ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
147-03 |
146-30 |
-0-05 |
-0.1% |
144-09 |
| High |
147-16 |
147-02 |
-0-14 |
-0.3% |
148-09 |
| Low |
146-23 |
145-26 |
-0-29 |
-0.6% |
144-00 |
| Close |
147-00 |
145-30 |
-1-02 |
-0.7% |
148-00 |
| Range |
0-25 |
1-08 |
0-15 |
60.0% |
4-09 |
| ATR |
1-05 |
1-05 |
0-00 |
0.7% |
0-00 |
| Volume |
341,805 |
422,885 |
81,080 |
23.7% |
1,943,762 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-01 |
149-07 |
146-20 |
|
| R3 |
148-25 |
147-31 |
146-09 |
|
| R2 |
147-17 |
147-17 |
146-05 |
|
| R1 |
146-23 |
146-23 |
146-02 |
146-16 |
| PP |
146-09 |
146-09 |
146-09 |
146-05 |
| S1 |
145-15 |
145-15 |
145-26 |
145-08 |
| S2 |
145-01 |
145-01 |
145-23 |
|
| S3 |
143-25 |
144-07 |
145-19 |
|
| S4 |
142-17 |
142-31 |
145-08 |
|
|
| 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 |
145-04 |
3-05 |
2.2% |
1-10 |
0.9% |
26% |
False |
False |
442,737 |
| 10 |
148-09 |
143-13 |
4-28 |
3.3% |
1-06 |
0.8% |
52% |
False |
False |
380,698 |
| 20 |
148-09 |
140-24 |
7-17 |
5.2% |
1-05 |
0.8% |
69% |
False |
False |
385,825 |
| 40 |
148-09 |
140-14 |
7-27 |
5.4% |
1-03 |
0.8% |
70% |
False |
False |
305,798 |
| 60 |
148-09 |
140-14 |
7-27 |
5.4% |
1-01 |
0.7% |
70% |
False |
False |
204,075 |
| 80 |
148-09 |
140-14 |
7-27 |
5.4% |
0-28 |
0.6% |
70% |
False |
False |
153,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-12 |
|
2.618 |
150-11 |
|
1.618 |
149-03 |
|
1.000 |
148-10 |
|
0.618 |
147-27 |
|
HIGH |
147-02 |
|
0.618 |
146-19 |
|
0.500 |
146-14 |
|
0.382 |
146-09 |
|
LOW |
145-26 |
|
0.618 |
145-01 |
|
1.000 |
144-18 |
|
1.618 |
143-25 |
|
2.618 |
142-17 |
|
4.250 |
140-16 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
146-14 |
146-29 |
| PP |
146-09 |
146-19 |
| S1 |
146-03 |
146-08 |
|