ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
142-30 |
143-19 |
0-21 |
0.5% |
144-00 |
| High |
143-23 |
144-06 |
0-15 |
0.3% |
144-13 |
| Low |
142-21 |
143-02 |
0-13 |
0.3% |
142-14 |
| Close |
143-17 |
143-25 |
0-08 |
0.2% |
142-27 |
| Range |
1-02 |
1-04 |
0-02 |
5.9% |
1-31 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.4% |
0-00 |
| Volume |
472,588 |
506,530 |
33,942 |
7.2% |
2,650,056 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-02 |
146-17 |
144-13 |
|
| R3 |
145-30 |
145-13 |
144-03 |
|
| R2 |
144-26 |
144-26 |
144-00 |
|
| R1 |
144-09 |
144-09 |
143-28 |
144-18 |
| PP |
143-22 |
143-22 |
143-22 |
143-26 |
| S1 |
143-05 |
143-05 |
143-22 |
143-14 |
| S2 |
142-18 |
142-18 |
143-18 |
|
| S3 |
141-14 |
142-01 |
143-15 |
|
| S4 |
140-10 |
140-29 |
143-05 |
|
|
| 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% |
1-13 |
1.0% |
72% |
False |
False |
506,412 |
| 10 |
145-25 |
142-05 |
3-20 |
2.5% |
1-09 |
0.9% |
45% |
False |
False |
496,475 |
| 20 |
146-17 |
142-05 |
4-12 |
3.0% |
1-05 |
0.8% |
37% |
False |
False |
416,541 |
| 40 |
149-27 |
142-05 |
7-22 |
5.3% |
1-05 |
0.8% |
21% |
False |
False |
358,856 |
| 60 |
151-10 |
142-05 |
9-05 |
6.4% |
1-02 |
0.7% |
18% |
False |
False |
298,144 |
| 80 |
151-10 |
142-05 |
9-05 |
6.4% |
1-01 |
0.7% |
18% |
False |
False |
223,741 |
| 100 |
151-10 |
142-05 |
9-05 |
6.4% |
0-31 |
0.7% |
18% |
False |
False |
178,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-31 |
|
2.618 |
147-04 |
|
1.618 |
146-00 |
|
1.000 |
145-10 |
|
0.618 |
144-28 |
|
HIGH |
144-06 |
|
0.618 |
143-24 |
|
0.500 |
143-20 |
|
0.382 |
143-16 |
|
LOW |
143-02 |
|
0.618 |
142-12 |
|
1.000 |
141-30 |
|
1.618 |
141-08 |
|
2.618 |
140-04 |
|
4.250 |
138-09 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-23 |
143-21 |
| PP |
143-22 |
143-17 |
| S1 |
143-20 |
143-14 |
|