ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
133-11 |
133-06 |
-0-05 |
-0.1% |
133-21 |
| High |
133-25 |
133-06 |
-0-19 |
-0.4% |
134-08 |
| Low |
132-31 |
132-06 |
-0-25 |
-0.6% |
132-06 |
| Close |
133-12 |
132-10 |
-1-02 |
-0.8% |
132-10 |
| Range |
0-26 |
1-00 |
0-06 |
23.1% |
2-02 |
| ATR |
0-22 |
0-23 |
0-01 |
5.2% |
0-00 |
| Volume |
416 |
3,050 |
2,634 |
633.2% |
4,534 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-18 |
134-30 |
132-28 |
|
| R3 |
134-18 |
133-30 |
132-19 |
|
| R2 |
133-18 |
133-18 |
132-16 |
|
| R1 |
132-30 |
132-30 |
132-13 |
132-24 |
| PP |
132-18 |
132-18 |
132-18 |
132-15 |
| S1 |
131-30 |
131-30 |
132-07 |
131-24 |
| S2 |
131-18 |
131-18 |
132-04 |
|
| S3 |
130-18 |
130-30 |
132-01 |
|
| S4 |
129-18 |
129-30 |
131-24 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-03 |
137-25 |
133-14 |
|
| R3 |
137-01 |
135-23 |
132-28 |
|
| R2 |
134-31 |
134-31 |
132-22 |
|
| R1 |
133-21 |
133-21 |
132-16 |
133-09 |
| PP |
132-29 |
132-29 |
132-29 |
132-24 |
| S1 |
131-19 |
131-19 |
132-04 |
131-07 |
| S2 |
130-27 |
130-27 |
131-30 |
|
| S3 |
128-25 |
129-17 |
131-24 |
|
| S4 |
126-23 |
127-15 |
131-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-14 |
|
2.618 |
135-26 |
|
1.618 |
134-26 |
|
1.000 |
134-06 |
|
0.618 |
133-26 |
|
HIGH |
133-06 |
|
0.618 |
132-26 |
|
0.500 |
132-22 |
|
0.382 |
132-18 |
|
LOW |
132-06 |
|
0.618 |
131-18 |
|
1.000 |
131-06 |
|
1.618 |
130-18 |
|
2.618 |
129-18 |
|
4.250 |
127-30 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-22 |
133-07 |
| PP |
132-18 |
132-29 |
| S1 |
132-14 |
132-20 |
|