ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
143-29 |
144-21 |
0-24 |
0.5% |
142-16 |
| High |
144-22 |
144-29 |
0-07 |
0.2% |
144-26 |
| Low |
143-29 |
143-29 |
0-00 |
0.0% |
141-26 |
| Close |
144-11 |
143-30 |
-0-13 |
-0.3% |
144-11 |
| Range |
0-25 |
1-00 |
0-07 |
28.0% |
3-00 |
| ATR |
1-01 |
1-01 |
0-00 |
-0.2% |
0-00 |
| Volume |
442,083 |
304,199 |
-137,884 |
-31.2% |
2,004,605 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-08 |
146-19 |
144-16 |
|
| R3 |
146-08 |
145-19 |
144-07 |
|
| R2 |
145-08 |
145-08 |
144-04 |
|
| R1 |
144-19 |
144-19 |
144-01 |
144-14 |
| PP |
144-08 |
144-08 |
144-08 |
144-05 |
| S1 |
143-19 |
143-19 |
143-27 |
143-14 |
| S2 |
143-08 |
143-08 |
143-24 |
|
| S3 |
142-08 |
142-19 |
143-21 |
|
| S4 |
141-08 |
141-19 |
143-12 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-21 |
151-16 |
146-00 |
|
| R3 |
149-21 |
148-16 |
145-05 |
|
| R2 |
146-21 |
146-21 |
144-29 |
|
| R1 |
145-16 |
145-16 |
144-20 |
146-02 |
| PP |
143-21 |
143-21 |
143-21 |
143-30 |
| S1 |
142-16 |
142-16 |
144-02 |
143-02 |
| S2 |
140-21 |
140-21 |
143-25 |
|
| S3 |
137-21 |
139-16 |
143-17 |
|
| S4 |
134-21 |
136-16 |
142-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-29 |
143-15 |
1-14 |
1.0% |
0-31 |
0.7% |
33% |
True |
False |
414,951 |
| 10 |
144-29 |
141-03 |
3-26 |
2.6% |
1-03 |
0.8% |
75% |
True |
False |
242,397 |
| 20 |
144-29 |
140-23 |
4-06 |
2.9% |
1-01 |
0.7% |
77% |
True |
False |
122,186 |
| 40 |
144-30 |
140-23 |
4-07 |
2.9% |
0-29 |
0.6% |
76% |
False |
False |
61,219 |
| 60 |
149-11 |
140-23 |
8-20 |
6.0% |
0-23 |
0.5% |
37% |
False |
False |
40,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-05 |
|
2.618 |
147-17 |
|
1.618 |
146-17 |
|
1.000 |
145-29 |
|
0.618 |
145-17 |
|
HIGH |
144-29 |
|
0.618 |
144-17 |
|
0.500 |
144-13 |
|
0.382 |
144-09 |
|
LOW |
143-29 |
|
0.618 |
143-09 |
|
1.000 |
142-29 |
|
1.618 |
142-09 |
|
2.618 |
141-09 |
|
4.250 |
139-21 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-13 |
144-06 |
| PP |
144-08 |
144-03 |
| S1 |
144-03 |
144-01 |
|