ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
130-24 |
131-02 |
0-10 |
0.2% |
131-01 |
| High |
131-09 |
131-02 |
-0-07 |
-0.2% |
131-26 |
| Low |
130-21 |
130-06 |
-0-15 |
-0.4% |
128-31 |
| Close |
131-08 |
130-24 |
-0-16 |
-0.4% |
130-15 |
| Range |
0-20 |
0-28 |
0-08 |
40.0% |
2-27 |
| ATR |
0-28 |
0-28 |
0-00 |
1.5% |
0-00 |
| Volume |
414,496 |
262,657 |
-151,839 |
-36.6% |
205,544 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-09 |
132-29 |
131-07 |
|
| R3 |
132-13 |
132-01 |
131-00 |
|
| R2 |
131-17 |
131-17 |
130-29 |
|
| R1 |
131-05 |
131-05 |
130-27 |
130-29 |
| PP |
130-21 |
130-21 |
130-21 |
130-18 |
| S1 |
130-09 |
130-09 |
130-21 |
130-01 |
| S2 |
129-25 |
129-25 |
130-19 |
|
| S3 |
128-29 |
129-13 |
130-16 |
|
| S4 |
128-01 |
128-17 |
130-09 |
|
|
| 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 |
134-25 |
|
2.618 |
133-11 |
|
1.618 |
132-15 |
|
1.000 |
131-30 |
|
0.618 |
131-19 |
|
HIGH |
131-02 |
|
0.618 |
130-23 |
|
0.500 |
130-20 |
|
0.382 |
130-17 |
|
LOW |
130-06 |
|
0.618 |
129-21 |
|
1.000 |
129-10 |
|
1.618 |
128-25 |
|
2.618 |
127-29 |
|
4.250 |
126-15 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-23 |
130-24 |
| PP |
130-21 |
130-24 |
| S1 |
130-20 |
130-24 |
|