ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
146-06 |
147-15 |
1-09 |
0.9% |
147-26 |
| High |
147-19 |
148-14 |
0-27 |
0.6% |
148-00 |
| Low |
146-05 |
147-05 |
1-00 |
0.7% |
145-26 |
| Close |
147-17 |
147-30 |
0-13 |
0.3% |
147-17 |
| Range |
1-14 |
1-09 |
-0-05 |
-10.9% |
2-06 |
| ATR |
1-04 |
1-05 |
0-00 |
0.9% |
0-00 |
| Volume |
407,035 |
411,323 |
4,288 |
1.1% |
1,890,265 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-22 |
151-03 |
148-21 |
|
| R3 |
150-13 |
149-26 |
148-09 |
|
| R2 |
149-04 |
149-04 |
148-06 |
|
| R1 |
148-17 |
148-17 |
148-02 |
148-26 |
| PP |
147-27 |
147-27 |
147-27 |
148-00 |
| S1 |
147-08 |
147-08 |
147-26 |
147-18 |
| S2 |
146-18 |
146-18 |
147-22 |
|
| S3 |
145-09 |
145-31 |
147-19 |
|
| S4 |
144-00 |
144-22 |
147-07 |
|
|
| 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 |
148-14 |
145-26 |
2-20 |
1.8% |
1-02 |
0.7% |
81% |
True |
False |
392,695 |
| 10 |
148-14 |
144-06 |
4-08 |
2.9% |
1-07 |
0.8% |
88% |
True |
False |
409,881 |
| 20 |
148-14 |
142-10 |
6-04 |
4.1% |
1-06 |
0.8% |
92% |
True |
False |
389,894 |
| 40 |
148-14 |
140-14 |
8-00 |
5.4% |
1-04 |
0.8% |
94% |
True |
False |
335,574 |
| 60 |
148-14 |
140-14 |
8-00 |
5.4% |
1-02 |
0.7% |
94% |
True |
False |
224,052 |
| 80 |
148-14 |
140-14 |
8-00 |
5.4% |
0-29 |
0.6% |
94% |
True |
False |
168,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-28 |
|
2.618 |
151-25 |
|
1.618 |
150-16 |
|
1.000 |
149-23 |
|
0.618 |
149-07 |
|
HIGH |
148-14 |
|
0.618 |
147-30 |
|
0.500 |
147-26 |
|
0.382 |
147-21 |
|
LOW |
147-05 |
|
0.618 |
146-12 |
|
1.000 |
145-28 |
|
1.618 |
145-03 |
|
2.618 |
143-26 |
|
4.250 |
141-23 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
147-28 |
147-21 |
| PP |
147-27 |
147-13 |
| S1 |
147-26 |
147-04 |
|