ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
129-24 |
129-11 |
-0-13 |
-0.3% |
129-05 |
High |
130-05 |
130-01 |
-0-04 |
-0.1% |
130-11 |
Low |
129-06 |
129-05 |
-0-01 |
0.0% |
129-02 |
Close |
129-12 |
129-27 |
0-15 |
0.4% |
129-21 |
Range |
0-31 |
0-28 |
-0-03 |
-9.7% |
1-09 |
ATR |
0-29 |
0-29 |
0-00 |
-0.1% |
0-00 |
Volume |
215,957 |
228,191 |
12,234 |
5.7% |
1,199,146 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-10 |
131-30 |
130-10 |
|
R3 |
131-14 |
131-02 |
130-03 |
|
R2 |
130-18 |
130-18 |
130-00 |
|
R1 |
130-06 |
130-06 |
129-30 |
130-12 |
PP |
129-22 |
129-22 |
129-22 |
129-24 |
S1 |
129-10 |
129-10 |
129-24 |
129-16 |
S2 |
128-26 |
128-26 |
129-22 |
|
S3 |
127-30 |
128-14 |
129-19 |
|
S4 |
127-02 |
127-18 |
129-12 |
|
|
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 |
130-06 |
129-03 |
1-03 |
0.8% |
0-25 |
0.6% |
69% |
False |
False |
241,381 |
10 |
130-11 |
128-01 |
2-10 |
1.8% |
0-28 |
0.7% |
78% |
False |
False |
273,759 |
20 |
131-26 |
128-01 |
3-25 |
2.9% |
0-29 |
0.7% |
48% |
False |
False |
232,256 |
40 |
134-08 |
128-01 |
6-07 |
4.8% |
0-27 |
0.7% |
29% |
False |
False |
117,122 |
60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-23 |
0.6% |
29% |
False |
False |
78,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-24 |
2.618 |
132-10 |
1.618 |
131-14 |
1.000 |
130-29 |
0.618 |
130-18 |
HIGH |
130-01 |
0.618 |
129-22 |
0.500 |
129-19 |
0.382 |
129-16 |
LOW |
129-05 |
0.618 |
128-20 |
1.000 |
128-09 |
1.618 |
127-24 |
2.618 |
126-28 |
4.250 |
125-14 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
129-24 |
129-25 |
PP |
129-22 |
129-23 |
S1 |
129-19 |
129-20 |
|