ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
145-22 |
144-14 |
-1-08 |
-0.9% |
148-13 |
| High |
146-02 |
144-27 |
-1-07 |
-0.8% |
148-23 |
| Low |
144-13 |
143-17 |
-0-28 |
-0.6% |
143-17 |
| Close |
144-23 |
144-16 |
-0-07 |
-0.2% |
144-16 |
| Range |
1-21 |
1-10 |
-0-11 |
-20.8% |
5-06 |
| ATR |
1-07 |
1-07 |
0-00 |
0.5% |
0-00 |
| Volume |
427,517 |
512,172 |
84,655 |
19.8% |
1,354,252 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-07 |
147-22 |
145-07 |
|
| R3 |
146-29 |
146-12 |
144-28 |
|
| R2 |
145-19 |
145-19 |
144-24 |
|
| R1 |
145-02 |
145-02 |
144-20 |
145-10 |
| PP |
144-09 |
144-09 |
144-09 |
144-14 |
| S1 |
143-24 |
143-24 |
144-12 |
144-00 |
| S2 |
142-31 |
142-31 |
144-08 |
|
| S3 |
141-21 |
142-14 |
144-04 |
|
| S4 |
140-11 |
141-04 |
143-25 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-05 |
158-00 |
147-11 |
|
| R3 |
155-31 |
152-26 |
145-30 |
|
| R2 |
150-25 |
150-25 |
145-14 |
|
| R1 |
147-20 |
147-20 |
144-31 |
146-20 |
| PP |
145-19 |
145-19 |
145-19 |
145-02 |
| S1 |
142-14 |
142-14 |
144-01 |
141-14 |
| S2 |
140-13 |
140-13 |
143-18 |
|
| S3 |
135-07 |
137-08 |
143-02 |
|
| S4 |
130-01 |
132-02 |
141-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-25 |
143-17 |
5-08 |
3.6% |
1-12 |
1.0% |
18% |
False |
True |
299,429 |
| 10 |
148-25 |
143-17 |
5-08 |
3.6% |
1-06 |
0.8% |
18% |
False |
True |
241,118 |
| 20 |
150-28 |
143-17 |
7-11 |
5.1% |
1-05 |
0.8% |
13% |
False |
True |
306,462 |
| 40 |
151-10 |
143-17 |
7-25 |
5.4% |
1-02 |
0.7% |
12% |
False |
True |
217,442 |
| 60 |
151-10 |
143-17 |
7-25 |
5.4% |
1-01 |
0.7% |
12% |
False |
True |
145,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-14 |
|
2.618 |
148-09 |
|
1.618 |
146-31 |
|
1.000 |
146-05 |
|
0.618 |
145-21 |
|
HIGH |
144-27 |
|
0.618 |
144-11 |
|
0.500 |
144-06 |
|
0.382 |
144-01 |
|
LOW |
143-17 |
|
0.618 |
142-23 |
|
1.000 |
142-07 |
|
1.618 |
141-13 |
|
2.618 |
140-03 |
|
4.250 |
137-30 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-13 |
144-30 |
| PP |
144-09 |
144-25 |
| S1 |
144-06 |
144-20 |
|