ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
148-13 |
148-01 |
-0-12 |
-0.3% |
147-15 |
| High |
148-14 |
148-19 |
0-05 |
0.1% |
148-20 |
| Low |
147-28 |
147-15 |
-0-13 |
-0.3% |
147-05 |
| Close |
148-04 |
148-05 |
0-01 |
0.0% |
148-04 |
| Range |
0-18 |
1-04 |
0-18 |
100.0% |
1-15 |
| ATR |
1-03 |
1-03 |
0-00 |
0.2% |
0-00 |
| Volume |
329,640 |
336,635 |
6,995 |
2.1% |
1,948,139 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-14 |
150-30 |
148-25 |
|
| R3 |
150-10 |
149-26 |
148-15 |
|
| R2 |
149-06 |
149-06 |
148-12 |
|
| R1 |
148-22 |
148-22 |
148-08 |
148-30 |
| PP |
148-02 |
148-02 |
148-02 |
148-06 |
| S1 |
147-18 |
147-18 |
148-02 |
147-26 |
| S2 |
146-30 |
146-30 |
147-30 |
|
| S3 |
145-26 |
146-14 |
147-27 |
|
| S4 |
144-22 |
145-10 |
147-17 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-12 |
151-23 |
148-30 |
|
| R3 |
150-29 |
150-08 |
148-17 |
|
| R2 |
149-14 |
149-14 |
148-13 |
|
| R1 |
148-25 |
148-25 |
148-08 |
149-04 |
| PP |
147-31 |
147-31 |
147-31 |
148-04 |
| S1 |
147-10 |
147-10 |
148-00 |
147-20 |
| S2 |
146-16 |
146-16 |
147-27 |
|
| S3 |
145-01 |
145-27 |
147-23 |
|
| S4 |
143-18 |
144-12 |
147-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-20 |
147-11 |
1-09 |
0.9% |
0-31 |
0.7% |
63% |
False |
False |
374,690 |
| 10 |
148-20 |
145-26 |
2-26 |
1.9% |
1-01 |
0.7% |
83% |
False |
False |
383,692 |
| 20 |
148-20 |
142-20 |
6-00 |
4.0% |
1-04 |
0.8% |
92% |
False |
False |
381,636 |
| 40 |
148-20 |
140-14 |
8-06 |
5.5% |
1-04 |
0.8% |
94% |
False |
False |
379,424 |
| 60 |
148-20 |
140-14 |
8-06 |
5.5% |
1-03 |
0.7% |
94% |
False |
False |
255,261 |
| 80 |
148-20 |
140-14 |
8-06 |
5.5% |
0-31 |
0.7% |
94% |
False |
False |
191,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-12 |
|
2.618 |
151-17 |
|
1.618 |
150-13 |
|
1.000 |
149-23 |
|
0.618 |
149-09 |
|
HIGH |
148-19 |
|
0.618 |
148-05 |
|
0.500 |
148-01 |
|
0.382 |
147-29 |
|
LOW |
147-15 |
|
0.618 |
146-25 |
|
1.000 |
146-11 |
|
1.618 |
145-21 |
|
2.618 |
144-17 |
|
4.250 |
142-22 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
148-04 |
148-04 |
| PP |
148-02 |
148-02 |
| S1 |
148-01 |
148-01 |
|