ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
146-03 |
145-15 |
-0-20 |
-0.4% |
144-00 |
| High |
146-13 |
145-18 |
-0-27 |
-0.6% |
146-11 |
| Low |
145-14 |
144-28 |
-0-18 |
-0.4% |
143-10 |
| Close |
145-14 |
145-05 |
-0-09 |
-0.2% |
145-27 |
| Range |
0-31 |
0-22 |
-0-09 |
-29.0% |
3-01 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.8% |
0-00 |
| Volume |
55,462 |
26,305 |
-29,157 |
-52.6% |
2,610,093 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-08 |
146-29 |
145-17 |
|
| R3 |
146-18 |
146-07 |
145-11 |
|
| R2 |
145-28 |
145-28 |
145-09 |
|
| R1 |
145-17 |
145-17 |
145-07 |
145-12 |
| PP |
145-06 |
145-06 |
145-06 |
145-04 |
| S1 |
144-27 |
144-27 |
145-03 |
144-22 |
| S2 |
144-16 |
144-16 |
145-01 |
|
| S3 |
143-26 |
144-05 |
144-31 |
|
| S4 |
143-04 |
143-15 |
144-25 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-08 |
153-03 |
147-16 |
|
| R3 |
151-07 |
150-02 |
146-22 |
|
| R2 |
148-06 |
148-06 |
146-13 |
|
| R1 |
147-01 |
147-01 |
146-04 |
147-20 |
| PP |
145-05 |
145-05 |
145-05 |
145-15 |
| S1 |
144-00 |
144-00 |
145-18 |
144-18 |
| S2 |
142-04 |
142-04 |
145-09 |
|
| S3 |
139-03 |
140-31 |
145-00 |
|
| S4 |
136-02 |
137-30 |
144-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-13 |
144-28 |
1-17 |
1.1% |
0-29 |
0.6% |
18% |
False |
True |
176,370 |
| 10 |
146-13 |
142-17 |
3-28 |
2.7% |
1-02 |
0.7% |
68% |
False |
False |
408,401 |
| 20 |
146-13 |
142-09 |
4-04 |
2.8% |
1-02 |
0.7% |
70% |
False |
False |
397,301 |
| 40 |
146-17 |
142-05 |
4-12 |
3.0% |
1-02 |
0.7% |
69% |
False |
False |
395,028 |
| 60 |
150-28 |
142-05 |
8-23 |
6.0% |
1-03 |
0.8% |
34% |
False |
False |
365,506 |
| 80 |
151-10 |
142-05 |
9-05 |
6.3% |
1-02 |
0.7% |
33% |
False |
False |
306,235 |
| 100 |
151-10 |
142-05 |
9-05 |
6.3% |
1-01 |
0.7% |
33% |
False |
False |
245,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-16 |
|
2.618 |
147-12 |
|
1.618 |
146-22 |
|
1.000 |
146-08 |
|
0.618 |
146-00 |
|
HIGH |
145-18 |
|
0.618 |
145-10 |
|
0.500 |
145-07 |
|
0.382 |
145-04 |
|
LOW |
144-28 |
|
0.618 |
144-14 |
|
1.000 |
144-06 |
|
1.618 |
143-24 |
|
2.618 |
143-02 |
|
4.250 |
141-30 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-07 |
145-20 |
| PP |
145-06 |
145-15 |
| S1 |
145-06 |
145-10 |
|