ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
147-30 |
148-23 |
0-25 |
0.5% |
148-01 |
| High |
148-29 |
149-05 |
0-08 |
0.2% |
149-06 |
| Low |
147-27 |
148-12 |
0-17 |
0.4% |
147-15 |
| Close |
148-28 |
148-19 |
-0-09 |
-0.2% |
148-28 |
| Range |
1-02 |
0-25 |
-0-09 |
-26.5% |
1-23 |
| ATR |
1-01 |
1-01 |
-0-01 |
-1.8% |
0-00 |
| Volume |
333,114 |
263,418 |
-69,696 |
-20.9% |
1,819,329 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-02 |
150-19 |
149-01 |
|
| R3 |
150-09 |
149-26 |
148-26 |
|
| R2 |
149-16 |
149-16 |
148-24 |
|
| R1 |
149-01 |
149-01 |
148-21 |
148-28 |
| PP |
148-23 |
148-23 |
148-23 |
148-20 |
| S1 |
148-08 |
148-08 |
148-17 |
148-03 |
| S2 |
147-30 |
147-30 |
148-14 |
|
| S3 |
147-05 |
147-15 |
148-12 |
|
| S4 |
146-12 |
146-22 |
148-05 |
|
|
| 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 |
147-18 |
1-20 |
1.1% |
0-29 |
0.6% |
63% |
False |
False |
349,222 |
| 10 |
149-06 |
147-11 |
1-27 |
1.2% |
0-30 |
0.6% |
68% |
False |
False |
361,956 |
| 20 |
149-06 |
144-06 |
5-00 |
3.4% |
1-02 |
0.7% |
88% |
False |
False |
385,918 |
| 40 |
149-06 |
140-14 |
8-24 |
5.9% |
1-02 |
0.7% |
93% |
False |
False |
372,962 |
| 60 |
149-06 |
140-14 |
8-24 |
5.9% |
1-02 |
0.7% |
93% |
False |
False |
284,318 |
| 80 |
149-06 |
140-14 |
8-24 |
5.9% |
1-00 |
0.7% |
93% |
False |
False |
213,288 |
| 100 |
149-11 |
140-14 |
8-29 |
6.0% |
0-27 |
0.6% |
92% |
False |
False |
170,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-15 |
|
2.618 |
151-06 |
|
1.618 |
150-13 |
|
1.000 |
149-30 |
|
0.618 |
149-20 |
|
HIGH |
149-05 |
|
0.618 |
148-27 |
|
0.500 |
148-24 |
|
0.382 |
148-22 |
|
LOW |
148-12 |
|
0.618 |
147-29 |
|
1.000 |
147-19 |
|
1.618 |
147-04 |
|
2.618 |
146-11 |
|
4.250 |
145-02 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
148-24 |
148-17 |
| PP |
148-23 |
148-15 |
| S1 |
148-21 |
148-12 |
|