ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
142-16 |
144-09 |
1-25 |
1.3% |
141-31 |
| High |
144-13 |
144-26 |
0-13 |
0.3% |
142-23 |
| Low |
141-26 |
143-28 |
2-02 |
1.5% |
141-03 |
| Close |
143-24 |
144-04 |
0-12 |
0.3% |
142-16 |
| Range |
2-19 |
0-30 |
-1-21 |
-63.9% |
1-20 |
| ATR |
1-01 |
1-01 |
0-00 |
0.1% |
0-00 |
| Volume |
234,049 |
511,597 |
277,548 |
118.6% |
115,168 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-03 |
146-17 |
144-20 |
|
| R3 |
146-05 |
145-19 |
144-12 |
|
| R2 |
145-07 |
145-07 |
144-10 |
|
| R1 |
144-21 |
144-21 |
144-07 |
144-15 |
| PP |
144-09 |
144-09 |
144-09 |
144-06 |
| S1 |
143-23 |
143-23 |
144-01 |
143-17 |
| S2 |
143-11 |
143-11 |
143-30 |
|
| S3 |
142-13 |
142-25 |
143-28 |
|
| S4 |
141-15 |
141-27 |
143-20 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-31 |
146-12 |
143-13 |
|
| R3 |
145-11 |
144-24 |
142-30 |
|
| R2 |
143-23 |
143-23 |
142-26 |
|
| R1 |
143-04 |
143-04 |
142-21 |
143-14 |
| PP |
142-03 |
142-03 |
142-03 |
142-08 |
| S1 |
141-16 |
141-16 |
142-11 |
141-26 |
| S2 |
140-15 |
140-15 |
142-06 |
|
| S3 |
138-27 |
139-28 |
142-02 |
|
| S4 |
137-07 |
138-08 |
141-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-26 |
141-03 |
3-23 |
2.6% |
1-07 |
0.8% |
82% |
True |
False |
170,942 |
| 10 |
144-26 |
140-26 |
4-00 |
2.8% |
1-02 |
0.7% |
83% |
True |
False |
87,285 |
| 20 |
144-26 |
140-23 |
4-03 |
2.8% |
1-01 |
0.7% |
83% |
True |
False |
44,165 |
| 40 |
147-08 |
140-23 |
6-17 |
4.5% |
0-29 |
0.6% |
52% |
False |
False |
22,142 |
| 60 |
149-11 |
140-23 |
8-20 |
6.0% |
0-21 |
0.5% |
39% |
False |
False |
14,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-26 |
|
2.618 |
147-09 |
|
1.618 |
146-11 |
|
1.000 |
145-24 |
|
0.618 |
145-13 |
|
HIGH |
144-26 |
|
0.618 |
144-15 |
|
0.500 |
144-11 |
|
0.382 |
144-07 |
|
LOW |
143-28 |
|
0.618 |
143-09 |
|
1.000 |
142-30 |
|
1.618 |
142-11 |
|
2.618 |
141-13 |
|
4.250 |
139-28 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-11 |
143-27 |
| PP |
144-09 |
143-19 |
| S1 |
144-06 |
143-10 |
|