ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
145-05 |
145-12 |
0-07 |
0.2% |
148-13 |
| High |
145-20 |
145-12 |
-0-08 |
-0.2% |
148-23 |
| Low |
144-25 |
144-17 |
-0-08 |
-0.2% |
143-17 |
| Close |
145-16 |
144-27 |
-0-21 |
-0.5% |
144-16 |
| Range |
0-27 |
0-27 |
0-00 |
0.0% |
5-06 |
| ATR |
1-05 |
1-04 |
0-00 |
-1.1% |
0-00 |
| Volume |
315,470 |
432,152 |
116,682 |
37.0% |
1,354,252 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-14 |
147-00 |
145-10 |
|
| R3 |
146-19 |
146-05 |
145-02 |
|
| R2 |
145-24 |
145-24 |
145-00 |
|
| R1 |
145-10 |
145-10 |
144-29 |
145-04 |
| PP |
144-29 |
144-29 |
144-29 |
144-26 |
| S1 |
144-15 |
144-15 |
144-25 |
144-08 |
| S2 |
144-02 |
144-02 |
144-22 |
|
| S3 |
143-07 |
143-20 |
144-20 |
|
| S4 |
142-12 |
142-25 |
144-12 |
|
|
| 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 |
145-20 |
143-17 |
2-03 |
1.4% |
0-30 |
0.6% |
63% |
False |
False |
362,288 |
| 10 |
148-25 |
143-17 |
5-08 |
3.6% |
1-06 |
0.8% |
25% |
False |
False |
299,680 |
| 20 |
149-12 |
143-17 |
5-27 |
4.0% |
1-05 |
0.8% |
22% |
False |
False |
308,847 |
| 40 |
151-10 |
143-17 |
7-25 |
5.4% |
1-01 |
0.7% |
17% |
False |
False |
249,690 |
| 60 |
151-10 |
143-17 |
7-25 |
5.4% |
1-00 |
0.7% |
17% |
False |
False |
166,676 |
| 80 |
151-10 |
143-17 |
7-25 |
5.4% |
0-30 |
0.6% |
17% |
False |
False |
125,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-31 |
|
2.618 |
147-19 |
|
1.618 |
146-24 |
|
1.000 |
146-07 |
|
0.618 |
145-29 |
|
HIGH |
145-12 |
|
0.618 |
145-02 |
|
0.500 |
144-30 |
|
0.382 |
144-27 |
|
LOW |
144-17 |
|
0.618 |
144-00 |
|
1.000 |
143-22 |
|
1.618 |
143-05 |
|
2.618 |
142-10 |
|
4.250 |
140-30 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-30 |
145-02 |
| PP |
144-29 |
145-00 |
| S1 |
144-28 |
144-30 |
|