ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
146-10 |
147-26 |
1-16 |
1.0% |
144-09 |
| High |
148-09 |
148-00 |
-0-09 |
-0.2% |
148-09 |
| Low |
146-01 |
147-02 |
1-01 |
0.7% |
144-00 |
| Close |
148-00 |
147-10 |
-0-22 |
-0.5% |
148-00 |
| Range |
2-08 |
0-30 |
-1-10 |
-58.3% |
4-09 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.5% |
0-00 |
| Volume |
579,632 |
338,111 |
-241,521 |
-41.7% |
1,943,762 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-09 |
149-23 |
147-26 |
|
| R3 |
149-11 |
148-25 |
147-18 |
|
| R2 |
148-13 |
148-13 |
147-16 |
|
| R1 |
147-27 |
147-27 |
147-13 |
147-21 |
| PP |
147-15 |
147-15 |
147-15 |
147-12 |
| S1 |
146-29 |
146-29 |
147-07 |
146-23 |
| S2 |
146-17 |
146-17 |
147-04 |
|
| S3 |
145-19 |
145-31 |
147-02 |
|
| S4 |
144-21 |
145-01 |
146-26 |
|
|
| 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 |
144-06 |
4-03 |
2.8% |
1-11 |
0.9% |
76% |
False |
False |
427,067 |
| 10 |
148-09 |
142-20 |
5-21 |
3.8% |
1-07 |
0.8% |
83% |
False |
False |
379,581 |
| 20 |
148-09 |
140-18 |
7-23 |
5.2% |
1-04 |
0.8% |
87% |
False |
False |
373,994 |
| 40 |
148-09 |
140-14 |
7-27 |
5.3% |
1-03 |
0.7% |
88% |
False |
False |
286,727 |
| 60 |
148-09 |
140-14 |
7-27 |
5.3% |
1-01 |
0.7% |
88% |
False |
False |
191,332 |
| 80 |
148-28 |
140-14 |
8-14 |
5.7% |
0-28 |
0.6% |
81% |
False |
False |
143,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-00 |
|
2.618 |
150-15 |
|
1.618 |
149-17 |
|
1.000 |
148-30 |
|
0.618 |
148-19 |
|
HIGH |
148-00 |
|
0.618 |
147-21 |
|
0.500 |
147-17 |
|
0.382 |
147-13 |
|
LOW |
147-02 |
|
0.618 |
146-15 |
|
1.000 |
146-04 |
|
1.618 |
145-17 |
|
2.618 |
144-19 |
|
4.250 |
143-02 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
147-17 |
147-04 |
| PP |
147-15 |
146-29 |
| S1 |
147-12 |
146-22 |
|