ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
145-12 |
144-25 |
-0-19 |
-0.4% |
144-21 |
| High |
145-12 |
145-19 |
0-07 |
0.2% |
145-20 |
| Low |
144-17 |
144-11 |
-0-06 |
-0.1% |
144-11 |
| Close |
144-27 |
145-09 |
0-14 |
0.3% |
145-09 |
| Range |
0-27 |
1-08 |
0-13 |
48.1% |
1-09 |
| ATR |
1-04 |
1-05 |
0-00 |
0.7% |
0-00 |
| Volume |
432,152 |
350,009 |
-82,143 |
-19.0% |
1,649,281 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-26 |
148-10 |
145-31 |
|
| R3 |
147-18 |
147-02 |
145-20 |
|
| R2 |
146-10 |
146-10 |
145-16 |
|
| R1 |
145-26 |
145-26 |
145-13 |
146-02 |
| PP |
145-02 |
145-02 |
145-02 |
145-06 |
| S1 |
144-18 |
144-18 |
145-05 |
144-26 |
| S2 |
143-26 |
143-26 |
145-02 |
|
| S3 |
142-18 |
143-10 |
144-30 |
|
| S4 |
141-10 |
142-02 |
144-19 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-30 |
148-12 |
146-00 |
|
| R3 |
147-21 |
147-03 |
145-20 |
|
| R2 |
146-12 |
146-12 |
145-17 |
|
| R1 |
145-26 |
145-26 |
145-13 |
146-03 |
| PP |
145-03 |
145-03 |
145-03 |
145-07 |
| S1 |
144-17 |
144-17 |
145-05 |
144-26 |
| S2 |
143-26 |
143-26 |
145-01 |
|
| S3 |
142-17 |
143-08 |
144-30 |
|
| S4 |
141-08 |
141-31 |
144-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-20 |
144-11 |
1-09 |
0.9% |
0-29 |
0.6% |
73% |
False |
True |
329,856 |
| 10 |
148-25 |
143-17 |
5-08 |
3.6% |
1-05 |
0.8% |
33% |
False |
False |
314,643 |
| 20 |
148-25 |
143-17 |
5-08 |
3.6% |
1-04 |
0.8% |
33% |
False |
False |
303,592 |
| 40 |
151-10 |
143-17 |
7-25 |
5.4% |
1-01 |
0.7% |
22% |
False |
False |
258,431 |
| 60 |
151-10 |
143-17 |
7-25 |
5.4% |
1-01 |
0.7% |
22% |
False |
False |
172,509 |
| 80 |
151-10 |
143-17 |
7-25 |
5.4% |
0-30 |
0.6% |
22% |
False |
False |
129,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-29 |
|
2.618 |
148-28 |
|
1.618 |
147-20 |
|
1.000 |
146-27 |
|
0.618 |
146-12 |
|
HIGH |
145-19 |
|
0.618 |
145-04 |
|
0.500 |
144-31 |
|
0.382 |
144-26 |
|
LOW |
144-11 |
|
0.618 |
143-18 |
|
1.000 |
143-03 |
|
1.618 |
142-10 |
|
2.618 |
141-02 |
|
4.250 |
139-01 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-06 |
145-06 |
| PP |
145-02 |
145-03 |
| S1 |
144-31 |
145-00 |
|