ECBOT 30 Year Treasury Bond Future June 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
141-06 |
140-28 |
-0-10 |
-0.2% |
144-21 |
High |
141-09 |
141-24 |
0-15 |
0.3% |
144-29 |
Low |
140-22 |
140-18 |
-0-04 |
-0.1% |
140-14 |
Close |
140-30 |
141-18 |
0-20 |
0.4% |
141-00 |
Range |
0-19 |
1-06 |
0-19 |
100.0% |
4-15 |
ATR |
1-01 |
1-01 |
0-00 |
1.1% |
0-00 |
Volume |
228,839 |
299,234 |
70,395 |
30.8% |
1,855,551 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-27 |
144-13 |
142-07 |
|
R3 |
143-21 |
143-07 |
141-28 |
|
R2 |
142-15 |
142-15 |
141-25 |
|
R1 |
142-01 |
142-01 |
141-21 |
142-08 |
PP |
141-09 |
141-09 |
141-09 |
141-13 |
S1 |
140-27 |
140-27 |
141-15 |
141-02 |
S2 |
140-03 |
140-03 |
141-11 |
|
S3 |
138-29 |
139-21 |
141-08 |
|
S4 |
137-23 |
138-15 |
140-29 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-17 |
152-23 |
143-15 |
|
R3 |
151-02 |
148-08 |
142-07 |
|
R2 |
146-19 |
146-19 |
141-26 |
|
R1 |
143-25 |
143-25 |
141-13 |
142-30 |
PP |
142-04 |
142-04 |
142-04 |
141-22 |
S1 |
139-10 |
139-10 |
140-19 |
138-16 |
S2 |
137-21 |
137-21 |
140-06 |
|
S3 |
133-06 |
134-27 |
139-25 |
|
S4 |
128-23 |
130-12 |
138-17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143-21 |
140-14 |
3-07 |
2.3% |
1-04 |
0.8% |
35% |
False |
False |
358,030 |
10 |
144-29 |
140-14 |
4-15 |
3.2% |
1-01 |
0.7% |
25% |
False |
False |
364,258 |
20 |
144-29 |
140-14 |
4-15 |
3.2% |
1-01 |
0.7% |
25% |
False |
False |
225,772 |
40 |
144-30 |
140-14 |
4-16 |
3.2% |
0-31 |
0.7% |
25% |
False |
False |
113,200 |
60 |
147-08 |
140-14 |
6-26 |
4.8% |
0-26 |
0.6% |
17% |
False |
False |
75,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146-26 |
2.618 |
144-27 |
1.618 |
143-21 |
1.000 |
142-30 |
0.618 |
142-15 |
HIGH |
141-24 |
0.618 |
141-09 |
0.500 |
141-05 |
0.382 |
141-01 |
LOW |
140-18 |
0.618 |
139-27 |
1.000 |
139-12 |
1.618 |
138-21 |
2.618 |
137-15 |
4.250 |
135-16 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
141-14 |
141-14 |
PP |
141-09 |
141-11 |
S1 |
141-05 |
141-07 |
|