ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
143-07 |
143-12 |
0-05 |
0.1% |
144-00 |
| High |
143-24 |
144-13 |
0-21 |
0.5% |
144-13 |
| Low |
143-00 |
142-14 |
-0-18 |
-0.4% |
142-14 |
| Close |
143-15 |
142-27 |
-0-20 |
-0.4% |
142-27 |
| Range |
0-24 |
1-31 |
1-07 |
162.5% |
1-31 |
| ATR |
1-03 |
1-05 |
0-02 |
5.7% |
0-00 |
| Volume |
454,876 |
721,177 |
266,301 |
58.5% |
2,650,056 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-04 |
147-31 |
143-30 |
|
| R3 |
147-05 |
146-00 |
143-12 |
|
| R2 |
145-06 |
145-06 |
143-07 |
|
| R1 |
144-01 |
144-01 |
143-01 |
143-20 |
| PP |
143-07 |
143-07 |
143-07 |
143-01 |
| S1 |
142-02 |
142-02 |
142-21 |
141-21 |
| S2 |
141-08 |
141-08 |
142-15 |
|
| S3 |
139-09 |
140-03 |
142-10 |
|
| S4 |
137-10 |
138-04 |
141-24 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-04 |
147-31 |
143-30 |
|
| R3 |
147-05 |
146-00 |
143-12 |
|
| R2 |
145-06 |
145-06 |
143-07 |
|
| R1 |
144-01 |
144-01 |
143-01 |
143-20 |
| PP |
143-07 |
143-07 |
143-07 |
143-01 |
| S1 |
142-02 |
142-02 |
142-21 |
141-21 |
| S2 |
141-08 |
141-08 |
142-15 |
|
| S3 |
139-09 |
140-03 |
142-10 |
|
| S4 |
137-10 |
138-04 |
141-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-13 |
142-14 |
1-31 |
1.4% |
1-06 |
0.8% |
21% |
True |
True |
530,011 |
| 10 |
146-15 |
142-14 |
4-01 |
2.8% |
1-05 |
0.8% |
10% |
False |
True |
445,056 |
| 20 |
146-17 |
142-14 |
4-03 |
2.9% |
1-03 |
0.8% |
10% |
False |
True |
394,962 |
| 40 |
150-28 |
142-14 |
8-14 |
5.9% |
1-04 |
0.8% |
5% |
False |
True |
346,896 |
| 60 |
151-10 |
142-14 |
8-28 |
6.2% |
1-02 |
0.7% |
5% |
False |
True |
268,096 |
| 80 |
151-10 |
142-14 |
8-28 |
6.2% |
1-01 |
0.7% |
5% |
False |
True |
201,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-25 |
|
2.618 |
149-18 |
|
1.618 |
147-19 |
|
1.000 |
146-12 |
|
0.618 |
145-20 |
|
HIGH |
144-13 |
|
0.618 |
143-21 |
|
0.500 |
143-14 |
|
0.382 |
143-06 |
|
LOW |
142-14 |
|
0.618 |
141-07 |
|
1.000 |
140-15 |
|
1.618 |
139-08 |
|
2.618 |
137-09 |
|
4.250 |
134-02 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-14 |
143-14 |
| PP |
143-07 |
143-07 |
| S1 |
143-01 |
143-01 |
|