ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
146-05 |
145-24 |
-0-13 |
-0.3% |
145-25 |
| High |
146-15 |
145-25 |
-0-22 |
-0.5% |
146-15 |
| Low |
145-09 |
143-30 |
-1-11 |
-0.9% |
143-30 |
| Close |
145-27 |
144-02 |
-1-25 |
-1.2% |
144-02 |
| Range |
1-06 |
1-27 |
0-21 |
55.3% |
2-17 |
| ATR |
1-02 |
1-04 |
0-02 |
5.5% |
0-00 |
| Volume |
437,841 |
503,810 |
65,969 |
15.1% |
1,506,531 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-04 |
148-30 |
145-02 |
|
| R3 |
148-09 |
147-03 |
144-18 |
|
| R2 |
146-14 |
146-14 |
144-13 |
|
| R1 |
145-08 |
145-08 |
144-07 |
144-30 |
| PP |
144-19 |
144-19 |
144-19 |
144-14 |
| S1 |
143-13 |
143-13 |
143-29 |
143-02 |
| S2 |
142-24 |
142-24 |
143-23 |
|
| S3 |
140-29 |
141-18 |
143-18 |
|
| S4 |
139-02 |
139-23 |
143-02 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-13 |
150-25 |
145-15 |
|
| R3 |
149-28 |
148-08 |
144-24 |
|
| R2 |
147-11 |
147-11 |
144-17 |
|
| R1 |
145-23 |
145-23 |
144-09 |
145-08 |
| PP |
144-26 |
144-26 |
144-26 |
144-19 |
| S1 |
143-06 |
143-06 |
143-27 |
142-24 |
| S2 |
142-09 |
142-09 |
143-19 |
|
| S3 |
139-24 |
140-21 |
143-12 |
|
| S4 |
137-07 |
138-04 |
142-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-15 |
143-30 |
2-17 |
1.8% |
1-04 |
0.8% |
5% |
False |
True |
360,100 |
| 10 |
146-17 |
143-30 |
2-19 |
1.8% |
1-03 |
0.8% |
5% |
False |
True |
343,774 |
| 20 |
148-25 |
143-17 |
5-08 |
3.6% |
1-05 |
0.8% |
10% |
False |
False |
321,727 |
| 40 |
150-28 |
143-17 |
7-11 |
5.1% |
1-02 |
0.7% |
7% |
False |
False |
323,640 |
| 60 |
151-10 |
143-17 |
7-25 |
5.4% |
1-01 |
0.7% |
7% |
False |
False |
223,955 |
| 80 |
151-10 |
143-17 |
7-25 |
5.4% |
1-00 |
0.7% |
7% |
False |
False |
167,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-20 |
|
2.618 |
150-19 |
|
1.618 |
148-24 |
|
1.000 |
147-20 |
|
0.618 |
146-29 |
|
HIGH |
145-25 |
|
0.618 |
145-02 |
|
0.500 |
144-28 |
|
0.382 |
144-21 |
|
LOW |
143-30 |
|
0.618 |
142-26 |
|
1.000 |
142-03 |
|
1.618 |
140-31 |
|
2.618 |
139-04 |
|
4.250 |
136-03 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-28 |
145-06 |
| PP |
144-19 |
144-26 |
| S1 |
144-10 |
144-14 |
|