ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
130-23 |
130-14 |
-0-09 |
-0.2% |
130-18 |
High |
130-26 |
130-18 |
-0-08 |
-0.2% |
131-09 |
Low |
130-07 |
129-20 |
-0-19 |
-0.5% |
130-06 |
Close |
130-24 |
129-25 |
-0-31 |
-0.7% |
130-24 |
Range |
0-19 |
0-30 |
0-11 |
57.9% |
1-03 |
ATR |
0-28 |
0-28 |
0-01 |
2.1% |
0-00 |
Volume |
165,573 |
341,814 |
176,241 |
106.4% |
1,124,955 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-26 |
132-07 |
130-10 |
|
R3 |
131-28 |
131-09 |
130-01 |
|
R2 |
130-30 |
130-30 |
129-30 |
|
R1 |
130-11 |
130-11 |
129-28 |
130-06 |
PP |
130-00 |
130-00 |
130-00 |
129-29 |
S1 |
129-13 |
129-13 |
129-22 |
129-08 |
S2 |
129-02 |
129-02 |
129-20 |
|
S3 |
128-04 |
128-15 |
129-17 |
|
S4 |
127-06 |
127-17 |
129-08 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-01 |
133-15 |
131-11 |
|
R3 |
132-30 |
132-12 |
131-02 |
|
R2 |
131-27 |
131-27 |
130-30 |
|
R1 |
131-09 |
131-09 |
130-27 |
131-18 |
PP |
130-24 |
130-24 |
130-24 |
130-28 |
S1 |
130-06 |
130-06 |
130-21 |
130-15 |
S2 |
129-21 |
129-21 |
130-18 |
|
S3 |
128-18 |
129-03 |
130-14 |
|
S4 |
127-15 |
128-00 |
130-05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-18 |
2.618 |
133-01 |
1.618 |
132-03 |
1.000 |
131-16 |
0.618 |
131-05 |
HIGH |
130-18 |
0.618 |
130-07 |
0.500 |
130-03 |
0.382 |
129-31 |
LOW |
129-20 |
0.618 |
129-01 |
1.000 |
128-22 |
1.618 |
128-03 |
2.618 |
127-05 |
4.250 |
125-20 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
130-03 |
130-11 |
PP |
130-00 |
130-05 |
S1 |
129-28 |
129-31 |
|