ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
144-00 |
143-25 |
-0-07 |
-0.2% |
145-25 |
| High |
144-11 |
144-03 |
-0-08 |
-0.2% |
146-15 |
| Low |
143-03 |
143-05 |
0-02 |
0.0% |
143-30 |
| Close |
143-21 |
143-14 |
-0-07 |
-0.2% |
144-02 |
| Range |
1-08 |
0-30 |
-0-10 |
-25.0% |
2-17 |
| ATR |
1-05 |
1-04 |
0-00 |
-1.3% |
0-00 |
| Volume |
460,701 |
382,403 |
-78,298 |
-17.0% |
1,506,531 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-12 |
145-27 |
143-30 |
|
| R3 |
145-14 |
144-29 |
143-22 |
|
| R2 |
144-16 |
144-16 |
143-20 |
|
| R1 |
143-31 |
143-31 |
143-17 |
143-24 |
| PP |
143-18 |
143-18 |
143-18 |
143-15 |
| S1 |
143-01 |
143-01 |
143-11 |
142-26 |
| S2 |
142-20 |
142-20 |
143-08 |
|
| S3 |
141-22 |
142-03 |
143-06 |
|
| S4 |
140-24 |
141-05 |
142-30 |
|
|
| 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 |
143-03 |
3-12 |
2.4% |
1-05 |
0.8% |
10% |
False |
False |
407,718 |
| 10 |
146-17 |
143-03 |
3-14 |
2.4% |
1-03 |
0.8% |
10% |
False |
False |
366,216 |
| 20 |
148-23 |
143-03 |
5-20 |
3.9% |
1-04 |
0.8% |
6% |
False |
False |
346,718 |
| 40 |
150-28 |
143-03 |
7-25 |
5.4% |
1-02 |
0.8% |
4% |
False |
False |
328,823 |
| 60 |
151-10 |
143-03 |
8-07 |
5.7% |
1-02 |
0.7% |
4% |
False |
False |
238,006 |
| 80 |
151-10 |
143-03 |
8-07 |
5.7% |
1-00 |
0.7% |
4% |
False |
False |
178,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-02 |
|
2.618 |
146-18 |
|
1.618 |
145-20 |
|
1.000 |
145-01 |
|
0.618 |
144-22 |
|
HIGH |
144-03 |
|
0.618 |
143-24 |
|
0.500 |
143-20 |
|
0.382 |
143-16 |
|
LOW |
143-05 |
|
0.618 |
142-18 |
|
1.000 |
142-07 |
|
1.618 |
141-20 |
|
2.618 |
140-22 |
|
4.250 |
139-06 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-20 |
144-14 |
| PP |
143-18 |
144-03 |
| S1 |
143-16 |
143-25 |
|