ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
145-17 |
145-06 |
-0-11 |
-0.2% |
143-13 |
| High |
146-11 |
145-24 |
-0-19 |
-0.4% |
144-07 |
| Low |
145-00 |
145-00 |
0-00 |
0.0% |
142-17 |
| Close |
145-05 |
145-09 |
0-04 |
0.1% |
144-00 |
| Range |
1-11 |
0-24 |
-0-19 |
-44.2% |
1-22 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.6% |
0-00 |
| Volume |
583,636 |
158,032 |
-425,604 |
-72.9% |
1,681,787 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-19 |
147-06 |
145-22 |
|
| R3 |
146-27 |
146-14 |
145-16 |
|
| R2 |
146-03 |
146-03 |
145-13 |
|
| R1 |
145-22 |
145-22 |
145-11 |
145-28 |
| PP |
145-11 |
145-11 |
145-11 |
145-14 |
| S1 |
144-30 |
144-30 |
145-07 |
145-04 |
| S2 |
144-19 |
144-19 |
145-05 |
|
| S3 |
143-27 |
144-06 |
145-02 |
|
| S4 |
143-03 |
143-14 |
144-28 |
|
|
| 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 |
146-11 |
143-10 |
3-01 |
2.1% |
1-09 |
0.9% |
65% |
False |
False |
592,059 |
| 10 |
146-11 |
142-09 |
4-02 |
2.8% |
1-05 |
0.8% |
74% |
False |
False |
510,476 |
| 20 |
146-11 |
142-05 |
4-06 |
2.9% |
1-05 |
0.8% |
75% |
False |
False |
472,497 |
| 40 |
146-17 |
142-05 |
4-12 |
3.0% |
1-04 |
0.8% |
71% |
False |
False |
422,054 |
| 60 |
150-28 |
142-05 |
8-23 |
6.0% |
1-03 |
0.8% |
36% |
False |
False |
380,281 |
| 80 |
151-10 |
142-05 |
9-05 |
6.3% |
1-03 |
0.7% |
34% |
False |
False |
304,507 |
| 100 |
151-10 |
142-05 |
9-05 |
6.3% |
1-01 |
0.7% |
34% |
False |
False |
243,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-30 |
|
2.618 |
147-23 |
|
1.618 |
146-31 |
|
1.000 |
146-16 |
|
0.618 |
146-07 |
|
HIGH |
145-24 |
|
0.618 |
145-15 |
|
0.500 |
145-12 |
|
0.382 |
145-09 |
|
LOW |
145-00 |
|
0.618 |
144-17 |
|
1.000 |
144-08 |
|
1.618 |
143-25 |
|
2.618 |
143-01 |
|
4.250 |
141-26 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-12 |
145-22 |
| PP |
145-11 |
145-17 |
| S1 |
145-10 |
145-13 |
|