ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
143-09 |
143-26 |
0-17 |
0.4% |
143-13 |
| High |
144-07 |
144-06 |
-0-01 |
0.0% |
144-07 |
| Low |
143-03 |
143-16 |
0-13 |
0.3% |
142-17 |
| Close |
143-27 |
144-00 |
0-05 |
0.1% |
144-00 |
| Range |
1-04 |
0-22 |
-0-14 |
-38.9% |
1-22 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.6% |
0-00 |
| Volume |
488,730 |
408,622 |
-80,108 |
-16.4% |
1,681,787 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-31 |
145-21 |
144-12 |
|
| R3 |
145-09 |
144-31 |
144-06 |
|
| R2 |
144-19 |
144-19 |
144-04 |
|
| R1 |
144-09 |
144-09 |
144-02 |
144-14 |
| PP |
143-29 |
143-29 |
143-29 |
143-31 |
| S1 |
143-19 |
143-19 |
143-30 |
143-24 |
| S2 |
143-07 |
143-07 |
143-28 |
|
| S3 |
142-17 |
142-29 |
143-26 |
|
| S4 |
141-27 |
142-07 |
143-20 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-21 |
148-00 |
144-30 |
|
| R3 |
146-31 |
146-10 |
144-15 |
|
| R2 |
145-09 |
145-09 |
144-10 |
|
| R1 |
144-20 |
144-20 |
144-05 |
144-30 |
| PP |
143-19 |
143-19 |
143-19 |
143-24 |
| S1 |
142-30 |
142-30 |
143-27 |
143-08 |
| S2 |
141-29 |
141-29 |
143-22 |
|
| S3 |
140-07 |
141-08 |
143-17 |
|
| S4 |
138-17 |
139-18 |
143-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-07 |
142-17 |
1-22 |
1.2% |
0-29 |
0.6% |
87% |
False |
False |
404,564 |
| 10 |
144-07 |
142-09 |
1-30 |
1.3% |
0-30 |
0.7% |
89% |
False |
False |
391,133 |
| 20 |
145-25 |
142-05 |
3-20 |
2.5% |
1-04 |
0.8% |
51% |
False |
False |
443,804 |
| 40 |
148-25 |
142-05 |
6-20 |
4.6% |
1-03 |
0.8% |
28% |
False |
False |
371,184 |
| 60 |
150-28 |
142-05 |
8-23 |
6.1% |
1-02 |
0.7% |
21% |
False |
False |
359,026 |
| 80 |
151-10 |
142-05 |
9-05 |
6.4% |
1-02 |
0.7% |
20% |
False |
False |
272,620 |
| 100 |
151-10 |
142-05 |
9-05 |
6.4% |
1-00 |
0.7% |
20% |
False |
False |
218,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-04 |
|
2.618 |
146-00 |
|
1.618 |
145-10 |
|
1.000 |
144-28 |
|
0.618 |
144-20 |
|
HIGH |
144-06 |
|
0.618 |
143-30 |
|
0.500 |
143-27 |
|
0.382 |
143-24 |
|
LOW |
143-16 |
|
0.618 |
143-02 |
|
1.000 |
142-26 |
|
1.618 |
142-12 |
|
2.618 |
141-22 |
|
4.250 |
140-18 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-30 |
143-25 |
| PP |
143-29 |
143-19 |
| S1 |
143-27 |
143-12 |
|