ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
130-14 |
129-27 |
-0-19 |
-0.5% |
130-18 |
High |
130-18 |
130-14 |
-0-04 |
-0.1% |
131-09 |
Low |
129-20 |
129-22 |
0-02 |
0.0% |
130-06 |
Close |
129-25 |
130-06 |
0-13 |
0.3% |
130-24 |
Range |
0-30 |
0-24 |
-0-06 |
-20.0% |
1-03 |
ATR |
0-28 |
0-28 |
0-00 |
-1.1% |
0-00 |
Volume |
341,814 |
237,204 |
-104,610 |
-30.6% |
1,124,955 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-11 |
132-01 |
130-19 |
|
R3 |
131-19 |
131-09 |
130-13 |
|
R2 |
130-27 |
130-27 |
130-10 |
|
R1 |
130-17 |
130-17 |
130-08 |
130-22 |
PP |
130-03 |
130-03 |
130-03 |
130-06 |
S1 |
129-25 |
129-25 |
130-04 |
129-30 |
S2 |
129-11 |
129-11 |
130-02 |
|
S3 |
128-19 |
129-01 |
129-31 |
|
S4 |
127-27 |
128-09 |
129-25 |
|
|
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 |
133-20 |
2.618 |
132-13 |
1.618 |
131-21 |
1.000 |
131-06 |
0.618 |
130-29 |
HIGH |
130-14 |
0.618 |
130-05 |
0.500 |
130-02 |
0.382 |
129-31 |
LOW |
129-22 |
0.618 |
129-07 |
1.000 |
128-30 |
1.618 |
128-15 |
2.618 |
127-23 |
4.250 |
126-16 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
130-05 |
130-07 |
PP |
130-03 |
130-07 |
S1 |
130-02 |
130-06 |
|