ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
144-25 |
145-10 |
0-17 |
0.4% |
144-21 |
| High |
145-19 |
146-02 |
0-15 |
0.3% |
145-20 |
| Low |
144-11 |
145-05 |
0-26 |
0.6% |
144-11 |
| Close |
145-09 |
145-15 |
0-06 |
0.1% |
145-09 |
| Range |
1-08 |
0-29 |
-0-11 |
-27.5% |
1-09 |
| ATR |
1-05 |
1-04 |
-0-01 |
-1.5% |
0-00 |
| Volume |
350,009 |
268,671 |
-81,338 |
-23.2% |
1,649,281 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-09 |
147-25 |
145-31 |
|
| R3 |
147-12 |
146-28 |
145-23 |
|
| R2 |
146-15 |
146-15 |
145-20 |
|
| R1 |
145-31 |
145-31 |
145-18 |
146-07 |
| PP |
145-18 |
145-18 |
145-18 |
145-22 |
| S1 |
145-02 |
145-02 |
145-12 |
145-10 |
| S2 |
144-21 |
144-21 |
145-10 |
|
| S3 |
143-24 |
144-05 |
145-07 |
|
| S4 |
142-27 |
143-08 |
144-31 |
|
|
| 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 |
146-02 |
144-11 |
1-23 |
1.2% |
0-30 |
0.6% |
65% |
True |
False |
332,903 |
| 10 |
148-23 |
143-17 |
5-06 |
3.6% |
1-04 |
0.8% |
37% |
False |
False |
327,220 |
| 20 |
148-25 |
143-17 |
5-08 |
3.6% |
1-04 |
0.8% |
37% |
False |
False |
291,661 |
| 40 |
151-10 |
143-17 |
7-25 |
5.3% |
1-01 |
0.7% |
25% |
False |
False |
265,119 |
| 60 |
151-10 |
143-17 |
7-25 |
5.3% |
1-00 |
0.7% |
25% |
False |
False |
176,986 |
| 80 |
151-10 |
143-17 |
7-25 |
5.3% |
0-30 |
0.6% |
25% |
False |
False |
132,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-29 |
|
2.618 |
148-14 |
|
1.618 |
147-17 |
|
1.000 |
146-31 |
|
0.618 |
146-20 |
|
HIGH |
146-02 |
|
0.618 |
145-23 |
|
0.500 |
145-20 |
|
0.382 |
145-16 |
|
LOW |
145-05 |
|
0.618 |
144-19 |
|
1.000 |
144-08 |
|
1.618 |
143-22 |
|
2.618 |
142-25 |
|
4.250 |
141-10 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-20 |
145-12 |
| PP |
145-18 |
145-09 |
| S1 |
145-16 |
145-06 |
|