ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
129-30 |
130-24 |
0-26 |
0.6% |
132-06 |
High |
130-28 |
131-16 |
0-20 |
0.5% |
132-25 |
Low |
129-30 |
130-20 |
0-22 |
0.5% |
130-06 |
Close |
130-15 |
131-02 |
0-19 |
0.5% |
130-10 |
Range |
0-30 |
0-28 |
-0-02 |
-6.7% |
2-19 |
ATR |
0-26 |
0-26 |
0-01 |
2.0% |
0-00 |
Volume |
6,670 |
2,442 |
-4,228 |
-63.4% |
12,499 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-22 |
133-08 |
131-17 |
|
R3 |
132-26 |
132-12 |
131-10 |
|
R2 |
131-30 |
131-30 |
131-07 |
|
R1 |
131-16 |
131-16 |
131-05 |
131-23 |
PP |
131-02 |
131-02 |
131-02 |
131-06 |
S1 |
130-20 |
130-20 |
130-31 |
130-27 |
S2 |
130-06 |
130-06 |
130-29 |
|
S3 |
129-10 |
129-24 |
130-26 |
|
S4 |
128-14 |
128-28 |
130-19 |
|
|
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 |
135-07 |
2.618 |
133-25 |
1.618 |
132-29 |
1.000 |
132-12 |
0.618 |
132-01 |
HIGH |
131-16 |
0.618 |
131-05 |
0.500 |
131-02 |
0.382 |
130-31 |
LOW |
130-20 |
0.618 |
130-03 |
1.000 |
129-24 |
1.618 |
129-07 |
2.618 |
128-11 |
4.250 |
126-29 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
131-02 |
130-29 |
PP |
131-02 |
130-25 |
S1 |
131-02 |
130-20 |
|