ECBOT 30 Year Treasury Bond Future June 2013
Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
141-17 |
141-11 |
-0-06 |
-0.1% |
141-06 |
High |
141-21 |
142-02 |
0-13 |
0.3% |
142-02 |
Low |
140-24 |
141-05 |
0-13 |
0.3% |
140-18 |
Close |
141-10 |
141-28 |
0-18 |
0.4% |
141-28 |
Range |
0-29 |
0-29 |
0-00 |
0.0% |
1-16 |
ATR |
1-01 |
1-00 |
0-00 |
-0.8% |
0-00 |
Volume |
389,080 |
335,840 |
-53,240 |
-13.7% |
1,645,484 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-13 |
144-02 |
142-12 |
|
R3 |
143-16 |
143-05 |
142-04 |
|
R2 |
142-19 |
142-19 |
142-01 |
|
R1 |
142-08 |
142-08 |
141-31 |
142-14 |
PP |
141-22 |
141-22 |
141-22 |
141-25 |
S1 |
141-11 |
141-11 |
141-25 |
141-16 |
S2 |
140-25 |
140-25 |
141-23 |
|
S3 |
139-28 |
140-14 |
141-20 |
|
S4 |
138-31 |
139-17 |
141-12 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-00 |
145-14 |
142-22 |
|
R3 |
144-16 |
143-30 |
142-09 |
|
R2 |
143-00 |
143-00 |
142-05 |
|
R1 |
142-14 |
142-14 |
142-00 |
142-23 |
PP |
141-16 |
141-16 |
141-16 |
141-20 |
S1 |
140-30 |
140-30 |
141-24 |
141-07 |
S2 |
140-00 |
140-00 |
141-19 |
|
S3 |
138-16 |
139-14 |
141-15 |
|
S4 |
137-00 |
137-30 |
141-02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142-02 |
140-18 |
1-16 |
1.1% |
0-29 |
0.6% |
88% |
True |
False |
329,096 |
10 |
144-29 |
140-14 |
4-15 |
3.1% |
1-00 |
0.7% |
32% |
False |
False |
350,103 |
20 |
144-29 |
140-14 |
4-15 |
3.1% |
1-01 |
0.7% |
32% |
False |
False |
281,255 |
40 |
144-30 |
140-14 |
4-16 |
3.2% |
1-00 |
0.7% |
32% |
False |
False |
141,132 |
60 |
147-08 |
140-14 |
6-26 |
4.8% |
0-27 |
0.6% |
21% |
False |
False |
94,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145-29 |
2.618 |
144-14 |
1.618 |
143-17 |
1.000 |
142-31 |
0.618 |
142-20 |
HIGH |
142-02 |
0.618 |
141-23 |
0.500 |
141-20 |
0.382 |
141-16 |
LOW |
141-05 |
0.618 |
140-19 |
1.000 |
140-08 |
1.618 |
139-22 |
2.618 |
138-25 |
4.250 |
137-10 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
141-25 |
141-23 |
PP |
141-22 |
141-18 |
S1 |
141-20 |
141-13 |
|