ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 04-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
133-06 |
132-06 |
-1-00 |
-0.8% |
133-21 |
High |
133-06 |
132-23 |
-0-15 |
-0.4% |
134-08 |
Low |
132-06 |
132-06 |
0-00 |
0.0% |
132-06 |
Close |
132-10 |
132-17 |
0-07 |
0.2% |
132-10 |
Range |
1-00 |
0-17 |
-0-15 |
-46.9% |
2-02 |
ATR |
0-23 |
0-23 |
0-00 |
-1.9% |
0-00 |
Volume |
3,050 |
610 |
-2,440 |
-80.0% |
4,534 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-02 |
133-27 |
132-26 |
|
R3 |
133-17 |
133-10 |
132-22 |
|
R2 |
133-00 |
133-00 |
132-20 |
|
R1 |
132-25 |
132-25 |
132-19 |
132-28 |
PP |
132-15 |
132-15 |
132-15 |
132-17 |
S1 |
132-08 |
132-08 |
132-15 |
132-12 |
S2 |
131-30 |
131-30 |
132-14 |
|
S3 |
131-13 |
131-23 |
132-12 |
|
S4 |
130-28 |
131-06 |
132-08 |
|
|
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 |
134-31 |
2.618 |
134-04 |
1.618 |
133-19 |
1.000 |
133-08 |
0.618 |
133-02 |
HIGH |
132-23 |
0.618 |
132-17 |
0.500 |
132-14 |
0.382 |
132-12 |
LOW |
132-06 |
0.618 |
131-27 |
1.000 |
131-21 |
1.618 |
131-10 |
2.618 |
130-25 |
4.250 |
129-30 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
132-16 |
133-00 |
PP |
132-15 |
132-27 |
S1 |
132-14 |
132-22 |
|