ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
129-25 |
130-18 |
0-25 |
0.6% |
131-01 |
High |
130-21 |
130-29 |
0-08 |
0.2% |
131-26 |
Low |
129-22 |
130-06 |
0-16 |
0.4% |
128-31 |
Close |
130-15 |
130-16 |
0-01 |
0.0% |
130-15 |
Range |
0-31 |
0-23 |
-0-08 |
-25.8% |
2-27 |
ATR |
0-29 |
0-28 |
0-00 |
-1.4% |
0-00 |
Volume |
115,266 |
282,229 |
166,963 |
144.9% |
205,544 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-22 |
132-10 |
130-29 |
|
R3 |
131-31 |
131-19 |
130-22 |
|
R2 |
131-08 |
131-08 |
130-20 |
|
R1 |
130-28 |
130-28 |
130-18 |
130-22 |
PP |
130-17 |
130-17 |
130-17 |
130-14 |
S1 |
130-05 |
130-05 |
130-14 |
130-00 |
S2 |
129-26 |
129-26 |
130-12 |
|
S3 |
129-03 |
129-14 |
130-10 |
|
S4 |
128-12 |
128-23 |
130-03 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-30 |
137-18 |
132-01 |
|
R3 |
136-03 |
134-23 |
131-08 |
|
R2 |
133-08 |
133-08 |
131-00 |
|
R1 |
131-28 |
131-28 |
130-23 |
131-04 |
PP |
130-13 |
130-13 |
130-13 |
130-02 |
S1 |
129-01 |
129-01 |
130-07 |
128-10 |
S2 |
127-18 |
127-18 |
129-30 |
|
S3 |
124-23 |
126-06 |
129-22 |
|
S4 |
121-28 |
123-11 |
128-29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-31 |
2.618 |
132-25 |
1.618 |
132-02 |
1.000 |
131-20 |
0.618 |
131-11 |
HIGH |
130-29 |
0.618 |
130-20 |
0.500 |
130-18 |
0.382 |
130-15 |
LOW |
130-06 |
0.618 |
129-24 |
1.000 |
129-15 |
1.618 |
129-01 |
2.618 |
128-10 |
4.250 |
127-04 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
130-18 |
130-10 |
PP |
130-17 |
130-04 |
S1 |
130-16 |
129-30 |
|