ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
145-12 |
146-10 |
0-30 |
0.6% |
144-09 |
| High |
146-13 |
148-09 |
1-28 |
1.3% |
148-09 |
| Low |
145-04 |
146-01 |
0-29 |
0.6% |
144-00 |
| Close |
146-11 |
148-00 |
1-21 |
1.1% |
148-00 |
| Range |
1-09 |
2-08 |
0-31 |
75.6% |
4-09 |
| ATR |
1-03 |
1-06 |
0-03 |
7.4% |
0-00 |
| Volume |
531,255 |
579,632 |
48,377 |
9.1% |
1,943,762 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-06 |
153-11 |
149-08 |
|
| R3 |
151-30 |
151-03 |
148-20 |
|
| R2 |
149-22 |
149-22 |
148-13 |
|
| R1 |
148-27 |
148-27 |
148-07 |
149-08 |
| PP |
147-14 |
147-14 |
147-14 |
147-21 |
| S1 |
146-19 |
146-19 |
147-25 |
147-00 |
| S2 |
145-06 |
145-06 |
147-19 |
|
| S3 |
142-30 |
144-11 |
147-12 |
|
| S4 |
140-22 |
142-03 |
146-24 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-19 |
158-03 |
150-11 |
|
| R3 |
155-10 |
153-26 |
149-06 |
|
| R2 |
151-01 |
151-01 |
148-25 |
|
| R1 |
149-17 |
149-17 |
148-13 |
150-09 |
| PP |
146-24 |
146-24 |
146-24 |
147-04 |
| S1 |
145-08 |
145-08 |
147-19 |
146-00 |
| S2 |
142-15 |
142-15 |
147-07 |
|
| S3 |
138-06 |
140-31 |
146-26 |
|
| S4 |
133-29 |
136-22 |
145-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-09 |
144-00 |
4-09 |
2.9% |
1-12 |
0.9% |
93% |
True |
False |
388,752 |
| 10 |
148-09 |
142-20 |
5-21 |
3.8% |
1-06 |
0.8% |
95% |
True |
False |
380,876 |
| 20 |
148-09 |
140-14 |
7-27 |
5.3% |
1-05 |
0.8% |
96% |
True |
False |
382,988 |
| 40 |
148-09 |
140-14 |
7-27 |
5.3% |
1-03 |
0.7% |
96% |
True |
False |
278,319 |
| 60 |
148-09 |
140-14 |
7-27 |
5.3% |
1-00 |
0.7% |
96% |
True |
False |
185,697 |
| 80 |
148-28 |
140-14 |
8-14 |
5.7% |
0-28 |
0.6% |
90% |
False |
False |
139,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-27 |
|
2.618 |
154-05 |
|
1.618 |
151-29 |
|
1.000 |
150-17 |
|
0.618 |
149-21 |
|
HIGH |
148-09 |
|
0.618 |
147-13 |
|
0.500 |
147-05 |
|
0.382 |
146-29 |
|
LOW |
146-01 |
|
0.618 |
144-21 |
|
1.000 |
143-25 |
|
1.618 |
142-13 |
|
2.618 |
140-05 |
|
4.250 |
136-15 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
147-23 |
147-13 |
| PP |
147-14 |
146-26 |
| S1 |
147-05 |
146-08 |
|