ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
145-15 |
145-03 |
-0-12 |
-0.3% |
144-00 |
| High |
145-18 |
145-04 |
-0-14 |
-0.3% |
146-11 |
| Low |
144-28 |
144-08 |
-0-20 |
-0.4% |
143-10 |
| Close |
145-05 |
144-11 |
-0-26 |
-0.6% |
145-27 |
| Range |
0-22 |
0-28 |
0-06 |
27.3% |
3-01 |
| ATR |
1-03 |
1-02 |
0-00 |
-1.2% |
0-00 |
| Volume |
26,305 |
13,331 |
-12,974 |
-49.3% |
2,610,093 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-06 |
146-21 |
144-26 |
|
| R3 |
146-10 |
145-25 |
144-19 |
|
| R2 |
145-14 |
145-14 |
144-16 |
|
| R1 |
144-29 |
144-29 |
144-14 |
144-24 |
| PP |
144-18 |
144-18 |
144-18 |
144-16 |
| S1 |
144-01 |
144-01 |
144-08 |
143-28 |
| S2 |
143-22 |
143-22 |
144-06 |
|
| S3 |
142-26 |
143-05 |
144-03 |
|
| S4 |
141-30 |
142-09 |
143-28 |
|
|
| 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 |
144-08 |
2-05 |
1.5% |
0-26 |
0.6% |
4% |
False |
True |
62,309 |
| 10 |
146-13 |
143-03 |
3-10 |
2.3% |
1-02 |
0.7% |
38% |
False |
False |
360,254 |
| 20 |
146-13 |
142-09 |
4-04 |
2.9% |
1-01 |
0.7% |
50% |
False |
False |
379,782 |
| 40 |
146-17 |
142-05 |
4-12 |
3.0% |
1-02 |
0.7% |
50% |
False |
False |
389,026 |
| 60 |
150-22 |
142-05 |
8-17 |
5.9% |
1-03 |
0.8% |
26% |
False |
False |
360,911 |
| 80 |
151-10 |
142-05 |
9-05 |
6.3% |
1-02 |
0.7% |
24% |
False |
False |
306,383 |
| 100 |
151-10 |
142-05 |
9-05 |
6.3% |
1-01 |
0.7% |
24% |
False |
False |
245,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-27 |
|
2.618 |
147-13 |
|
1.618 |
146-17 |
|
1.000 |
146-00 |
|
0.618 |
145-21 |
|
HIGH |
145-04 |
|
0.618 |
144-25 |
|
0.500 |
144-22 |
|
0.382 |
144-19 |
|
LOW |
144-08 |
|
0.618 |
143-23 |
|
1.000 |
143-12 |
|
1.618 |
142-27 |
|
2.618 |
141-31 |
|
4.250 |
140-17 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-22 |
145-10 |
| PP |
144-18 |
145-00 |
| S1 |
144-15 |
144-22 |
|