ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
131-01 |
131-22 |
0-21 |
0.5% |
130-06 |
| High |
131-25 |
131-26 |
0-01 |
0.0% |
131-16 |
| Low |
131-00 |
130-30 |
-0-02 |
0.0% |
129-24 |
| Close |
131-17 |
131-00 |
-0-17 |
-0.4% |
131-02 |
| Range |
0-25 |
0-28 |
0-03 |
12.0% |
1-24 |
| ATR |
0-26 |
0-26 |
0-00 |
0.6% |
0-00 |
| Volume |
1,991 |
38,247 |
36,256 |
1,821.0% |
19,292 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-28 |
133-10 |
131-15 |
|
| R3 |
133-00 |
132-14 |
131-08 |
|
| R2 |
132-04 |
132-04 |
131-05 |
|
| R1 |
131-18 |
131-18 |
131-03 |
131-13 |
| PP |
131-08 |
131-08 |
131-08 |
131-06 |
| S1 |
130-22 |
130-22 |
130-29 |
130-17 |
| S2 |
130-12 |
130-12 |
130-27 |
|
| S3 |
129-16 |
129-26 |
130-24 |
|
| S4 |
128-20 |
128-30 |
130-17 |
|
|
| 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 |
135-17 |
|
2.618 |
134-03 |
|
1.618 |
133-07 |
|
1.000 |
132-22 |
|
0.618 |
132-11 |
|
HIGH |
131-26 |
|
0.618 |
131-15 |
|
0.500 |
131-12 |
|
0.382 |
131-09 |
|
LOW |
130-30 |
|
0.618 |
130-13 |
|
1.000 |
130-02 |
|
1.618 |
129-17 |
|
2.618 |
128-21 |
|
4.250 |
127-07 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-12 |
131-09 |
| PP |
131-08 |
131-06 |
| S1 |
131-04 |
131-03 |
|