ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
129-11 |
129-08 |
-0-03 |
-0.1% |
129-05 |
| High |
129-20 |
129-26 |
0-06 |
0.1% |
130-11 |
| Low |
129-03 |
129-04 |
0-01 |
0.0% |
129-02 |
| Close |
129-09 |
129-21 |
0-12 |
0.3% |
129-21 |
| Range |
0-17 |
0-22 |
0-05 |
29.4% |
1-09 |
| ATR |
0-29 |
0-28 |
0-00 |
-1.7% |
0-00 |
| Volume |
279,626 |
256,786 |
-22,840 |
-8.2% |
1,199,146 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-19 |
131-10 |
130-01 |
|
| R3 |
130-29 |
130-20 |
129-27 |
|
| R2 |
130-07 |
130-07 |
129-25 |
|
| R1 |
129-30 |
129-30 |
129-23 |
130-02 |
| PP |
129-17 |
129-17 |
129-17 |
129-19 |
| S1 |
129-08 |
129-08 |
129-19 |
129-12 |
| S2 |
128-27 |
128-27 |
129-17 |
|
| S3 |
128-05 |
128-18 |
129-15 |
|
| S4 |
127-15 |
127-28 |
129-09 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-17 |
132-28 |
130-12 |
|
| R3 |
132-08 |
131-19 |
130-00 |
|
| R2 |
130-31 |
130-31 |
129-29 |
|
| R1 |
130-10 |
130-10 |
129-25 |
130-20 |
| PP |
129-22 |
129-22 |
129-22 |
129-27 |
| S1 |
129-01 |
129-01 |
129-17 |
129-12 |
| S2 |
128-13 |
128-13 |
129-13 |
|
| S3 |
127-04 |
127-24 |
129-10 |
|
| S4 |
125-27 |
126-15 |
128-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-11 |
129-02 |
1-09 |
1.0% |
0-23 |
0.6% |
46% |
False |
False |
239,829 |
| 10 |
130-18 |
128-01 |
2-17 |
2.0% |
0-28 |
0.7% |
64% |
False |
False |
287,246 |
| 20 |
131-26 |
128-01 |
3-25 |
2.9% |
0-28 |
0.7% |
43% |
False |
False |
210,417 |
| 40 |
134-08 |
128-01 |
6-07 |
4.8% |
0-27 |
0.6% |
26% |
False |
False |
106,028 |
| 60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-22 |
0.5% |
26% |
False |
False |
70,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-24 |
|
2.618 |
131-20 |
|
1.618 |
130-30 |
|
1.000 |
130-16 |
|
0.618 |
130-08 |
|
HIGH |
129-26 |
|
0.618 |
129-18 |
|
0.500 |
129-15 |
|
0.382 |
129-12 |
|
LOW |
129-04 |
|
0.618 |
128-22 |
|
1.000 |
128-14 |
|
1.618 |
128-00 |
|
2.618 |
127-10 |
|
4.250 |
126-06 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-19 |
129-21 |
| PP |
129-17 |
129-21 |
| S1 |
129-15 |
129-20 |
|