ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
144-21 |
144-23 |
0-02 |
0.0% |
148-13 |
| High |
145-04 |
145-13 |
0-09 |
0.2% |
148-23 |
| Low |
144-12 |
144-17 |
0-05 |
0.1% |
143-17 |
| Close |
144-22 |
145-06 |
0-16 |
0.3% |
144-16 |
| Range |
0-24 |
0-28 |
0-04 |
16.7% |
5-06 |
| ATR |
1-06 |
1-06 |
-0-01 |
-1.9% |
0-00 |
| Volume |
253,435 |
298,215 |
44,780 |
17.7% |
1,354,252 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-21 |
147-10 |
145-21 |
|
| R3 |
146-25 |
146-14 |
145-14 |
|
| R2 |
145-29 |
145-29 |
145-11 |
|
| R1 |
145-18 |
145-18 |
145-09 |
145-24 |
| PP |
145-01 |
145-01 |
145-01 |
145-04 |
| S1 |
144-22 |
144-22 |
145-03 |
144-28 |
| S2 |
144-05 |
144-05 |
145-01 |
|
| S3 |
143-09 |
143-26 |
144-30 |
|
| S4 |
142-13 |
142-30 |
144-23 |
|
|
| 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 |
146-10 |
143-17 |
2-25 |
1.9% |
1-03 |
0.8% |
60% |
False |
False |
354,571 |
| 10 |
148-25 |
143-17 |
5-08 |
3.6% |
1-04 |
0.8% |
32% |
False |
False |
231,582 |
| 20 |
150-02 |
143-17 |
6-17 |
4.5% |
1-04 |
0.8% |
25% |
False |
False |
296,276 |
| 40 |
151-10 |
143-17 |
7-25 |
5.4% |
1-00 |
0.7% |
21% |
False |
False |
231,138 |
| 60 |
151-10 |
143-17 |
7-25 |
5.4% |
1-00 |
0.7% |
21% |
False |
False |
154,217 |
| 80 |
151-10 |
143-08 |
8-02 |
5.6% |
0-30 |
0.6% |
24% |
False |
False |
115,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-04 |
|
2.618 |
147-22 |
|
1.618 |
146-26 |
|
1.000 |
146-09 |
|
0.618 |
145-30 |
|
HIGH |
145-13 |
|
0.618 |
145-02 |
|
0.500 |
144-31 |
|
0.382 |
144-28 |
|
LOW |
144-17 |
|
0.618 |
144-00 |
|
1.000 |
143-21 |
|
1.618 |
143-04 |
|
2.618 |
142-08 |
|
4.250 |
140-26 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-04 |
144-30 |
| PP |
145-01 |
144-23 |
| S1 |
144-31 |
144-15 |
|