ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
128-16 |
128-10 |
-0-06 |
-0.1% |
130-05 |
High |
128-24 |
128-31 |
0-07 |
0.2% |
131-12 |
Low |
128-02 |
128-03 |
0-01 |
0.0% |
128-02 |
Close |
128-09 |
128-25 |
0-16 |
0.4% |
128-09 |
Range |
0-22 |
0-28 |
0-06 |
27.3% |
3-10 |
ATR |
1-00 |
0-31 |
0-00 |
-0.8% |
0-00 |
Volume |
129,180 |
106,472 |
-22,708 |
-17.6% |
422,066 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-08 |
130-28 |
129-08 |
|
R3 |
130-12 |
130-00 |
129-01 |
|
R2 |
129-16 |
129-16 |
128-30 |
|
R1 |
129-04 |
129-04 |
128-28 |
129-10 |
PP |
128-20 |
128-20 |
128-20 |
128-22 |
S1 |
128-08 |
128-08 |
128-22 |
128-14 |
S2 |
127-24 |
127-24 |
128-20 |
|
S3 |
126-28 |
127-12 |
128-17 |
|
S4 |
126-00 |
126-16 |
128-10 |
|
|
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% |
1-00 |
0.8% |
22% |
False |
False |
105,707 |
10 |
131-12 |
128-02 |
3-10 |
2.6% |
1-03 |
0.9% |
22% |
False |
False |
193,298 |
20 |
131-12 |
128-01 |
3-11 |
2.6% |
0-31 |
0.8% |
22% |
False |
False |
240,272 |
40 |
133-06 |
128-01 |
5-05 |
4.0% |
0-30 |
0.7% |
15% |
False |
False |
154,269 |
60 |
134-08 |
128-01 |
6-07 |
4.8% |
0-27 |
0.6% |
12% |
False |
False |
102,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-22 |
2.618 |
131-08 |
1.618 |
130-12 |
1.000 |
129-27 |
0.618 |
129-16 |
HIGH |
128-31 |
0.618 |
128-20 |
0.500 |
128-17 |
0.382 |
128-14 |
LOW |
128-03 |
0.618 |
127-18 |
1.000 |
127-07 |
1.618 |
126-22 |
2.618 |
125-26 |
4.250 |
124-12 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
128-22 |
128-22 |
PP |
128-20 |
128-19 |
S1 |
128-17 |
128-16 |
|