ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
129-08 |
129-24 |
0-16 |
0.4% |
129-05 |
| High |
129-26 |
130-05 |
0-11 |
0.3% |
130-11 |
| Low |
129-04 |
129-06 |
0-02 |
0.0% |
129-02 |
| Close |
129-21 |
129-12 |
-0-09 |
-0.2% |
129-21 |
| Range |
0-22 |
0-31 |
0-09 |
40.9% |
1-09 |
| ATR |
0-28 |
0-29 |
0-00 |
0.7% |
0-00 |
| Volume |
256,786 |
215,957 |
-40,829 |
-15.9% |
1,199,146 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-15 |
131-29 |
129-29 |
|
| R3 |
131-16 |
130-30 |
129-21 |
|
| R2 |
130-17 |
130-17 |
129-18 |
|
| R1 |
129-31 |
129-31 |
129-15 |
129-24 |
| PP |
129-18 |
129-18 |
129-18 |
129-15 |
| S1 |
129-00 |
129-00 |
129-09 |
128-26 |
| S2 |
128-19 |
128-19 |
129-06 |
|
| S3 |
127-20 |
128-01 |
129-03 |
|
| S4 |
126-21 |
127-02 |
128-27 |
|
|
| 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 |
129-03 |
1-08 |
1.0% |
0-25 |
0.6% |
23% |
False |
False |
245,536 |
| 10 |
130-14 |
128-01 |
2-13 |
1.9% |
0-28 |
0.7% |
56% |
False |
False |
274,660 |
| 20 |
131-26 |
128-01 |
3-25 |
2.9% |
0-29 |
0.7% |
36% |
False |
False |
220,946 |
| 40 |
134-08 |
128-01 |
6-07 |
4.8% |
0-27 |
0.6% |
22% |
False |
False |
111,422 |
| 60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-23 |
0.6% |
22% |
False |
False |
74,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-09 |
|
2.618 |
132-22 |
|
1.618 |
131-23 |
|
1.000 |
131-04 |
|
0.618 |
130-24 |
|
HIGH |
130-05 |
|
0.618 |
129-25 |
|
0.500 |
129-22 |
|
0.382 |
129-18 |
|
LOW |
129-06 |
|
0.618 |
128-19 |
|
1.000 |
128-07 |
|
1.618 |
127-20 |
|
2.618 |
126-21 |
|
4.250 |
125-02 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-22 |
129-20 |
| PP |
129-18 |
129-17 |
| S1 |
129-15 |
129-15 |
|