ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
143-03 |
142-31 |
-0-04 |
-0.1% |
146-03 |
| High |
143-14 |
143-05 |
-0-09 |
-0.2% |
146-13 |
| Low |
142-18 |
142-08 |
-0-10 |
-0.2% |
142-00 |
| Close |
143-02 |
142-26 |
-0-08 |
-0.2% |
142-16 |
| Range |
0-28 |
0-29 |
0-01 |
3.6% |
4-13 |
| ATR |
1-02 |
1-02 |
0-00 |
-1.1% |
0-00 |
| Volume |
6,043 |
2,233 |
-3,810 |
-63.0% |
114,209 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-15 |
145-01 |
143-10 |
|
| R3 |
144-18 |
144-04 |
143-02 |
|
| R2 |
143-21 |
143-21 |
142-31 |
|
| R1 |
143-07 |
143-07 |
142-29 |
143-00 |
| PP |
142-24 |
142-24 |
142-24 |
142-20 |
| S1 |
142-10 |
142-10 |
142-23 |
142-02 |
| S2 |
141-27 |
141-27 |
142-21 |
|
| S3 |
140-30 |
141-13 |
142-18 |
|
| S4 |
140-01 |
140-16 |
142-10 |
|
|
| 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 |
143-16 |
142-00 |
1-16 |
1.1% |
1-00 |
0.7% |
54% |
False |
False |
4,983 |
| 10 |
146-13 |
142-00 |
4-13 |
3.1% |
0-31 |
0.7% |
18% |
False |
False |
19,000 |
| 20 |
146-13 |
142-00 |
4-13 |
3.1% |
1-02 |
0.7% |
18% |
False |
False |
264,738 |
| 40 |
146-17 |
142-00 |
4-17 |
3.2% |
1-03 |
0.8% |
18% |
False |
False |
339,783 |
| 60 |
148-25 |
142-00 |
6-25 |
4.7% |
1-03 |
0.8% |
12% |
False |
False |
324,120 |
| 80 |
151-10 |
142-00 |
9-10 |
6.5% |
1-02 |
0.7% |
9% |
False |
False |
306,677 |
| 100 |
151-10 |
142-00 |
9-10 |
6.5% |
1-01 |
0.7% |
9% |
False |
False |
245,521 |
| 120 |
151-10 |
142-00 |
9-10 |
6.5% |
1-00 |
0.7% |
9% |
False |
False |
204,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-00 |
|
2.618 |
145-17 |
|
1.618 |
144-20 |
|
1.000 |
144-02 |
|
0.618 |
143-23 |
|
HIGH |
143-05 |
|
0.618 |
142-26 |
|
0.500 |
142-22 |
|
0.382 |
142-19 |
|
LOW |
142-08 |
|
0.618 |
141-22 |
|
1.000 |
141-11 |
|
1.618 |
140-25 |
|
2.618 |
139-28 |
|
4.250 |
138-13 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
142-25 |
142-26 |
| PP |
142-24 |
142-25 |
| S1 |
142-22 |
142-25 |
|