ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
129-15 |
128-22 |
-0-25 |
-0.6% |
129-24 |
| High |
129-19 |
128-25 |
-0-26 |
-0.6% |
130-08 |
| Low |
128-18 |
128-10 |
-0-08 |
-0.2% |
128-13 |
| Close |
128-22 |
128-16 |
-0-06 |
-0.1% |
130-03 |
| Range |
1-01 |
0-15 |
-0-18 |
-54.5% |
1-27 |
| ATR |
1-02 |
1-00 |
-0-01 |
-4.0% |
0-00 |
| Volume |
78,387 |
51,975 |
-26,412 |
-33.7% |
1,404,449 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-30 |
129-22 |
128-24 |
|
| R3 |
129-15 |
129-07 |
128-20 |
|
| R2 |
129-00 |
129-00 |
128-19 |
|
| R1 |
128-24 |
128-24 |
128-17 |
128-20 |
| PP |
128-17 |
128-17 |
128-17 |
128-15 |
| S1 |
128-09 |
128-09 |
128-15 |
128-06 |
| S2 |
128-02 |
128-02 |
128-13 |
|
| S3 |
127-19 |
127-26 |
128-12 |
|
| S4 |
127-04 |
127-11 |
128-08 |
|
|
| 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 |
128-10 |
3-02 |
2.4% |
1-05 |
0.9% |
6% |
False |
True |
178,149 |
| 10 |
131-12 |
128-10 |
3-02 |
2.4% |
1-02 |
0.8% |
6% |
False |
True |
223,374 |
| 20 |
131-12 |
128-01 |
3-11 |
2.6% |
0-31 |
0.8% |
14% |
False |
False |
249,901 |
| 40 |
134-08 |
128-01 |
6-07 |
4.8% |
0-30 |
0.7% |
8% |
False |
False |
148,412 |
| 60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-26 |
0.6% |
8% |
False |
False |
98,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-25 |
|
2.618 |
130-00 |
|
1.618 |
129-17 |
|
1.000 |
129-08 |
|
0.618 |
129-02 |
|
HIGH |
128-25 |
|
0.618 |
128-19 |
|
0.500 |
128-18 |
|
0.382 |
128-16 |
|
LOW |
128-10 |
|
0.618 |
128-01 |
|
1.000 |
127-27 |
|
1.618 |
127-18 |
|
2.618 |
127-03 |
|
4.250 |
126-10 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
128-18 |
129-27 |
| PP |
128-17 |
129-13 |
| S1 |
128-16 |
128-30 |
|