ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
144-21 |
143-30 |
-0-23 |
-0.5% |
142-16 |
| High |
144-29 |
144-03 |
-0-26 |
-0.6% |
144-26 |
| Low |
143-29 |
143-11 |
-0-18 |
-0.4% |
141-26 |
| Close |
143-30 |
143-21 |
-0-09 |
-0.2% |
144-11 |
| Range |
1-00 |
0-24 |
-0-08 |
-25.0% |
3-00 |
| ATR |
1-01 |
1-00 |
-0-01 |
-2.0% |
0-00 |
| Volume |
304,199 |
289,274 |
-14,925 |
-4.9% |
2,004,605 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-30 |
145-18 |
144-02 |
|
| R3 |
145-06 |
144-26 |
143-28 |
|
| R2 |
144-14 |
144-14 |
143-25 |
|
| R1 |
144-02 |
144-02 |
143-23 |
143-28 |
| PP |
143-22 |
143-22 |
143-22 |
143-20 |
| S1 |
143-10 |
143-10 |
143-19 |
143-04 |
| S2 |
142-30 |
142-30 |
143-17 |
|
| S3 |
142-06 |
142-18 |
143-14 |
|
| S4 |
141-14 |
141-26 |
143-08 |
|
|
| 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 |
143-11 |
1-18 |
1.1% |
0-30 |
0.6% |
20% |
False |
True |
370,486 |
| 10 |
144-29 |
141-03 |
3-26 |
2.7% |
1-02 |
0.7% |
67% |
False |
False |
270,714 |
| 20 |
144-29 |
140-26 |
4-03 |
2.8% |
1-00 |
0.7% |
69% |
False |
False |
136,552 |
| 40 |
144-30 |
140-23 |
4-07 |
2.9% |
0-29 |
0.6% |
70% |
False |
False |
68,450 |
| 60 |
149-11 |
140-23 |
8-20 |
6.0% |
0-23 |
0.5% |
34% |
False |
False |
45,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-09 |
|
2.618 |
146-02 |
|
1.618 |
145-10 |
|
1.000 |
144-27 |
|
0.618 |
144-18 |
|
HIGH |
144-03 |
|
0.618 |
143-26 |
|
0.500 |
143-23 |
|
0.382 |
143-20 |
|
LOW |
143-11 |
|
0.618 |
142-28 |
|
1.000 |
142-19 |
|
1.618 |
142-04 |
|
2.618 |
141-12 |
|
4.250 |
140-05 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-23 |
144-04 |
| PP |
143-22 |
143-31 |
| S1 |
143-22 |
143-26 |
|