ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
144-01 |
143-22 |
-0-11 |
-0.2% |
141-31 |
| High |
144-26 |
144-08 |
-0-18 |
-0.4% |
142-23 |
| Low |
143-15 |
143-15 |
0-00 |
0.0% |
141-03 |
| Close |
143-21 |
143-25 |
0-04 |
0.1% |
142-16 |
| Range |
1-11 |
0-25 |
-0-18 |
-41.9% |
1-20 |
| ATR |
1-02 |
1-01 |
-0-01 |
-1.9% |
0-00 |
| Volume |
357,014 |
459,862 |
102,848 |
28.8% |
115,168 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-06 |
145-24 |
144-07 |
|
| R3 |
145-13 |
144-31 |
144-00 |
|
| R2 |
144-20 |
144-20 |
143-30 |
|
| R1 |
144-06 |
144-06 |
143-27 |
144-13 |
| PP |
143-27 |
143-27 |
143-27 |
143-30 |
| S1 |
143-13 |
143-13 |
143-23 |
143-20 |
| S2 |
143-02 |
143-02 |
143-20 |
|
| S3 |
142-09 |
142-20 |
143-18 |
|
| S4 |
141-16 |
141-27 |
143-11 |
|
|
| 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 |
141-26 |
3-00 |
2.1% |
1-08 |
0.9% |
66% |
False |
False |
330,078 |
| 10 |
144-26 |
140-26 |
4-00 |
2.8% |
1-04 |
0.8% |
74% |
False |
False |
168,454 |
| 20 |
144-26 |
140-23 |
4-03 |
2.8% |
1-02 |
0.7% |
75% |
False |
False |
84,970 |
| 40 |
144-30 |
140-23 |
4-07 |
2.9% |
0-29 |
0.6% |
73% |
False |
False |
42,562 |
| 60 |
149-11 |
140-23 |
8-20 |
6.0% |
0-22 |
0.5% |
36% |
False |
False |
28,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-18 |
|
2.618 |
146-09 |
|
1.618 |
145-16 |
|
1.000 |
145-01 |
|
0.618 |
144-23 |
|
HIGH |
144-08 |
|
0.618 |
143-30 |
|
0.500 |
143-28 |
|
0.382 |
143-25 |
|
LOW |
143-15 |
|
0.618 |
143-00 |
|
1.000 |
142-22 |
|
1.618 |
142-07 |
|
2.618 |
141-14 |
|
4.250 |
140-05 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-28 |
144-04 |
| PP |
143-27 |
144-01 |
| S1 |
143-26 |
143-29 |
|