ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 08-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
143-19 |
143-20 |
0-01 |
0.0% |
142-24 |
High |
144-06 |
144-03 |
-0-03 |
-0.1% |
144-06 |
Low |
143-02 |
143-01 |
-0-01 |
0.0% |
142-05 |
Close |
143-25 |
143-22 |
-0-03 |
-0.1% |
143-22 |
Range |
1-04 |
1-02 |
-0-02 |
-5.6% |
2-01 |
ATR |
1-06 |
1-06 |
0-00 |
-0.7% |
0-00 |
Volume |
506,530 |
378,373 |
-128,157 |
-25.3% |
2,189,257 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-25 |
146-10 |
144-09 |
|
R3 |
145-23 |
145-08 |
143-31 |
|
R2 |
144-21 |
144-21 |
143-28 |
|
R1 |
144-06 |
144-06 |
143-25 |
144-14 |
PP |
143-19 |
143-19 |
143-19 |
143-23 |
S1 |
143-04 |
143-04 |
143-19 |
143-12 |
S2 |
142-17 |
142-17 |
143-16 |
|
S3 |
141-15 |
142-02 |
143-13 |
|
S4 |
140-13 |
141-00 |
143-03 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149-14 |
148-19 |
144-26 |
|
R3 |
147-13 |
146-18 |
144-08 |
|
R2 |
145-12 |
145-12 |
144-02 |
|
R1 |
144-17 |
144-17 |
143-28 |
144-30 |
PP |
143-11 |
143-11 |
143-11 |
143-18 |
S1 |
142-16 |
142-16 |
143-16 |
142-30 |
S2 |
141-10 |
141-10 |
143-10 |
|
S3 |
139-09 |
140-15 |
143-04 |
|
S4 |
137-08 |
138-14 |
142-18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144-06 |
142-05 |
2-01 |
1.4% |
1-07 |
0.9% |
75% |
False |
False |
437,851 |
10 |
144-13 |
142-05 |
2-08 |
1.6% |
1-07 |
0.8% |
68% |
False |
False |
483,931 |
20 |
146-17 |
142-05 |
4-12 |
3.0% |
1-05 |
0.8% |
35% |
False |
False |
413,852 |
40 |
149-12 |
142-05 |
7-07 |
5.0% |
1-05 |
0.8% |
21% |
False |
False |
361,349 |
60 |
151-10 |
142-05 |
9-05 |
6.4% |
1-02 |
0.7% |
17% |
False |
False |
304,411 |
80 |
151-10 |
142-05 |
9-05 |
6.4% |
1-01 |
0.7% |
17% |
False |
False |
228,470 |
100 |
151-10 |
142-05 |
9-05 |
6.4% |
0-31 |
0.7% |
17% |
False |
False |
182,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148-20 |
2.618 |
146-28 |
1.618 |
145-26 |
1.000 |
145-05 |
0.618 |
144-24 |
HIGH |
144-03 |
0.618 |
143-22 |
0.500 |
143-18 |
0.382 |
143-14 |
LOW |
143-01 |
0.618 |
142-12 |
1.000 |
141-31 |
1.618 |
141-10 |
2.618 |
140-08 |
4.250 |
138-16 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
143-21 |
143-19 |
PP |
143-19 |
143-16 |
S1 |
143-18 |
143-14 |
|