ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
142-31 |
143-01 |
0-02 |
0.0% |
142-21 |
| High |
143-05 |
143-16 |
0-11 |
0.2% |
143-16 |
| Low |
142-08 |
142-23 |
0-15 |
0.3% |
142-04 |
| Close |
142-26 |
143-12 |
0-18 |
0.4% |
143-12 |
| Range |
0-29 |
0-25 |
-0-04 |
-13.8% |
1-12 |
| ATR |
1-02 |
1-01 |
-0-01 |
-1.9% |
0-00 |
| Volume |
2,233 |
1,166 |
-1,067 |
-47.8% |
18,547 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-17 |
145-08 |
143-26 |
|
| R3 |
144-24 |
144-15 |
143-19 |
|
| R2 |
143-31 |
143-31 |
143-17 |
|
| R1 |
143-22 |
143-22 |
143-14 |
143-26 |
| PP |
143-06 |
143-06 |
143-06 |
143-09 |
| S1 |
142-29 |
142-29 |
143-10 |
143-02 |
| S2 |
142-13 |
142-13 |
143-07 |
|
| S3 |
141-20 |
142-04 |
143-05 |
|
| S4 |
140-27 |
141-11 |
142-30 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-04 |
146-20 |
144-04 |
|
| R3 |
145-24 |
145-08 |
143-24 |
|
| R2 |
144-12 |
144-12 |
143-20 |
|
| R1 |
143-28 |
143-28 |
143-16 |
144-04 |
| PP |
143-00 |
143-00 |
143-00 |
143-04 |
| S1 |
142-16 |
142-16 |
143-08 |
142-24 |
| S2 |
141-20 |
141-20 |
143-04 |
|
| S3 |
140-08 |
141-04 |
143-00 |
|
| S4 |
138-28 |
139-24 |
142-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-16 |
142-04 |
1-12 |
1.0% |
0-28 |
0.6% |
91% |
True |
False |
3,709 |
| 10 |
146-13 |
142-00 |
4-13 |
3.1% |
0-31 |
0.7% |
31% |
False |
False |
13,275 |
| 20 |
146-13 |
142-00 |
4-13 |
3.1% |
1-01 |
0.7% |
31% |
False |
False |
238,283 |
| 40 |
146-15 |
142-00 |
4-15 |
3.1% |
1-03 |
0.8% |
31% |
False |
False |
332,578 |
| 60 |
148-25 |
142-00 |
6-25 |
4.7% |
1-03 |
0.8% |
20% |
False |
False |
318,810 |
| 80 |
150-28 |
142-00 |
8-28 |
6.2% |
1-02 |
0.7% |
15% |
False |
False |
306,628 |
| 100 |
151-10 |
142-00 |
9-10 |
6.5% |
1-01 |
0.7% |
15% |
False |
False |
245,532 |
| 120 |
151-10 |
142-00 |
9-10 |
6.5% |
1-00 |
0.7% |
15% |
False |
False |
204,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-26 |
|
2.618 |
145-17 |
|
1.618 |
144-24 |
|
1.000 |
144-09 |
|
0.618 |
143-31 |
|
HIGH |
143-16 |
|
0.618 |
143-06 |
|
0.500 |
143-04 |
|
0.382 |
143-01 |
|
LOW |
142-23 |
|
0.618 |
142-08 |
|
1.000 |
141-30 |
|
1.618 |
141-15 |
|
2.618 |
140-22 |
|
4.250 |
139-13 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-09 |
143-07 |
| PP |
143-06 |
143-01 |
| S1 |
143-04 |
142-28 |
|