ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
147-17 |
148-03 |
0-18 |
0.4% |
147-26 |
| High |
148-20 |
148-16 |
-0-04 |
-0.1% |
148-00 |
| Low |
147-13 |
147-19 |
0-06 |
0.1% |
145-26 |
| Close |
147-31 |
148-14 |
0-15 |
0.3% |
147-17 |
| Range |
1-07 |
0-29 |
-0-10 |
-25.6% |
2-06 |
| ATR |
1-05 |
1-04 |
-0-01 |
-1.5% |
0-00 |
| Volume |
438,429 |
416,050 |
-22,379 |
-5.1% |
1,890,265 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-29 |
150-18 |
148-30 |
|
| R3 |
150-00 |
149-21 |
148-22 |
|
| R2 |
149-03 |
149-03 |
148-19 |
|
| R1 |
148-24 |
148-24 |
148-17 |
148-30 |
| PP |
148-06 |
148-06 |
148-06 |
148-08 |
| S1 |
147-27 |
147-27 |
148-11 |
148-00 |
| S2 |
147-09 |
147-09 |
148-09 |
|
| S3 |
146-12 |
146-30 |
148-06 |
|
| S4 |
145-15 |
146-01 |
147-30 |
|
|
| 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 |
148-20 |
146-05 |
2-15 |
1.7% |
1-06 |
0.8% |
92% |
False |
False |
405,106 |
| 10 |
148-20 |
145-26 |
2-26 |
1.9% |
1-06 |
0.8% |
93% |
False |
False |
408,839 |
| 20 |
148-20 |
142-18 |
6-02 |
4.1% |
1-04 |
0.8% |
97% |
False |
False |
383,576 |
| 40 |
148-20 |
140-14 |
8-06 |
5.5% |
1-04 |
0.8% |
98% |
False |
False |
365,311 |
| 60 |
148-20 |
140-14 |
8-06 |
5.5% |
1-03 |
0.7% |
98% |
False |
False |
244,163 |
| 80 |
148-20 |
140-14 |
8-06 |
5.5% |
0-31 |
0.6% |
98% |
False |
False |
183,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-11 |
|
2.618 |
150-28 |
|
1.618 |
149-31 |
|
1.000 |
149-13 |
|
0.618 |
149-02 |
|
HIGH |
148-16 |
|
0.618 |
148-05 |
|
0.500 |
148-02 |
|
0.382 |
147-30 |
|
LOW |
147-19 |
|
0.618 |
147-01 |
|
1.000 |
146-22 |
|
1.618 |
146-04 |
|
2.618 |
145-07 |
|
4.250 |
143-24 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
148-10 |
148-09 |
| PP |
148-06 |
148-04 |
| S1 |
148-02 |
148-00 |
|