ECBOT 30 Year Treasury Bond Future December 2013
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
131-11 |
130-29 |
-0-14 |
-0.3% |
130-26 |
High |
131-19 |
130-29 |
-0-22 |
-0.5% |
131-25 |
Low |
130-08 |
130-10 |
0-02 |
0.0% |
130-18 |
Close |
130-23 |
130-19 |
-0-04 |
-0.1% |
131-04 |
Range |
1-11 |
0-19 |
-0-24 |
-55.8% |
1-07 |
ATR |
0-29 |
0-29 |
-0-01 |
-2.5% |
0-00 |
Volume |
1,406 |
839 |
-567 |
-40.3% |
24,013 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-12 |
132-03 |
130-29 |
|
R3 |
131-25 |
131-16 |
130-24 |
|
R2 |
131-06 |
131-06 |
130-22 |
|
R1 |
130-29 |
130-29 |
130-21 |
130-24 |
PP |
130-19 |
130-19 |
130-19 |
130-17 |
S1 |
130-10 |
130-10 |
130-17 |
130-05 |
S2 |
130-00 |
130-00 |
130-16 |
|
S3 |
129-13 |
129-23 |
130-14 |
|
S4 |
128-26 |
129-04 |
130-09 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-26 |
134-06 |
131-25 |
|
R3 |
133-19 |
132-31 |
131-15 |
|
R2 |
132-12 |
132-12 |
131-11 |
|
R1 |
131-24 |
131-24 |
131-08 |
132-02 |
PP |
131-05 |
131-05 |
131-05 |
131-10 |
S1 |
130-17 |
130-17 |
131-00 |
130-27 |
S2 |
129-30 |
129-30 |
130-29 |
|
S3 |
128-23 |
129-10 |
130-25 |
|
S4 |
127-16 |
128-03 |
130-15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-19 |
130-08 |
1-11 |
1.0% |
0-26 |
0.6% |
26% |
False |
False |
1,838 |
10 |
131-25 |
129-11 |
2-14 |
1.9% |
0-25 |
0.6% |
51% |
False |
False |
4,506 |
20 |
132-24 |
129-11 |
3-13 |
2.6% |
0-26 |
0.6% |
37% |
False |
False |
125,236 |
40 |
135-24 |
129-11 |
6-13 |
4.9% |
0-28 |
0.7% |
20% |
False |
False |
202,215 |
60 |
135-24 |
129-11 |
6-13 |
4.9% |
0-29 |
0.7% |
20% |
False |
False |
227,451 |
80 |
135-24 |
128-12 |
7-12 |
5.6% |
0-31 |
0.7% |
30% |
False |
False |
254,303 |
100 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.8% |
30% |
False |
False |
207,142 |
120 |
135-24 |
128-12 |
7-12 |
5.6% |
1-00 |
0.8% |
30% |
False |
False |
172,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-14 |
2.618 |
132-15 |
1.618 |
131-28 |
1.000 |
131-16 |
0.618 |
131-09 |
HIGH |
130-29 |
0.618 |
130-22 |
0.500 |
130-20 |
0.382 |
130-17 |
LOW |
130-10 |
0.618 |
129-30 |
1.000 |
129-23 |
1.618 |
129-11 |
2.618 |
128-24 |
4.250 |
127-25 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
130-20 |
130-30 |
PP |
130-19 |
130-26 |
S1 |
130-19 |
130-22 |
|