ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
143-05 |
143-07 |
0-02 |
0.0% |
145-25 |
| High |
143-22 |
143-24 |
0-02 |
0.0% |
146-15 |
| Low |
142-19 |
143-00 |
0-13 |
0.3% |
143-30 |
| Close |
143-02 |
143-15 |
0-13 |
0.3% |
144-02 |
| Range |
1-03 |
0-24 |
-0-11 |
-31.4% |
2-17 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.4% |
0-00 |
| Volume |
630,899 |
454,876 |
-176,023 |
-27.9% |
1,506,531 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-21 |
145-10 |
143-28 |
|
| R3 |
144-29 |
144-18 |
143-22 |
|
| R2 |
144-05 |
144-05 |
143-19 |
|
| R1 |
143-26 |
143-26 |
143-17 |
144-00 |
| PP |
143-13 |
143-13 |
143-13 |
143-16 |
| S1 |
143-02 |
143-02 |
143-13 |
143-08 |
| S2 |
142-21 |
142-21 |
143-11 |
|
| S3 |
141-29 |
142-10 |
143-08 |
|
| S4 |
141-05 |
141-18 |
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 |
145-25 |
142-19 |
3-06 |
2.2% |
1-06 |
0.8% |
27% |
False |
False |
486,537 |
| 10 |
146-15 |
142-19 |
3-28 |
2.7% |
1-04 |
0.8% |
23% |
False |
False |
411,688 |
| 20 |
146-17 |
142-19 |
3-30 |
2.7% |
1-02 |
0.7% |
22% |
False |
False |
380,279 |
| 40 |
150-28 |
142-19 |
8-09 |
5.8% |
1-03 |
0.8% |
11% |
False |
False |
336,789 |
| 60 |
151-10 |
142-19 |
8-23 |
6.1% |
1-02 |
0.7% |
10% |
False |
False |
256,081 |
| 80 |
151-10 |
142-19 |
8-23 |
6.1% |
1-00 |
0.7% |
10% |
False |
False |
192,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-30 |
|
2.618 |
145-23 |
|
1.618 |
144-31 |
|
1.000 |
144-16 |
|
0.618 |
144-07 |
|
HIGH |
143-24 |
|
0.618 |
143-15 |
|
0.500 |
143-12 |
|
0.382 |
143-09 |
|
LOW |
143-00 |
|
0.618 |
142-17 |
|
1.000 |
142-08 |
|
1.618 |
141-25 |
|
2.618 |
141-01 |
|
4.250 |
139-26 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-14 |
143-14 |
| PP |
143-13 |
143-12 |
| S1 |
143-12 |
143-11 |
|