ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
143-12 |
142-21 |
-0-23 |
-0.5% |
146-03 |
| High |
143-16 |
142-26 |
-0-22 |
-0.5% |
146-13 |
| Low |
142-00 |
142-06 |
0-06 |
0.1% |
142-00 |
| Close |
142-16 |
142-14 |
-0-02 |
0.0% |
142-16 |
| Range |
1-16 |
0-20 |
-0-28 |
-58.3% |
4-13 |
| ATR |
1-04 |
1-03 |
-0-01 |
-3.2% |
0-00 |
| Volume |
7,535 |
6,550 |
-985 |
-13.1% |
114,209 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-11 |
144-01 |
142-25 |
|
| R3 |
143-23 |
143-13 |
142-20 |
|
| R2 |
143-03 |
143-03 |
142-18 |
|
| R1 |
142-25 |
142-25 |
142-16 |
142-20 |
| PP |
142-15 |
142-15 |
142-15 |
142-13 |
| S1 |
142-05 |
142-05 |
142-12 |
142-00 |
| S2 |
141-27 |
141-27 |
142-10 |
|
| S3 |
141-07 |
141-17 |
142-08 |
|
| S4 |
140-19 |
140-29 |
142-03 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-27 |
154-03 |
144-30 |
|
| R3 |
152-14 |
149-22 |
143-23 |
|
| R2 |
148-01 |
148-01 |
143-10 |
|
| R1 |
145-09 |
145-09 |
142-29 |
144-14 |
| PP |
143-20 |
143-20 |
143-20 |
143-07 |
| S1 |
140-28 |
140-28 |
142-03 |
140-02 |
| S2 |
139-07 |
139-07 |
141-22 |
|
| S3 |
134-26 |
136-15 |
141-09 |
|
| S4 |
130-13 |
132-02 |
140-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-18 |
142-00 |
3-18 |
2.5% |
1-00 |
0.7% |
12% |
False |
False |
13,059 |
| 10 |
146-13 |
142-00 |
4-13 |
3.1% |
0-31 |
0.7% |
10% |
False |
False |
190,366 |
| 20 |
146-13 |
142-00 |
4-13 |
3.1% |
1-01 |
0.7% |
10% |
False |
False |
313,190 |
| 40 |
146-17 |
142-00 |
4-17 |
3.2% |
1-03 |
0.8% |
10% |
False |
False |
363,521 |
| 60 |
149-12 |
142-00 |
7-12 |
5.2% |
1-04 |
0.8% |
6% |
False |
False |
345,296 |
| 80 |
151-10 |
142-00 |
9-10 |
6.5% |
1-02 |
0.7% |
5% |
False |
False |
306,605 |
| 100 |
151-10 |
142-00 |
9-10 |
6.5% |
1-01 |
0.7% |
5% |
False |
False |
245,414 |
| 120 |
151-10 |
142-00 |
9-10 |
6.5% |
0-31 |
0.7% |
5% |
False |
False |
204,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-15 |
|
2.618 |
144-14 |
|
1.618 |
143-26 |
|
1.000 |
143-14 |
|
0.618 |
143-06 |
|
HIGH |
142-26 |
|
0.618 |
142-18 |
|
0.500 |
142-16 |
|
0.382 |
142-14 |
|
LOW |
142-06 |
|
0.618 |
141-26 |
|
1.000 |
141-18 |
|
1.618 |
141-06 |
|
2.618 |
140-18 |
|
4.250 |
139-17 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
142-16 |
143-10 |
| PP |
142-15 |
143-01 |
| S1 |
142-15 |
142-24 |
|