ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
128-22 |
128-16 |
-0-06 |
-0.1% |
130-05 |
| High |
128-25 |
128-24 |
-0-01 |
0.0% |
131-12 |
| Low |
128-10 |
128-02 |
-0-08 |
-0.2% |
128-02 |
| Close |
128-16 |
128-09 |
-0-07 |
-0.2% |
128-09 |
| Range |
0-15 |
0-22 |
0-07 |
46.7% |
3-10 |
| ATR |
1-00 |
1-00 |
-0-01 |
-2.3% |
0-00 |
| Volume |
51,975 |
129,180 |
77,205 |
148.5% |
422,066 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-14 |
130-01 |
128-21 |
|
| R3 |
129-24 |
129-11 |
128-15 |
|
| R2 |
129-02 |
129-02 |
128-13 |
|
| R1 |
128-21 |
128-21 |
128-11 |
128-16 |
| PP |
128-12 |
128-12 |
128-12 |
128-09 |
| S1 |
127-31 |
127-31 |
128-07 |
127-26 |
| S2 |
127-22 |
127-22 |
128-05 |
|
| S3 |
127-00 |
127-09 |
128-03 |
|
| S4 |
126-10 |
126-19 |
127-29 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-06 |
137-01 |
130-03 |
|
| R3 |
135-28 |
133-23 |
129-06 |
|
| R2 |
132-18 |
132-18 |
128-28 |
|
| R1 |
130-13 |
130-13 |
128-19 |
129-26 |
| PP |
129-08 |
129-08 |
129-08 |
128-30 |
| S1 |
127-03 |
127-03 |
127-31 |
126-16 |
| S2 |
125-30 |
125-30 |
127-22 |
|
| S3 |
122-20 |
123-25 |
127-12 |
|
| S4 |
119-10 |
120-15 |
126-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-12 |
128-02 |
3-10 |
2.6% |
1-04 |
0.9% |
7% |
False |
True |
139,678 |
| 10 |
131-12 |
128-02 |
3-10 |
2.6% |
1-02 |
0.8% |
7% |
False |
True |
208,330 |
| 20 |
131-12 |
128-01 |
3-11 |
2.6% |
0-31 |
0.8% |
7% |
False |
False |
243,227 |
| 40 |
133-25 |
128-01 |
5-24 |
4.5% |
0-30 |
0.7% |
4% |
False |
False |
151,618 |
| 60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-26 |
0.6% |
4% |
False |
False |
101,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-22 |
|
2.618 |
130-18 |
|
1.618 |
129-28 |
|
1.000 |
129-14 |
|
0.618 |
129-06 |
|
HIGH |
128-24 |
|
0.618 |
128-16 |
|
0.500 |
128-13 |
|
0.382 |
128-10 |
|
LOW |
128-02 |
|
0.618 |
127-20 |
|
1.000 |
127-12 |
|
1.618 |
126-30 |
|
2.618 |
126-08 |
|
4.250 |
125-04 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
128-13 |
128-26 |
| PP |
128-12 |
128-21 |
| S1 |
128-10 |
128-15 |
|