ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
143-01 |
143-23 |
0-22 |
0.5% |
142-21 |
| High |
143-16 |
145-01 |
1-17 |
1.1% |
143-16 |
| Low |
142-23 |
143-23 |
1-00 |
0.7% |
142-04 |
| Close |
143-12 |
144-07 |
0-27 |
0.6% |
143-12 |
| Range |
0-25 |
1-10 |
0-17 |
68.0% |
1-12 |
| ATR |
1-01 |
1-03 |
0-01 |
4.2% |
0-00 |
| Volume |
1,166 |
3,031 |
1,865 |
159.9% |
18,547 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-08 |
147-18 |
144-30 |
|
| R3 |
146-30 |
146-08 |
144-19 |
|
| R2 |
145-20 |
145-20 |
144-15 |
|
| R1 |
144-30 |
144-30 |
144-11 |
145-09 |
| PP |
144-10 |
144-10 |
144-10 |
144-16 |
| S1 |
143-20 |
143-20 |
144-03 |
143-31 |
| S2 |
143-00 |
143-00 |
143-31 |
|
| S3 |
141-22 |
142-10 |
143-27 |
|
| S4 |
140-12 |
141-00 |
143-16 |
|
|
| 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 |
145-01 |
142-04 |
2-29 |
2.0% |
1-00 |
0.7% |
72% |
True |
False |
3,005 |
| 10 |
145-18 |
142-00 |
3-18 |
2.5% |
1-00 |
0.7% |
62% |
False |
False |
8,032 |
| 20 |
146-13 |
142-00 |
4-13 |
3.1% |
1-01 |
0.7% |
50% |
False |
False |
221,383 |
| 40 |
146-15 |
142-00 |
4-15 |
3.1% |
1-03 |
0.8% |
50% |
False |
False |
322,966 |
| 60 |
148-25 |
142-00 |
6-25 |
4.7% |
1-03 |
0.8% |
33% |
False |
False |
310,807 |
| 80 |
150-28 |
142-00 |
8-28 |
6.2% |
1-02 |
0.7% |
25% |
False |
False |
306,645 |
| 100 |
151-10 |
142-00 |
9-10 |
6.5% |
1-01 |
0.7% |
24% |
False |
False |
245,561 |
| 120 |
151-10 |
142-00 |
9-10 |
6.5% |
1-00 |
0.7% |
24% |
False |
False |
204,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-20 |
|
2.618 |
148-15 |
|
1.618 |
147-05 |
|
1.000 |
146-11 |
|
0.618 |
145-27 |
|
HIGH |
145-01 |
|
0.618 |
144-17 |
|
0.500 |
144-12 |
|
0.382 |
144-07 |
|
LOW |
143-23 |
|
0.618 |
142-29 |
|
1.000 |
142-13 |
|
1.618 |
141-19 |
|
2.618 |
140-09 |
|
4.250 |
138-04 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-12 |
144-01 |
| PP |
144-10 |
143-27 |
| S1 |
144-09 |
143-20 |
|