ECBOT 30 Year Treasury Bond Future June 2013
Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
142-22 |
143-22 |
1-00 |
0.7% |
141-06 |
High |
143-31 |
143-30 |
-0-01 |
0.0% |
142-02 |
Low |
142-16 |
142-20 |
0-04 |
0.1% |
140-18 |
Close |
143-19 |
143-04 |
-0-15 |
-0.3% |
141-28 |
Range |
1-15 |
1-10 |
-0-05 |
-10.6% |
1-16 |
ATR |
1-03 |
1-04 |
0-00 |
1.4% |
0-00 |
Volume |
478,661 |
406,992 |
-71,669 |
-15.0% |
1,645,484 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-05 |
146-15 |
143-27 |
|
R3 |
145-27 |
145-05 |
143-16 |
|
R2 |
144-17 |
144-17 |
143-12 |
|
R1 |
143-27 |
143-27 |
143-08 |
143-17 |
PP |
143-07 |
143-07 |
143-07 |
143-02 |
S1 |
142-17 |
142-17 |
143-00 |
142-07 |
S2 |
141-29 |
141-29 |
142-28 |
|
S3 |
140-19 |
141-07 |
142-24 |
|
S4 |
139-09 |
139-29 |
142-13 |
|
|
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 |
143-31 |
140-24 |
3-07 |
2.2% |
1-07 |
0.8% |
74% |
False |
False |
411,690 |
10 |
143-31 |
140-14 |
3-17 |
2.5% |
1-05 |
0.8% |
76% |
False |
False |
388,927 |
20 |
144-29 |
140-14 |
4-15 |
3.1% |
1-04 |
0.8% |
60% |
False |
False |
347,045 |
40 |
144-30 |
140-14 |
4-16 |
3.1% |
1-02 |
0.7% |
60% |
False |
False |
174,456 |
60 |
147-08 |
140-14 |
6-26 |
4.8% |
0-29 |
0.6% |
39% |
False |
False |
116,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149-16 |
2.618 |
147-12 |
1.618 |
146-02 |
1.000 |
145-08 |
0.618 |
144-24 |
HIGH |
143-30 |
0.618 |
143-14 |
0.500 |
143-09 |
0.382 |
143-04 |
LOW |
142-20 |
0.618 |
141-26 |
1.000 |
141-10 |
1.618 |
140-16 |
2.618 |
139-06 |
4.250 |
137-02 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
143-09 |
143-04 |
PP |
143-07 |
143-04 |
S1 |
143-06 |
143-04 |
|