ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
146-06 |
145-22 |
-0-16 |
-0.3% |
147-11 |
| High |
146-10 |
146-02 |
-0-08 |
-0.2% |
148-25 |
| Low |
145-13 |
144-13 |
-1-00 |
-0.7% |
146-30 |
| Close |
145-23 |
144-23 |
-1-00 |
-0.7% |
148-12 |
| Range |
0-29 |
1-21 |
0-24 |
82.8% |
1-27 |
| ATR |
1-06 |
1-07 |
0-01 |
2.8% |
0-00 |
| Volume |
281,519 |
427,517 |
145,998 |
51.9% |
409,920 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-01 |
149-01 |
145-20 |
|
| R3 |
148-12 |
147-12 |
145-06 |
|
| R2 |
146-23 |
146-23 |
145-01 |
|
| R1 |
145-23 |
145-23 |
144-28 |
145-12 |
| PP |
145-02 |
145-02 |
145-02 |
144-29 |
| S1 |
144-02 |
144-02 |
144-18 |
143-24 |
| S2 |
143-13 |
143-13 |
144-13 |
|
| S3 |
141-24 |
142-13 |
144-08 |
|
| S4 |
140-03 |
140-24 |
143-26 |
|
|
| 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 |
144-13 |
4-12 |
3.0% |
1-14 |
1.0% |
7% |
False |
True |
237,072 |
| 10 |
148-25 |
144-13 |
4-12 |
3.0% |
1-05 |
0.8% |
7% |
False |
True |
228,109 |
| 20 |
150-28 |
144-13 |
6-15 |
4.5% |
1-04 |
0.8% |
5% |
False |
True |
298,831 |
| 40 |
151-10 |
144-13 |
6-29 |
4.8% |
1-02 |
0.7% |
5% |
False |
True |
204,664 |
| 60 |
151-10 |
144-13 |
6-29 |
4.8% |
1-00 |
0.7% |
5% |
False |
True |
136,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-03 |
|
2.618 |
150-13 |
|
1.618 |
148-24 |
|
1.000 |
147-23 |
|
0.618 |
147-03 |
|
HIGH |
146-02 |
|
0.618 |
145-14 |
|
0.500 |
145-08 |
|
0.382 |
145-01 |
|
LOW |
144-13 |
|
0.618 |
143-12 |
|
1.000 |
142-24 |
|
1.618 |
141-23 |
|
2.618 |
140-02 |
|
4.250 |
137-12 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-08 |
146-18 |
| PP |
145-02 |
145-30 |
| S1 |
144-28 |
145-11 |
|