ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
143-23 |
142-30 |
-0-25 |
-0.5% |
144-00 |
| High |
143-27 |
143-23 |
-0-04 |
-0.1% |
144-13 |
| Low |
142-21 |
142-21 |
0-00 |
0.0% |
142-14 |
| Close |
142-24 |
143-17 |
0-25 |
0.5% |
142-27 |
| Range |
1-06 |
1-02 |
-0-04 |
-10.5% |
1-31 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.8% |
0-00 |
| Volume |
363,714 |
472,588 |
108,874 |
29.9% |
2,650,056 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-16 |
146-02 |
144-04 |
|
| R3 |
145-14 |
145-00 |
143-26 |
|
| R2 |
144-12 |
144-12 |
143-23 |
|
| R1 |
143-30 |
143-30 |
143-20 |
144-05 |
| PP |
143-10 |
143-10 |
143-10 |
143-13 |
| S1 |
142-28 |
142-28 |
143-14 |
143-03 |
| S2 |
142-08 |
142-08 |
143-11 |
|
| S3 |
141-06 |
141-26 |
143-08 |
|
| S4 |
140-04 |
140-24 |
142-30 |
|
|
| 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% |
1-11 |
0.9% |
61% |
False |
False |
496,081 |
| 10 |
146-15 |
142-05 |
4-10 |
3.0% |
1-10 |
0.9% |
32% |
False |
False |
489,606 |
| 20 |
146-17 |
142-05 |
4-12 |
3.0% |
1-04 |
0.8% |
31% |
False |
False |
406,988 |
| 40 |
150-02 |
142-05 |
7-29 |
5.5% |
1-04 |
0.8% |
17% |
False |
False |
351,632 |
| 60 |
151-10 |
142-05 |
9-05 |
6.4% |
1-02 |
0.7% |
15% |
False |
False |
289,755 |
| 80 |
151-10 |
142-05 |
9-05 |
6.4% |
1-01 |
0.7% |
15% |
False |
False |
217,410 |
| 100 |
151-10 |
142-05 |
9-05 |
6.4% |
0-31 |
0.7% |
15% |
False |
False |
173,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-08 |
|
2.618 |
146-16 |
|
1.618 |
145-14 |
|
1.000 |
144-25 |
|
0.618 |
144-12 |
|
HIGH |
143-23 |
|
0.618 |
143-10 |
|
0.500 |
143-06 |
|
0.382 |
143-02 |
|
LOW |
142-21 |
|
0.618 |
142-00 |
|
1.000 |
141-19 |
|
1.618 |
140-30 |
|
2.618 |
139-28 |
|
4.250 |
138-04 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-13 |
143-12 |
| PP |
143-10 |
143-06 |
| S1 |
143-06 |
143-00 |
|