ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
148-01 |
147-30 |
-0-03 |
-0.1% |
148-01 |
| High |
148-06 |
148-29 |
0-23 |
0.5% |
149-06 |
| Low |
147-20 |
147-27 |
0-07 |
0.1% |
147-15 |
| Close |
147-30 |
148-28 |
0-30 |
0.6% |
148-28 |
| Range |
0-18 |
1-02 |
0-16 |
88.9% |
1-23 |
| ATR |
1-01 |
1-01 |
0-00 |
0.1% |
0-00 |
| Volume |
292,224 |
333,114 |
40,890 |
14.0% |
1,819,329 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-23 |
151-12 |
149-15 |
|
| R3 |
150-21 |
150-10 |
149-05 |
|
| R2 |
149-19 |
149-19 |
149-02 |
|
| R1 |
149-08 |
149-08 |
148-31 |
149-14 |
| PP |
148-17 |
148-17 |
148-17 |
148-20 |
| S1 |
148-06 |
148-06 |
148-25 |
148-12 |
| S2 |
147-15 |
147-15 |
148-22 |
|
| S3 |
146-13 |
147-04 |
148-19 |
|
| S4 |
145-11 |
146-02 |
148-09 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-21 |
153-00 |
149-26 |
|
| R3 |
151-30 |
151-09 |
149-11 |
|
| R2 |
150-07 |
150-07 |
149-06 |
|
| R1 |
149-18 |
149-18 |
149-01 |
149-28 |
| PP |
148-16 |
148-16 |
148-16 |
148-22 |
| S1 |
147-27 |
147-27 |
148-23 |
148-06 |
| S2 |
146-25 |
146-25 |
148-18 |
|
| S3 |
145-02 |
146-04 |
148-13 |
|
| S4 |
143-11 |
144-13 |
147-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-06 |
147-15 |
1-23 |
1.2% |
0-31 |
0.6% |
82% |
False |
False |
363,865 |
| 10 |
149-06 |
147-05 |
2-01 |
1.4% |
1-00 |
0.7% |
85% |
False |
False |
376,746 |
| 20 |
149-06 |
144-00 |
5-06 |
3.5% |
1-03 |
0.7% |
94% |
False |
False |
380,074 |
| 40 |
149-06 |
140-14 |
8-24 |
5.9% |
1-02 |
0.7% |
96% |
False |
False |
377,428 |
| 60 |
149-06 |
140-14 |
8-24 |
5.9% |
1-02 |
0.7% |
96% |
False |
False |
279,942 |
| 80 |
149-06 |
140-14 |
8-24 |
5.9% |
1-00 |
0.7% |
96% |
False |
False |
209,995 |
| 100 |
149-11 |
140-14 |
8-29 |
6.0% |
0-27 |
0.6% |
95% |
False |
False |
167,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-14 |
|
2.618 |
151-22 |
|
1.618 |
150-20 |
|
1.000 |
149-31 |
|
0.618 |
149-18 |
|
HIGH |
148-29 |
|
0.618 |
148-16 |
|
0.500 |
148-12 |
|
0.382 |
148-08 |
|
LOW |
147-27 |
|
0.618 |
147-06 |
|
1.000 |
146-25 |
|
1.618 |
146-04 |
|
2.618 |
145-02 |
|
4.250 |
143-10 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
148-23 |
148-21 |
| PP |
148-17 |
148-14 |
| S1 |
148-12 |
148-08 |
|