ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
140-28 |
141-19 |
0-23 |
0.5% |
144-21 |
| High |
141-24 |
141-29 |
0-05 |
0.1% |
144-29 |
| Low |
140-18 |
141-01 |
0-15 |
0.3% |
140-14 |
| Close |
141-18 |
141-18 |
0-00 |
0.0% |
141-00 |
| Range |
1-06 |
0-28 |
-0-10 |
-26.3% |
4-15 |
| ATR |
1-01 |
1-01 |
0-00 |
-1.1% |
0-00 |
| Volume |
299,234 |
392,491 |
93,257 |
31.2% |
1,855,551 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-04 |
143-23 |
142-01 |
|
| R3 |
143-08 |
142-27 |
141-26 |
|
| R2 |
142-12 |
142-12 |
141-23 |
|
| R1 |
141-31 |
141-31 |
141-21 |
141-24 |
| PP |
141-16 |
141-16 |
141-16 |
141-12 |
| S1 |
141-03 |
141-03 |
141-15 |
140-28 |
| S2 |
140-20 |
140-20 |
141-13 |
|
| S3 |
139-24 |
140-07 |
141-10 |
|
| S4 |
138-28 |
139-11 |
141-03 |
|
|
| 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 |
143-05 |
140-14 |
2-23 |
1.9% |
1-03 |
0.8% |
41% |
False |
False |
366,164 |
| 10 |
144-29 |
140-14 |
4-15 |
3.2% |
0-31 |
0.7% |
25% |
False |
False |
367,806 |
| 20 |
144-29 |
140-14 |
4-15 |
3.2% |
1-02 |
0.7% |
25% |
False |
False |
245,220 |
| 40 |
144-30 |
140-14 |
4-16 |
3.2% |
0-31 |
0.7% |
25% |
False |
False |
123,012 |
| 60 |
147-08 |
140-14 |
6-26 |
4.8% |
0-26 |
0.6% |
17% |
False |
False |
82,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-20 |
|
2.618 |
144-06 |
|
1.618 |
143-10 |
|
1.000 |
142-25 |
|
0.618 |
142-14 |
|
HIGH |
141-29 |
|
0.618 |
141-18 |
|
0.500 |
141-15 |
|
0.382 |
141-12 |
|
LOW |
141-01 |
|
0.618 |
140-16 |
|
1.000 |
140-05 |
|
1.618 |
139-20 |
|
2.618 |
138-24 |
|
4.250 |
137-10 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141-17 |
141-14 |
| PP |
141-16 |
141-11 |
| S1 |
141-15 |
141-08 |
|