ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
148-13 |
146-06 |
-2-07 |
-1.5% |
147-11 |
| High |
148-23 |
146-10 |
-2-13 |
-1.6% |
148-25 |
| Low |
146-23 |
145-13 |
-1-10 |
-0.9% |
146-30 |
| Close |
147-16 |
145-23 |
-1-25 |
-1.2% |
148-12 |
| Range |
2-00 |
0-29 |
-1-03 |
-54.7% |
1-27 |
| ATR |
1-04 |
1-06 |
0-02 |
6.2% |
0-00 |
| Volume |
133,044 |
281,519 |
148,475 |
111.6% |
409,920 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-17 |
148-01 |
146-07 |
|
| R3 |
147-20 |
147-04 |
145-31 |
|
| R2 |
146-23 |
146-23 |
145-28 |
|
| R1 |
146-07 |
146-07 |
145-26 |
146-00 |
| PP |
145-26 |
145-26 |
145-26 |
145-23 |
| S1 |
145-10 |
145-10 |
145-20 |
145-04 |
| S2 |
144-29 |
144-29 |
145-18 |
|
| S3 |
144-00 |
144-13 |
145-15 |
|
| S4 |
143-03 |
143-16 |
145-07 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-18 |
152-26 |
149-12 |
|
| R3 |
151-23 |
150-31 |
148-28 |
|
| R2 |
149-28 |
149-28 |
148-23 |
|
| R1 |
149-04 |
149-04 |
148-17 |
149-16 |
| PP |
148-01 |
148-01 |
148-01 |
148-07 |
| S1 |
147-09 |
147-09 |
148-07 |
147-21 |
| S2 |
146-06 |
146-06 |
148-01 |
|
| S3 |
144-11 |
145-14 |
147-28 |
|
| S4 |
142-16 |
143-19 |
147-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-25 |
145-13 |
3-12 |
2.3% |
1-08 |
0.9% |
9% |
False |
True |
159,677 |
| 10 |
148-25 |
145-13 |
3-12 |
2.3% |
1-05 |
0.8% |
9% |
False |
True |
233,679 |
| 20 |
150-28 |
145-13 |
5-15 |
3.8% |
1-03 |
0.8% |
6% |
False |
True |
293,300 |
| 40 |
151-10 |
145-13 |
5-29 |
4.1% |
1-01 |
0.7% |
5% |
False |
True |
193,983 |
| 60 |
151-10 |
144-27 |
6-15 |
4.4% |
1-00 |
0.7% |
14% |
False |
False |
129,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-05 |
|
2.618 |
148-22 |
|
1.618 |
147-25 |
|
1.000 |
147-07 |
|
0.618 |
146-28 |
|
HIGH |
146-10 |
|
0.618 |
145-31 |
|
0.500 |
145-28 |
|
0.382 |
145-24 |
|
LOW |
145-13 |
|
0.618 |
144-27 |
|
1.000 |
144-16 |
|
1.618 |
143-30 |
|
2.618 |
143-01 |
|
4.250 |
141-18 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-28 |
147-03 |
| PP |
145-26 |
146-20 |
| S1 |
145-24 |
146-06 |
|