
131-09 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-21 |
137-06 |
131-27 |
|
| R3 |
135-31 |
134-16 |
131-04 |
|
| R2 |
133-09 |
133-09 |
130-28 |
|
| R1 |
131-26 |
131-26 |
130-20 |
131-06 |
| PP |
130-19 |
130-19 |
130-19 |
130-09 |
| S1 |
129-04 |
129-04 |
130-04 |
128-16 |
| S2 |
127-29 |
127-29 |
129-28 |
|
| S3 |
125-07 |
126-14 |
129-20 |
|
| S4 |
122-17 |
123-24 |
128-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-25 |
129-11 |
2-14 |
1.9% |
0-30 |
0.7% |
97% |
True |
False |
18,108 |
| 10 |
132-24 |
129-11 |
3-13 |
2.6% |
0-27 |
0.6% |
70% |
False |
False |
123,997 |
| 20 |
133-10 |
129-11 |
3-31 |
3.0% |
0-28 |
0.7% |
60% |
False |
False |
227,406 |
| 40 |
135-24 |
129-11 |
6-13 |
4.9% |
0-30 |
0.7% |
37% |
False |
False |
250,212 |
| 60 |
135-24 |
129-11 |
6-13 |
4.9% |
0-30 |
0.7% |
37% |
False |
False |
265,293 |
| 80 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.8% |
45% |
False |
False |
258,541 |
| 100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.8% |
45% |
False |
False |
206,992 |
| 120 |
135-24 |
128-12 |
7-12 |
5.6% |
1-01 |
0.8% |
45% |
False |
False |
172,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-03 |
|
2.618 |
133-26 |
|
1.618 |
133-01 |
|
1.000 |
132-18 |
|
0.618 |
132-08 |
|
HIGH |
131-25 |
|
0.618 |
131-15 |
|
0.500 |
131-12 |
|
0.382 |
131-10 |
|
LOW |
131-00 |
|
0.618 |
130-17 |
|
1.000 |
130-07 |
|
1.618 |
129-24 |
|
2.618 |
128-31 |
|
4.250 |
127-22 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-20 |
131-11 |
| PP |
131-16 |
130-30 |
| S1 |
131-12 |
130-18 |
|