ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
143-17 |
144-19 |
1-02 |
0.7% |
142-10 |
| High |
144-29 |
144-31 |
0-02 |
0.0% |
143-31 |
| Low |
143-13 |
144-07 |
0-26 |
0.6% |
142-10 |
| Close |
144-18 |
144-15 |
-0-03 |
-0.1% |
143-20 |
| Range |
1-16 |
0-24 |
-0-24 |
-50.0% |
1-21 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.4% |
0-00 |
| Volume |
416,604 |
343,818 |
-72,786 |
-17.5% |
2,038,602 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-26 |
146-12 |
144-28 |
|
| R3 |
146-02 |
145-20 |
144-22 |
|
| R2 |
145-10 |
145-10 |
144-19 |
|
| R1 |
144-28 |
144-28 |
144-17 |
144-23 |
| PP |
144-18 |
144-18 |
144-18 |
144-15 |
| S1 |
144-04 |
144-04 |
144-13 |
143-31 |
| S2 |
143-26 |
143-26 |
144-11 |
|
| S3 |
143-02 |
143-12 |
144-08 |
|
| S4 |
142-10 |
142-20 |
144-02 |
|
|
| 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 |
144-31 |
142-20 |
2-11 |
1.6% |
1-01 |
0.7% |
79% |
True |
False |
372,999 |
| 10 |
144-31 |
141-05 |
3-26 |
2.6% |
1-05 |
0.8% |
87% |
True |
False |
388,838 |
| 20 |
144-31 |
140-14 |
4-17 |
3.1% |
1-02 |
0.7% |
89% |
True |
False |
374,782 |
| 40 |
144-31 |
140-14 |
4-17 |
3.1% |
1-02 |
0.7% |
89% |
True |
False |
229,876 |
| 60 |
144-31 |
140-14 |
4-17 |
3.1% |
0-31 |
0.7% |
89% |
True |
False |
153,302 |
| 80 |
149-11 |
140-14 |
8-29 |
6.2% |
0-25 |
0.5% |
45% |
False |
False |
114,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-05 |
|
2.618 |
146-30 |
|
1.618 |
146-06 |
|
1.000 |
145-23 |
|
0.618 |
145-14 |
|
HIGH |
144-31 |
|
0.618 |
144-22 |
|
0.500 |
144-19 |
|
0.382 |
144-16 |
|
LOW |
144-07 |
|
0.618 |
143-24 |
|
1.000 |
143-15 |
|
1.618 |
143-00 |
|
2.618 |
142-08 |
|
4.250 |
141-01 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-19 |
144-10 |
| PP |
144-18 |
144-04 |
| S1 |
144-16 |
143-31 |
|