ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
144-29 |
144-15 |
-0-14 |
-0.3% |
143-12 |
| High |
145-04 |
145-20 |
0-16 |
0.3% |
144-31 |
| Low |
144-10 |
144-06 |
-0-04 |
-0.1% |
142-20 |
| Close |
144-14 |
145-09 |
0-27 |
0.6% |
144-15 |
| Range |
0-26 |
1-14 |
0-20 |
76.9% |
2-11 |
| ATR |
1-02 |
1-03 |
0-01 |
2.5% |
0-00 |
| Volume |
294,985 |
391,355 |
96,370 |
32.7% |
1,513,938 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-11 |
148-24 |
146-02 |
|
| R3 |
147-29 |
147-10 |
145-22 |
|
| R2 |
146-15 |
146-15 |
145-17 |
|
| R1 |
145-28 |
145-28 |
145-13 |
146-06 |
| PP |
145-01 |
145-01 |
145-01 |
145-06 |
| S1 |
144-14 |
144-14 |
145-05 |
144-24 |
| S2 |
143-19 |
143-19 |
145-01 |
|
| S3 |
142-05 |
143-00 |
144-28 |
|
| S4 |
140-23 |
141-18 |
144-16 |
|
|
| 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 |
145-20 |
143-13 |
2-07 |
1.5% |
1-03 |
0.8% |
85% |
True |
False |
318,659 |
| 10 |
145-20 |
142-18 |
3-02 |
2.1% |
1-03 |
0.8% |
89% |
True |
False |
345,887 |
| 20 |
145-20 |
140-14 |
5-06 |
3.6% |
1-03 |
0.8% |
93% |
True |
False |
364,648 |
| 40 |
145-20 |
140-14 |
5-06 |
3.6% |
1-01 |
0.7% |
93% |
True |
False |
250,600 |
| 60 |
145-20 |
140-14 |
5-06 |
3.6% |
0-31 |
0.7% |
93% |
True |
False |
167,183 |
| 80 |
149-11 |
140-14 |
8-29 |
6.1% |
0-26 |
0.6% |
54% |
False |
False |
125,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-24 |
|
2.618 |
149-12 |
|
1.618 |
147-30 |
|
1.000 |
147-02 |
|
0.618 |
146-16 |
|
HIGH |
145-20 |
|
0.618 |
145-02 |
|
0.500 |
144-29 |
|
0.382 |
144-24 |
|
LOW |
144-06 |
|
0.618 |
143-10 |
|
1.000 |
142-24 |
|
1.618 |
141-28 |
|
2.618 |
140-14 |
|
4.250 |
138-02 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-05 |
145-04 |
| PP |
145-01 |
144-31 |
| S1 |
144-29 |
144-26 |
|