ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
144-09 |
144-29 |
0-20 |
0.4% |
143-12 |
| High |
145-01 |
145-04 |
0-03 |
0.1% |
144-31 |
| Low |
144-00 |
144-10 |
0-10 |
0.2% |
142-20 |
| Close |
144-28 |
144-14 |
-0-14 |
-0.3% |
144-15 |
| Range |
1-01 |
0-26 |
-0-07 |
-21.2% |
2-11 |
| ATR |
1-03 |
1-02 |
-0-01 |
-1.8% |
0-00 |
| Volume |
146,535 |
294,985 |
148,450 |
101.3% |
1,513,938 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-02 |
146-18 |
144-28 |
|
| R3 |
146-08 |
145-24 |
144-21 |
|
| R2 |
145-14 |
145-14 |
144-19 |
|
| R1 |
144-30 |
144-30 |
144-16 |
144-25 |
| PP |
144-20 |
144-20 |
144-20 |
144-18 |
| S1 |
144-04 |
144-04 |
144-12 |
143-31 |
| S2 |
143-26 |
143-26 |
144-09 |
|
| S3 |
143-00 |
143-10 |
144-07 |
|
| S4 |
142-06 |
142-16 |
144-00 |
|
|
| 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 |
145-04 |
142-31 |
2-05 |
1.5% |
0-31 |
0.7% |
68% |
True |
False |
306,827 |
| 10 |
145-04 |
142-16 |
2-20 |
1.8% |
1-03 |
0.8% |
74% |
True |
False |
354,618 |
| 20 |
145-04 |
140-14 |
4-22 |
3.2% |
1-02 |
0.7% |
85% |
True |
False |
359,544 |
| 40 |
145-04 |
140-14 |
4-22 |
3.2% |
1-02 |
0.7% |
85% |
True |
False |
240,865 |
| 60 |
145-04 |
140-14 |
4-22 |
3.2% |
0-30 |
0.7% |
85% |
True |
False |
160,661 |
| 80 |
149-11 |
140-14 |
8-29 |
6.2% |
0-26 |
0.6% |
45% |
False |
False |
120,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-18 |
|
2.618 |
147-08 |
|
1.618 |
146-14 |
|
1.000 |
145-30 |
|
0.618 |
145-20 |
|
HIGH |
145-04 |
|
0.618 |
144-26 |
|
0.500 |
144-23 |
|
0.382 |
144-20 |
|
LOW |
144-10 |
|
0.618 |
143-26 |
|
1.000 |
143-16 |
|
1.618 |
143-00 |
|
2.618 |
142-06 |
|
4.250 |
140-28 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-23 |
144-18 |
| PP |
144-20 |
144-17 |
| S1 |
144-17 |
144-15 |
|