ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
145-25 |
145-29 |
0-04 |
0.1% |
145-10 |
| High |
146-05 |
146-12 |
0-07 |
0.1% |
146-17 |
| Low |
145-08 |
145-26 |
0-18 |
0.4% |
144-28 |
| Close |
146-01 |
145-31 |
-0-02 |
0.0% |
145-27 |
| Range |
0-29 |
0-18 |
-0-11 |
-37.9% |
1-21 |
| ATR |
1-03 |
1-02 |
-0-01 |
-3.5% |
0-00 |
| Volume |
311,042 |
253,838 |
-57,204 |
-18.4% |
1,581,202 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-24 |
147-13 |
146-09 |
|
| R3 |
147-06 |
146-27 |
146-04 |
|
| R2 |
146-20 |
146-20 |
146-02 |
|
| R1 |
146-09 |
146-09 |
146-01 |
146-14 |
| PP |
146-02 |
146-02 |
146-02 |
146-04 |
| S1 |
145-23 |
145-23 |
145-29 |
145-28 |
| S2 |
145-16 |
145-16 |
145-28 |
|
| S3 |
144-30 |
145-05 |
145-26 |
|
| S4 |
144-12 |
144-19 |
145-21 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-23 |
149-30 |
146-24 |
|
| R3 |
149-02 |
148-09 |
146-10 |
|
| R2 |
147-13 |
147-13 |
146-05 |
|
| R1 |
146-20 |
146-20 |
146-00 |
147-00 |
| PP |
145-24 |
145-24 |
145-24 |
145-30 |
| S1 |
144-31 |
144-31 |
145-22 |
145-12 |
| S2 |
144-03 |
144-03 |
145-17 |
|
| S3 |
142-14 |
143-10 |
145-12 |
|
| S4 |
140-25 |
141-21 |
144-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-17 |
144-28 |
1-21 |
1.1% |
0-31 |
0.7% |
66% |
False |
False |
307,146 |
| 10 |
146-17 |
144-11 |
2-06 |
1.5% |
0-31 |
0.7% |
74% |
False |
False |
324,371 |
| 20 |
148-25 |
143-17 |
5-08 |
3.6% |
1-01 |
0.7% |
46% |
False |
False |
277,976 |
| 40 |
150-28 |
143-17 |
7-11 |
5.0% |
1-01 |
0.7% |
33% |
False |
False |
310,442 |
| 60 |
151-10 |
143-17 |
7-25 |
5.3% |
1-01 |
0.7% |
31% |
False |
False |
208,264 |
| 80 |
151-10 |
143-17 |
7-25 |
5.3% |
0-31 |
0.7% |
31% |
False |
False |
156,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-24 |
|
2.618 |
147-27 |
|
1.618 |
147-09 |
|
1.000 |
146-30 |
|
0.618 |
146-23 |
|
HIGH |
146-12 |
|
0.618 |
146-05 |
|
0.500 |
146-03 |
|
0.382 |
146-01 |
|
LOW |
145-26 |
|
0.618 |
145-15 |
|
1.000 |
145-08 |
|
1.618 |
144-29 |
|
2.618 |
144-11 |
|
4.250 |
143-14 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
146-03 |
145-28 |
| PP |
146-02 |
145-24 |
| S1 |
146-00 |
145-20 |
|