ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
143-25 |
143-05 |
-0-20 |
-0.4% |
145-25 |
| High |
144-03 |
143-22 |
-0-13 |
-0.3% |
146-15 |
| Low |
143-05 |
142-19 |
-0-18 |
-0.4% |
143-30 |
| Close |
143-14 |
143-02 |
-0-12 |
-0.3% |
144-02 |
| Range |
0-30 |
1-03 |
0-05 |
16.7% |
2-17 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.2% |
0-00 |
| Volume |
382,403 |
630,899 |
248,496 |
65.0% |
1,506,531 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-13 |
145-26 |
143-21 |
|
| R3 |
145-10 |
144-23 |
143-12 |
|
| R2 |
144-07 |
144-07 |
143-08 |
|
| R1 |
143-20 |
143-20 |
143-05 |
143-12 |
| PP |
143-04 |
143-04 |
143-04 |
143-00 |
| S1 |
142-17 |
142-17 |
142-31 |
142-09 |
| S2 |
142-01 |
142-01 |
142-28 |
|
| S3 |
140-30 |
141-14 |
142-24 |
|
| S4 |
139-27 |
140-11 |
142-15 |
|
|
| 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 |
142-19 |
3-28 |
2.7% |
1-08 |
0.9% |
12% |
False |
True |
483,130 |
| 10 |
146-17 |
142-19 |
3-30 |
2.8% |
1-04 |
0.8% |
12% |
False |
True |
395,138 |
| 20 |
146-17 |
142-19 |
3-30 |
2.8% |
1-02 |
0.7% |
12% |
False |
True |
371,611 |
| 40 |
150-28 |
142-19 |
8-09 |
5.8% |
1-03 |
0.8% |
6% |
False |
True |
334,174 |
| 60 |
151-10 |
142-19 |
8-23 |
6.1% |
1-02 |
0.7% |
5% |
False |
True |
248,510 |
| 80 |
151-10 |
142-19 |
8-23 |
6.1% |
1-01 |
0.7% |
5% |
False |
True |
186,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-11 |
|
2.618 |
146-18 |
|
1.618 |
145-15 |
|
1.000 |
144-25 |
|
0.618 |
144-12 |
|
HIGH |
143-22 |
|
0.618 |
143-09 |
|
0.500 |
143-04 |
|
0.382 |
143-00 |
|
LOW |
142-19 |
|
0.618 |
141-29 |
|
1.000 |
141-16 |
|
1.618 |
140-26 |
|
2.618 |
139-23 |
|
4.250 |
137-30 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-04 |
143-15 |
| PP |
143-04 |
143-11 |
| S1 |
143-03 |
143-06 |
|