ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
143-30 |
143-18 |
-0-12 |
-0.3% |
142-16 |
| High |
144-03 |
143-21 |
-0-14 |
-0.3% |
144-26 |
| Low |
143-11 |
142-23 |
-0-20 |
-0.4% |
141-26 |
| Close |
143-21 |
142-27 |
-0-26 |
-0.6% |
144-11 |
| Range |
0-24 |
0-30 |
0-06 |
25.0% |
3-00 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.5% |
0-00 |
| Volume |
289,274 |
351,820 |
62,546 |
21.6% |
2,004,605 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-28 |
145-10 |
143-12 |
|
| R3 |
144-30 |
144-12 |
143-03 |
|
| R2 |
144-00 |
144-00 |
143-00 |
|
| R1 |
143-14 |
143-14 |
142-30 |
143-08 |
| PP |
143-02 |
143-02 |
143-02 |
143-00 |
| S1 |
142-16 |
142-16 |
142-24 |
142-10 |
| S2 |
142-04 |
142-04 |
142-22 |
|
| S3 |
141-06 |
141-18 |
142-19 |
|
| S4 |
140-08 |
140-20 |
142-10 |
|
|
| 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 |
142-23 |
2-06 |
1.5% |
0-27 |
0.6% |
6% |
False |
True |
369,447 |
| 10 |
144-29 |
141-20 |
3-09 |
2.3% |
1-03 |
0.8% |
37% |
False |
False |
305,164 |
| 20 |
144-29 |
140-26 |
4-03 |
2.9% |
0-31 |
0.7% |
50% |
False |
False |
154,088 |
| 40 |
144-30 |
140-23 |
4-07 |
3.0% |
0-29 |
0.6% |
50% |
False |
False |
77,245 |
| 60 |
148-28 |
140-23 |
8-05 |
5.7% |
0-24 |
0.5% |
26% |
False |
False |
51,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-20 |
|
2.618 |
146-04 |
|
1.618 |
145-06 |
|
1.000 |
144-19 |
|
0.618 |
144-08 |
|
HIGH |
143-21 |
|
0.618 |
143-10 |
|
0.500 |
143-06 |
|
0.382 |
143-02 |
|
LOW |
142-23 |
|
0.618 |
142-04 |
|
1.000 |
141-25 |
|
1.618 |
141-06 |
|
2.618 |
140-08 |
|
4.250 |
138-24 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-06 |
143-26 |
| PP |
143-02 |
143-16 |
| S1 |
142-31 |
143-05 |
|