ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
130-00 |
129-11 |
-0-21 |
-0.5% |
130-14 |
High |
130-06 |
129-20 |
-0-18 |
-0.4% |
130-18 |
Low |
129-10 |
129-03 |
-0-07 |
-0.2% |
128-01 |
Close |
129-16 |
129-09 |
-0-07 |
-0.2% |
128-29 |
Range |
0-28 |
0-17 |
-0-11 |
-39.3% |
2-17 |
ATR |
0-30 |
0-29 |
-0-01 |
-3.1% |
0-00 |
Volume |
226,345 |
279,626 |
53,281 |
23.5% |
1,673,320 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-30 |
130-20 |
129-18 |
|
R3 |
130-13 |
130-03 |
129-14 |
|
R2 |
129-28 |
129-28 |
129-12 |
|
R1 |
129-18 |
129-18 |
129-11 |
129-14 |
PP |
129-11 |
129-11 |
129-11 |
129-09 |
S1 |
129-01 |
129-01 |
129-07 |
128-30 |
S2 |
128-26 |
128-26 |
129-06 |
|
S3 |
128-09 |
128-16 |
129-04 |
|
S4 |
127-24 |
127-31 |
129-00 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-24 |
135-12 |
130-10 |
|
R3 |
134-07 |
132-27 |
129-19 |
|
R2 |
131-22 |
131-22 |
129-12 |
|
R1 |
130-10 |
130-10 |
129-04 |
129-24 |
PP |
129-05 |
129-05 |
129-05 |
128-28 |
S1 |
127-25 |
127-25 |
128-22 |
127-06 |
S2 |
126-20 |
126-20 |
128-14 |
|
S3 |
124-03 |
125-08 |
128-07 |
|
S4 |
121-18 |
122-23 |
127-16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-11 |
128-01 |
2-10 |
1.8% |
0-28 |
0.7% |
54% |
False |
False |
274,037 |
10 |
130-26 |
128-01 |
2-25 |
2.2% |
0-27 |
0.7% |
45% |
False |
False |
278,125 |
20 |
131-26 |
128-01 |
3-25 |
2.9% |
0-28 |
0.7% |
33% |
False |
False |
197,700 |
40 |
134-08 |
128-01 |
6-07 |
4.8% |
0-27 |
0.7% |
20% |
False |
False |
99,610 |
60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-22 |
0.5% |
20% |
False |
False |
66,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-28 |
2.618 |
131-01 |
1.618 |
130-16 |
1.000 |
130-05 |
0.618 |
129-31 |
HIGH |
129-20 |
0.618 |
129-14 |
0.500 |
129-12 |
0.382 |
129-09 |
LOW |
129-03 |
0.618 |
128-24 |
1.000 |
128-18 |
1.618 |
128-07 |
2.618 |
127-22 |
4.250 |
126-27 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
129-12 |
129-23 |
PP |
129-11 |
129-18 |
S1 |
129-10 |
129-14 |
|