ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
143-12 |
142-24 |
-0-20 |
-0.4% |
144-00 |
| High |
144-13 |
143-28 |
-0-17 |
-0.4% |
144-13 |
| Low |
142-14 |
142-05 |
-0-09 |
-0.2% |
142-14 |
| Close |
142-27 |
143-15 |
0-20 |
0.4% |
142-27 |
| Range |
1-31 |
1-23 |
-0-08 |
-12.7% |
1-31 |
| ATR |
1-05 |
1-06 |
0-01 |
3.4% |
0-00 |
| Volume |
721,177 |
468,052 |
-253,125 |
-35.1% |
2,650,056 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-10 |
147-20 |
144-13 |
|
| R3 |
146-19 |
145-29 |
143-30 |
|
| R2 |
144-28 |
144-28 |
143-25 |
|
| R1 |
144-06 |
144-06 |
143-20 |
144-17 |
| PP |
143-05 |
143-05 |
143-05 |
143-11 |
| S1 |
142-15 |
142-15 |
143-10 |
142-26 |
| S2 |
141-14 |
141-14 |
143-05 |
|
| S3 |
139-23 |
140-24 |
143-00 |
|
| S4 |
138-00 |
139-01 |
142-17 |
|
|
| 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 |
142-05 |
2-08 |
1.6% |
1-09 |
0.9% |
58% |
False |
True |
531,481 |
| 10 |
146-15 |
142-05 |
4-10 |
3.0% |
1-07 |
0.9% |
30% |
False |
True |
462,463 |
| 20 |
146-17 |
142-05 |
4-12 |
3.0% |
1-03 |
0.8% |
30% |
False |
True |
392,756 |
| 40 |
150-28 |
142-05 |
8-23 |
6.1% |
1-04 |
0.8% |
15% |
False |
True |
349,609 |
| 60 |
151-10 |
142-05 |
9-05 |
6.4% |
1-03 |
0.8% |
14% |
False |
True |
275,880 |
| 80 |
151-10 |
142-05 |
9-05 |
6.4% |
1-01 |
0.7% |
14% |
False |
True |
206,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-06 |
|
2.618 |
148-12 |
|
1.618 |
146-21 |
|
1.000 |
145-19 |
|
0.618 |
144-30 |
|
HIGH |
143-28 |
|
0.618 |
143-07 |
|
0.500 |
143-00 |
|
0.382 |
142-26 |
|
LOW |
142-05 |
|
0.618 |
141-03 |
|
1.000 |
140-14 |
|
1.618 |
139-12 |
|
2.618 |
137-21 |
|
4.250 |
134-27 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-10 |
143-13 |
| PP |
143-05 |
143-11 |
| S1 |
143-00 |
143-09 |
|