ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
132-10 |
130-06 |
-2-04 |
-1.6% |
132-06 |
High |
132-25 |
130-07 |
-2-18 |
-1.9% |
132-25 |
Low |
130-06 |
129-30 |
-0-08 |
-0.2% |
130-06 |
Close |
130-10 |
130-01 |
-0-09 |
-0.2% |
130-10 |
Range |
2-19 |
0-09 |
-2-10 |
-89.2% |
2-19 |
ATR |
0-28 |
0-26 |
-0-01 |
-4.0% |
0-00 |
Volume |
5,647 |
3,281 |
-2,366 |
-41.9% |
12,499 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-29 |
130-24 |
130-06 |
|
R3 |
130-20 |
130-15 |
130-03 |
|
R2 |
130-11 |
130-11 |
130-03 |
|
R1 |
130-06 |
130-06 |
130-02 |
130-04 |
PP |
130-02 |
130-02 |
130-02 |
130-01 |
S1 |
129-29 |
129-29 |
130-00 |
129-27 |
S2 |
129-25 |
129-25 |
129-31 |
|
S3 |
129-16 |
129-20 |
129-31 |
|
S4 |
129-07 |
129-11 |
129-28 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-28 |
137-06 |
131-24 |
|
R3 |
136-09 |
134-19 |
131-01 |
|
R2 |
133-22 |
133-22 |
130-25 |
|
R1 |
132-00 |
132-00 |
130-18 |
131-18 |
PP |
131-03 |
131-03 |
131-03 |
130-28 |
S1 |
129-13 |
129-13 |
130-02 |
128-30 |
S2 |
128-16 |
128-16 |
129-27 |
|
S3 |
125-29 |
126-26 |
129-19 |
|
S4 |
123-10 |
124-07 |
128-28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-13 |
2.618 |
130-31 |
1.618 |
130-22 |
1.000 |
130-16 |
0.618 |
130-13 |
HIGH |
130-07 |
0.618 |
130-04 |
0.500 |
130-02 |
0.382 |
130-01 |
LOW |
129-30 |
0.618 |
129-24 |
1.000 |
129-21 |
1.618 |
129-15 |
2.618 |
129-06 |
4.250 |
128-24 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
130-02 |
131-12 |
PP |
130-02 |
130-29 |
S1 |
130-02 |
130-15 |
|