ECBOT 30 Year Treasury Bond Future March 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
128-10 |
128-26 |
0-16 |
0.4% |
130-05 |
| High |
128-31 |
128-28 |
-0-03 |
-0.1% |
131-12 |
| Low |
128-03 |
127-23 |
-0-12 |
-0.3% |
128-02 |
| Close |
128-25 |
128-10 |
-0-15 |
-0.4% |
128-09 |
| Range |
0-28 |
1-05 |
0-09 |
32.1% |
3-10 |
| ATR |
0-31 |
1-00 |
0-00 |
1.3% |
0-00 |
| Volume |
106,472 |
141,759 |
35,287 |
33.1% |
422,066 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-25 |
131-06 |
128-30 |
|
| R3 |
130-20 |
130-01 |
128-20 |
|
| R2 |
129-15 |
129-15 |
128-17 |
|
| R1 |
128-28 |
128-28 |
128-13 |
128-19 |
| PP |
128-10 |
128-10 |
128-10 |
128-05 |
| S1 |
127-23 |
127-23 |
128-07 |
127-14 |
| S2 |
127-05 |
127-05 |
128-03 |
|
| S3 |
126-00 |
126-18 |
128-00 |
|
| S4 |
124-27 |
125-13 |
127-22 |
|
|
| 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 |
129-19 |
127-23 |
1-28 |
1.5% |
0-27 |
0.7% |
32% |
False |
True |
101,554 |
| 10 |
131-12 |
127-23 |
3-21 |
2.8% |
1-04 |
0.9% |
16% |
False |
True |
185,878 |
| 20 |
131-12 |
127-23 |
3-21 |
2.8% |
1-00 |
0.8% |
16% |
False |
True |
230,269 |
| 40 |
132-25 |
127-23 |
5-02 |
3.9% |
0-30 |
0.7% |
12% |
False |
True |
157,737 |
| 60 |
134-08 |
127-23 |
6-17 |
5.1% |
0-27 |
0.7% |
9% |
False |
True |
105,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-25 |
|
2.618 |
131-29 |
|
1.618 |
130-24 |
|
1.000 |
130-01 |
|
0.618 |
129-19 |
|
HIGH |
128-28 |
|
0.618 |
128-14 |
|
0.500 |
128-10 |
|
0.382 |
128-05 |
|
LOW |
127-23 |
|
0.618 |
127-00 |
|
1.000 |
126-18 |
|
1.618 |
125-27 |
|
2.618 |
124-22 |
|
4.250 |
122-26 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
128-10 |
128-11 |
| PP |
128-10 |
128-11 |
| S1 |
128-10 |
128-10 |
|