ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
130-24 |
131-06 |
0-14 |
0.3% |
130-06 |
High |
131-16 |
131-09 |
-0-07 |
-0.2% |
131-16 |
Low |
130-20 |
130-24 |
0-04 |
0.1% |
129-24 |
Close |
131-02 |
131-02 |
0-00 |
0.0% |
131-02 |
Range |
0-28 |
0-17 |
-0-11 |
-39.3% |
1-24 |
ATR |
0-26 |
0-26 |
-0-01 |
-2.5% |
0-00 |
Volume |
2,442 |
5,392 |
2,950 |
120.8% |
19,292 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-20 |
132-12 |
131-11 |
|
R3 |
132-03 |
131-27 |
131-07 |
|
R2 |
131-18 |
131-18 |
131-05 |
|
R1 |
131-10 |
131-10 |
131-04 |
131-06 |
PP |
131-01 |
131-01 |
131-01 |
130-31 |
S1 |
130-25 |
130-25 |
131-00 |
130-20 |
S2 |
130-16 |
130-16 |
130-31 |
|
S3 |
129-31 |
130-08 |
130-29 |
|
S4 |
129-14 |
129-23 |
130-25 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-01 |
135-09 |
132-01 |
|
R3 |
134-09 |
133-17 |
131-17 |
|
R2 |
132-17 |
132-17 |
131-12 |
|
R1 |
131-25 |
131-25 |
131-07 |
132-05 |
PP |
130-25 |
130-25 |
130-25 |
130-30 |
S1 |
130-01 |
130-01 |
130-29 |
130-13 |
S2 |
129-01 |
129-01 |
130-24 |
|
S3 |
127-09 |
128-09 |
130-19 |
|
S4 |
125-17 |
126-17 |
130-03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-17 |
2.618 |
132-22 |
1.618 |
132-05 |
1.000 |
131-26 |
0.618 |
131-20 |
HIGH |
131-09 |
0.618 |
131-03 |
0.500 |
131-00 |
0.382 |
130-30 |
LOW |
130-24 |
0.618 |
130-13 |
1.000 |
130-07 |
1.618 |
129-28 |
2.618 |
129-11 |
4.250 |
128-16 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
131-02 |
130-30 |
PP |
131-01 |
130-27 |
S1 |
131-00 |
130-23 |
|