ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
143-20 |
143-12 |
-0-08 |
-0.2% |
142-10 |
| High |
143-31 |
143-29 |
-0-02 |
0.0% |
143-31 |
| Low |
143-04 |
142-20 |
-0-16 |
-0.3% |
142-10 |
| Close |
143-20 |
143-16 |
-0-04 |
-0.1% |
143-20 |
| Range |
0-27 |
1-09 |
0-14 |
51.9% |
1-21 |
| ATR |
1-03 |
1-04 |
0-00 |
1.2% |
0-00 |
| Volume |
351,060 |
421,320 |
70,260 |
20.0% |
2,038,602 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-06 |
146-20 |
144-07 |
|
| R3 |
145-29 |
145-11 |
143-27 |
|
| R2 |
144-20 |
144-20 |
143-24 |
|
| R1 |
144-02 |
144-02 |
143-20 |
144-11 |
| PP |
143-11 |
143-11 |
143-11 |
143-16 |
| S1 |
142-25 |
142-25 |
143-12 |
143-02 |
| S2 |
142-02 |
142-02 |
143-08 |
|
| S3 |
140-25 |
141-16 |
143-05 |
|
| S4 |
139-16 |
140-07 |
142-25 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-09 |
147-19 |
144-17 |
|
| R3 |
146-20 |
145-30 |
144-03 |
|
| R2 |
144-31 |
144-31 |
143-30 |
|
| R1 |
144-09 |
144-09 |
143-25 |
144-20 |
| PP |
143-10 |
143-10 |
143-10 |
143-15 |
| S1 |
142-20 |
142-20 |
143-15 |
142-31 |
| S2 |
141-21 |
141-21 |
143-10 |
|
| S3 |
140-00 |
140-31 |
143-05 |
|
| S4 |
138-11 |
139-10 |
142-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-31 |
142-16 |
1-15 |
1.0% |
1-07 |
0.8% |
68% |
False |
False |
402,408 |
| 10 |
143-31 |
140-18 |
3-13 |
2.4% |
1-04 |
0.8% |
86% |
False |
False |
387,656 |
| 20 |
144-29 |
140-14 |
4-15 |
3.1% |
1-02 |
0.7% |
69% |
False |
False |
386,575 |
| 40 |
144-29 |
140-14 |
4-15 |
3.1% |
1-02 |
0.7% |
69% |
False |
False |
202,601 |
| 60 |
147-08 |
140-14 |
6-26 |
4.7% |
0-30 |
0.7% |
45% |
False |
False |
135,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-11 |
|
2.618 |
147-08 |
|
1.618 |
145-31 |
|
1.000 |
145-06 |
|
0.618 |
144-22 |
|
HIGH |
143-29 |
|
0.618 |
143-13 |
|
0.500 |
143-08 |
|
0.382 |
143-04 |
|
LOW |
142-20 |
|
0.618 |
141-27 |
|
1.000 |
141-11 |
|
1.618 |
140-18 |
|
2.618 |
139-09 |
|
4.250 |
137-06 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-14 |
143-14 |
| PP |
143-11 |
143-11 |
| S1 |
143-08 |
143-08 |
|