ECBOT 30 Year Treasury Bond Future June 2013
Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
141-19 |
141-17 |
-0-02 |
0.0% |
144-21 |
High |
141-29 |
141-21 |
-0-08 |
-0.2% |
144-29 |
Low |
141-01 |
140-24 |
-0-09 |
-0.2% |
140-14 |
Close |
141-18 |
141-10 |
-0-08 |
-0.2% |
141-00 |
Range |
0-28 |
0-29 |
0-01 |
3.6% |
4-15 |
ATR |
1-01 |
1-01 |
0-00 |
-0.9% |
0-00 |
Volume |
392,491 |
389,080 |
-3,411 |
-0.9% |
1,855,551 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-31 |
143-17 |
141-26 |
|
R3 |
143-02 |
142-20 |
141-18 |
|
R2 |
142-05 |
142-05 |
141-15 |
|
R1 |
141-23 |
141-23 |
141-13 |
141-16 |
PP |
141-08 |
141-08 |
141-08 |
141-04 |
S1 |
140-26 |
140-26 |
141-07 |
140-18 |
S2 |
140-11 |
140-11 |
141-05 |
|
S3 |
139-14 |
139-29 |
141-02 |
|
S4 |
138-17 |
139-00 |
140-26 |
|
|
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 |
142-00 |
140-14 |
1-18 |
1.1% |
1-01 |
0.7% |
56% |
False |
False |
365,525 |
10 |
144-29 |
140-14 |
4-15 |
3.2% |
1-00 |
0.7% |
20% |
False |
False |
360,727 |
20 |
144-29 |
140-14 |
4-15 |
3.2% |
1-02 |
0.8% |
20% |
False |
False |
264,591 |
40 |
144-30 |
140-14 |
4-16 |
3.2% |
1-00 |
0.7% |
19% |
False |
False |
132,737 |
60 |
147-08 |
140-14 |
6-26 |
4.8% |
0-26 |
0.6% |
13% |
False |
False |
88,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145-16 |
2.618 |
144-01 |
1.618 |
143-04 |
1.000 |
142-18 |
0.618 |
142-07 |
HIGH |
141-21 |
0.618 |
141-10 |
0.500 |
141-06 |
0.382 |
141-03 |
LOW |
140-24 |
0.618 |
140-06 |
1.000 |
139-27 |
1.618 |
139-09 |
2.618 |
138-12 |
4.250 |
136-29 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
141-09 |
141-09 |
PP |
141-08 |
141-08 |
S1 |
141-06 |
141-08 |
|