ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
145-30 |
146-06 |
0-08 |
0.2% |
147-26 |
| High |
146-13 |
147-19 |
1-06 |
0.8% |
148-00 |
| Low |
145-26 |
146-05 |
0-11 |
0.2% |
145-26 |
| Close |
146-07 |
147-17 |
1-10 |
0.9% |
147-17 |
| Range |
0-19 |
1-14 |
0-27 |
142.1% |
2-06 |
| ATR |
1-04 |
1-04 |
0-01 |
2.1% |
0-00 |
| Volume |
380,429 |
407,035 |
26,606 |
7.0% |
1,890,265 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-13 |
150-29 |
148-10 |
|
| R3 |
149-31 |
149-15 |
147-30 |
|
| R2 |
148-17 |
148-17 |
147-25 |
|
| R1 |
148-01 |
148-01 |
147-21 |
148-09 |
| PP |
147-03 |
147-03 |
147-03 |
147-07 |
| S1 |
146-19 |
146-19 |
147-13 |
146-27 |
| S2 |
145-21 |
145-21 |
147-09 |
|
| S3 |
144-07 |
145-05 |
147-04 |
|
| S4 |
142-25 |
143-23 |
146-24 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-22 |
152-25 |
148-24 |
|
| R3 |
151-16 |
150-19 |
148-04 |
|
| R2 |
149-10 |
149-10 |
147-30 |
|
| R1 |
148-13 |
148-13 |
147-23 |
147-24 |
| PP |
147-04 |
147-04 |
147-04 |
146-25 |
| S1 |
146-07 |
146-07 |
147-11 |
145-18 |
| S2 |
144-30 |
144-30 |
147-04 |
|
| S3 |
142-24 |
144-01 |
146-30 |
|
| S4 |
140-18 |
141-27 |
146-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-00 |
145-26 |
2-06 |
1.5% |
1-00 |
0.7% |
79% |
False |
False |
378,053 |
| 10 |
148-09 |
144-00 |
4-09 |
2.9% |
1-06 |
0.8% |
82% |
False |
False |
383,402 |
| 20 |
148-09 |
141-05 |
7-04 |
4.8% |
1-05 |
0.8% |
89% |
False |
False |
386,120 |
| 40 |
148-09 |
140-14 |
7-27 |
5.3% |
1-04 |
0.8% |
90% |
False |
False |
325,355 |
| 60 |
148-09 |
140-14 |
7-27 |
5.3% |
1-02 |
0.7% |
90% |
False |
False |
217,198 |
| 80 |
148-09 |
140-14 |
7-27 |
5.3% |
0-29 |
0.6% |
90% |
False |
False |
162,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-22 |
|
2.618 |
151-11 |
|
1.618 |
149-29 |
|
1.000 |
149-01 |
|
0.618 |
148-15 |
|
HIGH |
147-19 |
|
0.618 |
147-01 |
|
0.500 |
146-28 |
|
0.382 |
146-23 |
|
LOW |
146-05 |
|
0.618 |
145-09 |
|
1.000 |
144-23 |
|
1.618 |
143-27 |
|
2.618 |
142-13 |
|
4.250 |
140-02 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
147-10 |
147-08 |
| PP |
147-03 |
146-31 |
| S1 |
146-28 |
146-22 |
|