ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
144-19 |
144-09 |
-0-10 |
-0.2% |
143-12 |
| High |
144-31 |
145-01 |
0-02 |
0.0% |
144-31 |
| Low |
144-07 |
144-00 |
-0-07 |
-0.2% |
142-20 |
| Close |
144-15 |
144-28 |
0-13 |
0.3% |
144-15 |
| Range |
0-24 |
1-01 |
0-09 |
37.5% |
2-11 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.4% |
0-00 |
| Volume |
343,818 |
146,535 |
-197,283 |
-57.4% |
1,513,938 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-23 |
147-11 |
145-14 |
|
| R3 |
146-22 |
146-10 |
145-05 |
|
| R2 |
145-21 |
145-21 |
145-02 |
|
| R1 |
145-09 |
145-09 |
144-31 |
145-15 |
| PP |
144-20 |
144-20 |
144-20 |
144-24 |
| S1 |
144-08 |
144-08 |
144-25 |
144-14 |
| S2 |
143-19 |
143-19 |
144-22 |
|
| S3 |
142-18 |
143-07 |
144-19 |
|
| S4 |
141-17 |
142-06 |
144-10 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-02 |
150-03 |
145-24 |
|
| R3 |
148-23 |
147-24 |
145-04 |
|
| R2 |
146-12 |
146-12 |
144-29 |
|
| R1 |
145-13 |
145-13 |
144-22 |
145-28 |
| PP |
144-01 |
144-01 |
144-01 |
144-08 |
| S1 |
143-02 |
143-02 |
144-08 |
143-18 |
| S2 |
141-22 |
141-22 |
144-01 |
|
| S3 |
139-11 |
140-23 |
143-26 |
|
| S4 |
137-00 |
138-12 |
143-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-01 |
142-20 |
2-13 |
1.7% |
1-02 |
0.7% |
94% |
True |
False |
332,094 |
| 10 |
145-01 |
142-10 |
2-23 |
1.9% |
1-05 |
0.8% |
94% |
True |
False |
369,907 |
| 20 |
145-01 |
140-14 |
4-19 |
3.2% |
1-02 |
0.7% |
97% |
True |
False |
360,005 |
| 40 |
145-01 |
140-14 |
4-19 |
3.2% |
1-02 |
0.7% |
97% |
True |
False |
233,518 |
| 60 |
145-01 |
140-14 |
4-19 |
3.2% |
0-31 |
0.7% |
97% |
True |
False |
155,745 |
| 80 |
149-11 |
140-14 |
8-29 |
6.1% |
0-25 |
0.5% |
50% |
False |
False |
116,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-13 |
|
2.618 |
147-23 |
|
1.618 |
146-22 |
|
1.000 |
146-02 |
|
0.618 |
145-21 |
|
HIGH |
145-01 |
|
0.618 |
144-20 |
|
0.500 |
144-16 |
|
0.382 |
144-13 |
|
LOW |
144-00 |
|
0.618 |
143-12 |
|
1.000 |
142-31 |
|
1.618 |
142-11 |
|
2.618 |
141-10 |
|
4.250 |
139-20 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-24 |
144-21 |
| PP |
144-20 |
144-14 |
| S1 |
144-16 |
144-07 |
|