ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
144-14 |
144-21 |
0-07 |
0.2% |
148-13 |
| High |
144-27 |
145-04 |
0-09 |
0.2% |
148-23 |
| Low |
143-17 |
144-12 |
0-27 |
0.6% |
143-17 |
| Close |
144-16 |
144-22 |
0-06 |
0.1% |
144-16 |
| Range |
1-10 |
0-24 |
-0-18 |
-42.9% |
5-06 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.8% |
0-00 |
| Volume |
512,172 |
253,435 |
-258,737 |
-50.5% |
1,354,252 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-31 |
146-19 |
145-03 |
|
| R3 |
146-07 |
145-27 |
144-29 |
|
| R2 |
145-15 |
145-15 |
144-26 |
|
| R1 |
145-03 |
145-03 |
144-24 |
145-09 |
| PP |
144-23 |
144-23 |
144-23 |
144-26 |
| S1 |
144-11 |
144-11 |
144-20 |
144-17 |
| S2 |
143-31 |
143-31 |
144-18 |
|
| S3 |
143-07 |
143-19 |
144-15 |
|
| S4 |
142-15 |
142-27 |
144-09 |
|
|
| 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 |
148-23 |
143-17 |
5-06 |
3.6% |
1-10 |
0.9% |
22% |
False |
False |
321,537 |
| 10 |
148-25 |
143-17 |
5-08 |
3.6% |
1-05 |
0.8% |
22% |
False |
False |
228,695 |
| 20 |
150-22 |
143-17 |
7-05 |
4.9% |
1-05 |
0.8% |
16% |
False |
False |
304,681 |
| 40 |
151-10 |
143-17 |
7-25 |
5.4% |
1-01 |
0.7% |
15% |
False |
False |
223,740 |
| 60 |
151-10 |
143-17 |
7-25 |
5.4% |
1-01 |
0.7% |
15% |
False |
False |
149,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-10 |
|
2.618 |
147-03 |
|
1.618 |
146-11 |
|
1.000 |
145-28 |
|
0.618 |
145-19 |
|
HIGH |
145-04 |
|
0.618 |
144-27 |
|
0.500 |
144-24 |
|
0.382 |
144-21 |
|
LOW |
144-12 |
|
0.618 |
143-29 |
|
1.000 |
143-20 |
|
1.618 |
143-05 |
|
2.618 |
142-13 |
|
4.250 |
141-06 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-24 |
144-26 |
| PP |
144-23 |
144-24 |
| S1 |
144-23 |
144-23 |
|