ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
145-20 |
145-26 |
0-06 |
0.1% |
144-21 |
| High |
146-14 |
146-17 |
0-03 |
0.1% |
145-20 |
| Low |
145-17 |
145-25 |
0-08 |
0.2% |
144-11 |
| Close |
145-31 |
146-03 |
0-04 |
0.1% |
145-09 |
| Range |
0-29 |
0-24 |
-0-05 |
-17.2% |
1-09 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.3% |
0-00 |
| Volume |
341,680 |
289,380 |
-52,300 |
-15.3% |
1,649,281 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-12 |
148-00 |
146-16 |
|
| R3 |
147-20 |
147-08 |
146-10 |
|
| R2 |
146-28 |
146-28 |
146-07 |
|
| R1 |
146-16 |
146-16 |
146-05 |
146-22 |
| PP |
146-04 |
146-04 |
146-04 |
146-08 |
| S1 |
145-24 |
145-24 |
146-01 |
145-30 |
| S2 |
145-12 |
145-12 |
145-31 |
|
| S3 |
144-20 |
145-00 |
145-28 |
|
| S4 |
143-28 |
144-08 |
145-22 |
|
|
| 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 |
146-17 |
144-11 |
2-06 |
1.5% |
0-30 |
0.6% |
80% |
True |
False |
336,378 |
| 10 |
146-17 |
143-17 |
3-00 |
2.1% |
1-00 |
0.7% |
85% |
True |
False |
348,870 |
| 20 |
148-25 |
143-17 |
5-08 |
3.6% |
1-03 |
0.7% |
49% |
False |
False |
291,274 |
| 40 |
150-28 |
143-17 |
7-11 |
5.0% |
1-01 |
0.7% |
35% |
False |
False |
280,679 |
| 60 |
151-10 |
143-17 |
7-25 |
5.3% |
1-00 |
0.7% |
33% |
False |
False |
187,501 |
| 80 |
151-10 |
143-17 |
7-25 |
5.3% |
0-31 |
0.7% |
33% |
False |
False |
140,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-23 |
|
2.618 |
148-16 |
|
1.618 |
147-24 |
|
1.000 |
147-09 |
|
0.618 |
147-00 |
|
HIGH |
146-17 |
|
0.618 |
146-08 |
|
0.500 |
146-05 |
|
0.382 |
146-02 |
|
LOW |
145-25 |
|
0.618 |
145-10 |
|
1.000 |
145-01 |
|
1.618 |
144-18 |
|
2.618 |
143-26 |
|
4.250 |
142-19 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
146-05 |
146-00 |
| PP |
146-04 |
145-30 |
| S1 |
146-04 |
145-27 |
|