ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
143-18 |
143-10 |
-0-08 |
-0.2% |
142-24 |
| High |
143-26 |
143-14 |
-0-12 |
-0.3% |
144-06 |
| Low |
143-06 |
142-09 |
-0-29 |
-0.6% |
142-05 |
| Close |
143-08 |
142-20 |
-0-20 |
-0.4% |
143-22 |
| Range |
0-20 |
1-05 |
0-17 |
85.0% |
2-01 |
| ATR |
1-04 |
1-04 |
0-00 |
0.3% |
0-00 |
| Volume |
291,778 |
440,598 |
148,820 |
51.0% |
2,189,257 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-08 |
145-19 |
143-08 |
|
| R3 |
145-03 |
144-14 |
142-30 |
|
| R2 |
143-30 |
143-30 |
142-27 |
|
| R1 |
143-09 |
143-09 |
142-23 |
143-01 |
| PP |
142-25 |
142-25 |
142-25 |
142-21 |
| S1 |
142-04 |
142-04 |
142-17 |
141-28 |
| S2 |
141-20 |
141-20 |
142-13 |
|
| S3 |
140-15 |
140-31 |
142-10 |
|
| S4 |
139-10 |
139-26 |
142-00 |
|
|
| 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 |
142-09 |
1-29 |
1.3% |
0-30 |
0.7% |
18% |
False |
True |
372,953 |
| 10 |
144-13 |
142-05 |
2-08 |
1.6% |
1-04 |
0.8% |
21% |
False |
False |
434,517 |
| 20 |
146-17 |
142-05 |
4-12 |
3.1% |
1-04 |
0.8% |
11% |
False |
False |
414,828 |
| 40 |
148-25 |
142-05 |
6-20 |
4.6% |
1-04 |
0.8% |
7% |
False |
False |
353,811 |
| 60 |
151-10 |
142-05 |
9-05 |
6.4% |
1-02 |
0.7% |
5% |
False |
False |
320,657 |
| 80 |
151-10 |
142-05 |
9-05 |
6.4% |
1-01 |
0.7% |
5% |
False |
False |
240,717 |
| 100 |
151-10 |
142-05 |
9-05 |
6.4% |
1-00 |
0.7% |
5% |
False |
False |
192,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-11 |
|
2.618 |
146-15 |
|
1.618 |
145-10 |
|
1.000 |
144-19 |
|
0.618 |
144-05 |
|
HIGH |
143-14 |
|
0.618 |
143-00 |
|
0.500 |
142-28 |
|
0.382 |
142-23 |
|
LOW |
142-09 |
|
0.618 |
141-18 |
|
1.000 |
141-04 |
|
1.618 |
140-13 |
|
2.618 |
139-08 |
|
4.250 |
137-12 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
142-28 |
143-04 |
| PP |
142-25 |
142-30 |
| S1 |
142-22 |
142-25 |
|