ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
142-15 |
143-15 |
1-00 |
0.7% |
143-21 |
| High |
143-21 |
143-30 |
0-09 |
0.2% |
143-30 |
| Low |
142-09 |
142-29 |
0-20 |
0.4% |
142-09 |
| Close |
143-15 |
143-15 |
0-00 |
0.0% |
143-15 |
| Range |
1-12 |
1-01 |
-0-11 |
-25.0% |
1-21 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.6% |
0-00 |
| Volume |
530,270 |
341,036 |
-189,234 |
-35.7% |
1,851,171 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-17 |
146-01 |
144-01 |
|
| R3 |
145-16 |
145-00 |
143-24 |
|
| R2 |
144-15 |
144-15 |
143-21 |
|
| R1 |
143-31 |
143-31 |
143-18 |
144-00 |
| PP |
143-14 |
143-14 |
143-14 |
143-14 |
| S1 |
142-30 |
142-30 |
143-12 |
142-30 |
| S2 |
142-13 |
142-13 |
143-09 |
|
| S3 |
141-12 |
141-29 |
143-06 |
|
| S4 |
140-11 |
140-28 |
142-29 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-06 |
147-16 |
144-12 |
|
| R3 |
146-17 |
145-27 |
143-30 |
|
| R2 |
144-28 |
144-28 |
143-25 |
|
| R1 |
144-06 |
144-06 |
143-20 |
143-22 |
| PP |
143-07 |
143-07 |
143-07 |
143-00 |
| S1 |
142-17 |
142-17 |
143-10 |
142-02 |
| S2 |
141-18 |
141-18 |
143-05 |
|
| S3 |
139-29 |
140-28 |
143-00 |
|
| S4 |
138-08 |
139-07 |
142-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-30 |
142-09 |
1-21 |
1.2% |
0-31 |
0.7% |
72% |
True |
False |
370,234 |
| 10 |
144-06 |
142-05 |
2-01 |
1.4% |
1-03 |
0.8% |
65% |
False |
False |
404,042 |
| 20 |
146-15 |
142-05 |
4-10 |
3.0% |
1-04 |
0.8% |
30% |
False |
False |
424,549 |
| 40 |
148-25 |
142-05 |
6-20 |
4.6% |
1-03 |
0.8% |
20% |
False |
False |
355,519 |
| 60 |
150-28 |
142-05 |
8-23 |
6.1% |
1-02 |
0.7% |
15% |
False |
False |
335,066 |
| 80 |
151-10 |
142-05 |
9-05 |
6.4% |
1-01 |
0.7% |
14% |
False |
False |
251,605 |
| 100 |
151-10 |
142-05 |
9-05 |
6.4% |
1-00 |
0.7% |
14% |
False |
False |
201,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-10 |
|
2.618 |
146-20 |
|
1.618 |
145-19 |
|
1.000 |
144-31 |
|
0.618 |
144-18 |
|
HIGH |
143-30 |
|
0.618 |
143-17 |
|
0.500 |
143-14 |
|
0.382 |
143-10 |
|
LOW |
142-29 |
|
0.618 |
142-09 |
|
1.000 |
141-28 |
|
1.618 |
141-08 |
|
2.618 |
140-07 |
|
4.250 |
138-17 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-14 |
143-11 |
| PP |
143-14 |
143-07 |
| S1 |
143-14 |
143-04 |
|