ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
129-03 |
130-05 |
1-02 |
0.8% |
129-24 |
| High |
130-08 |
131-12 |
1-04 |
0.9% |
130-08 |
| Low |
128-27 |
129-13 |
0-18 |
0.4% |
128-13 |
| Close |
130-03 |
129-14 |
-0-21 |
-0.5% |
130-03 |
| Range |
1-13 |
1-31 |
0-18 |
40.0% |
1-27 |
| ATR |
0-31 |
1-02 |
0-02 |
7.1% |
0-00 |
| Volume |
276,326 |
162,524 |
-113,802 |
-41.2% |
1,404,449 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-31 |
134-22 |
130-17 |
|
| R3 |
134-00 |
132-23 |
129-31 |
|
| R2 |
132-01 |
132-01 |
129-26 |
|
| R1 |
130-24 |
130-24 |
129-20 |
130-13 |
| PP |
130-02 |
130-02 |
130-02 |
129-29 |
| S1 |
128-25 |
128-25 |
129-08 |
128-14 |
| S2 |
128-03 |
128-03 |
129-02 |
|
| S3 |
126-04 |
126-26 |
128-29 |
|
| S4 |
124-05 |
124-27 |
128-11 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-04 |
134-14 |
131-03 |
|
| R3 |
133-09 |
132-19 |
130-19 |
|
| R2 |
131-14 |
131-14 |
130-14 |
|
| R1 |
130-24 |
130-24 |
130-08 |
131-03 |
| PP |
129-19 |
129-19 |
129-19 |
129-24 |
| S1 |
128-29 |
128-29 |
129-30 |
129-08 |
| S2 |
127-24 |
127-24 |
129-24 |
|
| S3 |
125-29 |
127-02 |
129-19 |
|
| S4 |
124-02 |
125-07 |
129-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-12 |
128-13 |
2-31 |
2.3% |
1-12 |
1.1% |
35% |
True |
False |
270,203 |
| 10 |
131-12 |
128-13 |
2-31 |
2.3% |
1-03 |
0.8% |
35% |
True |
False |
257,869 |
| 20 |
131-12 |
128-01 |
3-11 |
2.6% |
0-31 |
0.7% |
42% |
True |
False |
278,219 |
| 40 |
134-08 |
128-01 |
6-07 |
4.8% |
0-30 |
0.7% |
23% |
False |
False |
145,156 |
| 60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-26 |
0.6% |
23% |
False |
False |
96,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-24 |
|
2.618 |
136-17 |
|
1.618 |
134-18 |
|
1.000 |
133-11 |
|
0.618 |
132-19 |
|
HIGH |
131-12 |
|
0.618 |
130-20 |
|
0.500 |
130-12 |
|
0.382 |
130-05 |
|
LOW |
129-13 |
|
0.618 |
128-06 |
|
1.000 |
127-14 |
|
1.618 |
126-07 |
|
2.618 |
124-08 |
|
4.250 |
121-01 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-12 |
130-02 |
| PP |
130-02 |
129-28 |
| S1 |
129-24 |
129-21 |
|