ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
143-15 |
143-13 |
-0-02 |
0.0% |
143-21 |
| High |
143-30 |
143-26 |
-0-04 |
-0.1% |
143-30 |
| Low |
142-29 |
142-30 |
0-01 |
0.0% |
142-09 |
| Close |
143-15 |
143-02 |
-0-13 |
-0.3% |
143-15 |
| Range |
1-01 |
0-28 |
-0-05 |
-15.2% |
1-21 |
| ATR |
1-04 |
1-03 |
-0-01 |
-1.6% |
0-00 |
| Volume |
341,036 |
289,634 |
-51,402 |
-15.1% |
1,851,171 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-29 |
145-11 |
143-17 |
|
| R3 |
145-01 |
144-15 |
143-10 |
|
| R2 |
144-05 |
144-05 |
143-07 |
|
| R1 |
143-19 |
143-19 |
143-05 |
143-14 |
| PP |
143-09 |
143-09 |
143-09 |
143-06 |
| S1 |
142-23 |
142-23 |
142-31 |
142-18 |
| S2 |
142-13 |
142-13 |
142-29 |
|
| S3 |
141-17 |
141-27 |
142-26 |
|
| S4 |
140-21 |
140-31 |
142-19 |
|
|
| 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% |
1-00 |
0.7% |
47% |
False |
False |
378,663 |
| 10 |
144-06 |
142-09 |
1-29 |
1.3% |
1-01 |
0.7% |
41% |
False |
False |
386,201 |
| 20 |
146-15 |
142-05 |
4-10 |
3.0% |
1-04 |
0.8% |
21% |
False |
False |
424,332 |
| 40 |
148-25 |
142-05 |
6-20 |
4.6% |
1-03 |
0.8% |
14% |
False |
False |
353,208 |
| 60 |
150-28 |
142-05 |
8-23 |
6.1% |
1-02 |
0.7% |
10% |
False |
False |
339,728 |
| 80 |
151-10 |
142-05 |
9-05 |
6.4% |
1-01 |
0.7% |
10% |
False |
False |
255,224 |
| 100 |
151-10 |
142-05 |
9-05 |
6.4% |
1-00 |
0.7% |
10% |
False |
False |
204,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-17 |
|
2.618 |
146-03 |
|
1.618 |
145-07 |
|
1.000 |
144-22 |
|
0.618 |
144-11 |
|
HIGH |
143-26 |
|
0.618 |
143-15 |
|
0.500 |
143-12 |
|
0.382 |
143-09 |
|
LOW |
142-30 |
|
0.618 |
142-13 |
|
1.000 |
142-02 |
|
1.618 |
141-17 |
|
2.618 |
140-21 |
|
4.250 |
139-07 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-12 |
143-04 |
| PP |
143-09 |
143-03 |
| S1 |
143-05 |
143-02 |
|