ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
129-11 |
129-30 |
0-19 |
0.5% |
129-05 |
High |
130-01 |
130-08 |
0-07 |
0.2% |
130-11 |
Low |
129-05 |
128-13 |
-0-24 |
-0.6% |
129-02 |
Close |
129-27 |
129-08 |
-0-19 |
-0.5% |
129-21 |
Range |
0-28 |
1-27 |
0-31 |
110.7% |
1-09 |
ATR |
0-29 |
0-31 |
0-02 |
7.6% |
0-00 |
Volume |
228,191 |
362,441 |
134,250 |
58.8% |
1,199,146 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-27 |
133-28 |
130-08 |
|
R3 |
133-00 |
132-01 |
129-24 |
|
R2 |
131-05 |
131-05 |
129-19 |
|
R1 |
130-06 |
130-06 |
129-13 |
129-24 |
PP |
129-10 |
129-10 |
129-10 |
129-02 |
S1 |
128-11 |
128-11 |
129-03 |
127-29 |
S2 |
127-15 |
127-15 |
128-29 |
|
S3 |
125-20 |
126-16 |
128-24 |
|
S4 |
123-25 |
124-21 |
128-08 |
|
|
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 |
130-08 |
128-13 |
1-27 |
1.4% |
0-31 |
0.8% |
46% |
True |
True |
268,600 |
10 |
130-11 |
128-01 |
2-10 |
1.8% |
0-30 |
0.7% |
53% |
False |
False |
272,986 |
20 |
131-10 |
128-01 |
3-09 |
2.5% |
0-30 |
0.7% |
37% |
False |
False |
248,465 |
40 |
134-08 |
128-01 |
6-07 |
4.8% |
0-28 |
0.7% |
20% |
False |
False |
126,173 |
60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-24 |
0.6% |
20% |
False |
False |
84,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-03 |
2.618 |
135-02 |
1.618 |
133-07 |
1.000 |
132-03 |
0.618 |
131-12 |
HIGH |
130-08 |
0.618 |
129-17 |
0.500 |
129-10 |
0.382 |
129-04 |
LOW |
128-13 |
0.618 |
127-09 |
1.000 |
126-18 |
1.618 |
125-14 |
2.618 |
123-19 |
4.250 |
120-18 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
129-10 |
129-10 |
PP |
129-10 |
129-10 |
S1 |
129-09 |
129-09 |
|