ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
131-06 |
131-01 |
-0-05 |
-0.1% |
130-06 |
| High |
131-09 |
131-25 |
0-16 |
0.4% |
131-16 |
| Low |
130-24 |
131-00 |
0-08 |
0.2% |
129-24 |
| Close |
131-02 |
131-17 |
0-15 |
0.4% |
131-02 |
| Range |
0-17 |
0-25 |
0-08 |
47.1% |
1-24 |
| ATR |
0-26 |
0-26 |
0-00 |
-0.2% |
0-00 |
| Volume |
5,392 |
1,991 |
-3,401 |
-63.1% |
19,292 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-25 |
133-14 |
131-31 |
|
| R3 |
133-00 |
132-21 |
131-24 |
|
| R2 |
132-07 |
132-07 |
131-22 |
|
| R1 |
131-28 |
131-28 |
131-19 |
132-02 |
| PP |
131-14 |
131-14 |
131-14 |
131-17 |
| S1 |
131-03 |
131-03 |
131-15 |
131-08 |
| S2 |
130-21 |
130-21 |
131-12 |
|
| S3 |
129-28 |
130-10 |
131-10 |
|
| S4 |
129-03 |
129-17 |
131-03 |
|
|
| 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 |
135-03 |
|
2.618 |
133-26 |
|
1.618 |
133-01 |
|
1.000 |
132-18 |
|
0.618 |
132-08 |
|
HIGH |
131-25 |
|
0.618 |
131-15 |
|
0.500 |
131-12 |
|
0.382 |
131-10 |
|
LOW |
131-00 |
|
0.618 |
130-17 |
|
1.000 |
130-07 |
|
1.618 |
129-24 |
|
2.618 |
128-31 |
|
4.250 |
127-22 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-16 |
131-14 |
| PP |
131-14 |
131-10 |
| S1 |
131-12 |
131-06 |
|