ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
129-27 |
130-00 |
0-05 |
0.1% |
130-18 |
| High |
130-14 |
130-03 |
-0-11 |
-0.3% |
131-09 |
| Low |
129-22 |
128-29 |
-0-25 |
-0.6% |
130-06 |
| Close |
130-06 |
129-05 |
-1-01 |
-0.8% |
130-24 |
| Range |
0-24 |
1-06 |
0-14 |
58.3% |
1-03 |
| ATR |
0-28 |
0-29 |
0-01 |
3.3% |
0-00 |
| Volume |
237,204 |
370,169 |
132,965 |
56.1% |
1,124,955 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-30 |
132-08 |
129-26 |
|
| R3 |
131-24 |
131-02 |
129-15 |
|
| R2 |
130-18 |
130-18 |
129-12 |
|
| R1 |
129-28 |
129-28 |
129-08 |
129-20 |
| PP |
129-12 |
129-12 |
129-12 |
129-08 |
| S1 |
128-22 |
128-22 |
129-02 |
128-14 |
| S2 |
128-06 |
128-06 |
128-30 |
|
| S3 |
127-00 |
127-16 |
128-27 |
|
| S4 |
125-26 |
126-10 |
128-16 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-02 |
128-29 |
2-05 |
1.7% |
0-28 |
0.7% |
12% |
False |
True |
275,483 |
| 10 |
131-10 |
128-29 |
2-13 |
1.9% |
0-30 |
0.7% |
10% |
False |
True |
223,944 |
| 20 |
132-25 |
128-29 |
3-28 |
3.0% |
0-29 |
0.7% |
6% |
False |
True |
115,475 |
| 40 |
134-08 |
128-29 |
5-11 |
4.1% |
0-26 |
0.6% |
5% |
False |
True |
57,949 |
| 60 |
134-08 |
128-15 |
5-25 |
4.5% |
0-20 |
0.5% |
12% |
False |
False |
38,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-04 |
|
2.618 |
133-06 |
|
1.618 |
132-00 |
|
1.000 |
131-09 |
|
0.618 |
130-26 |
|
HIGH |
130-03 |
|
0.618 |
129-20 |
|
0.500 |
129-16 |
|
0.382 |
129-12 |
|
LOW |
128-29 |
|
0.618 |
128-06 |
|
1.000 |
127-23 |
|
1.618 |
127-00 |
|
2.618 |
125-26 |
|
4.250 |
123-28 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-16 |
129-24 |
| PP |
129-12 |
129-17 |
| S1 |
129-09 |
129-11 |
|