ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
148-23 |
148-16 |
-0-07 |
-0.1% |
148-01 |
| High |
149-05 |
149-05 |
0-00 |
0.0% |
149-06 |
| Low |
148-12 |
148-09 |
-0-03 |
-0.1% |
147-15 |
| Close |
148-19 |
148-12 |
-0-07 |
-0.1% |
148-28 |
| Range |
0-25 |
0-28 |
0-03 |
12.0% |
1-23 |
| ATR |
1-01 |
1-01 |
0-00 |
-1.1% |
0-00 |
| Volume |
263,418 |
398,213 |
134,795 |
51.2% |
1,819,329 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-07 |
150-22 |
148-27 |
|
| R3 |
150-11 |
149-26 |
148-20 |
|
| R2 |
149-15 |
149-15 |
148-17 |
|
| R1 |
148-30 |
148-30 |
148-15 |
148-24 |
| PP |
148-19 |
148-19 |
148-19 |
148-17 |
| S1 |
148-02 |
148-02 |
148-09 |
147-28 |
| S2 |
147-23 |
147-23 |
148-07 |
|
| S3 |
146-27 |
147-06 |
148-04 |
|
| S4 |
145-31 |
146-10 |
147-29 |
|
|
| 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 |
149-05 |
147-18 |
1-19 |
1.1% |
0-26 |
0.5% |
51% |
True |
False |
324,255 |
| 10 |
149-06 |
147-13 |
1-25 |
1.2% |
0-29 |
0.6% |
54% |
False |
False |
366,507 |
| 20 |
149-06 |
144-06 |
5-00 |
3.4% |
1-02 |
0.7% |
84% |
False |
False |
391,080 |
| 40 |
149-06 |
140-14 |
8-24 |
5.9% |
1-02 |
0.7% |
91% |
False |
False |
375,312 |
| 60 |
149-06 |
140-14 |
8-24 |
5.9% |
1-02 |
0.7% |
91% |
False |
False |
290,937 |
| 80 |
149-06 |
140-14 |
8-24 |
5.9% |
0-31 |
0.7% |
91% |
False |
False |
218,265 |
| 100 |
149-11 |
140-14 |
8-29 |
6.0% |
0-28 |
0.6% |
89% |
False |
False |
174,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-28 |
|
2.618 |
151-14 |
|
1.618 |
150-18 |
|
1.000 |
150-01 |
|
0.618 |
149-22 |
|
HIGH |
149-05 |
|
0.618 |
148-26 |
|
0.500 |
148-23 |
|
0.382 |
148-20 |
|
LOW |
148-09 |
|
0.618 |
147-24 |
|
1.000 |
147-13 |
|
1.618 |
146-28 |
|
2.618 |
146-00 |
|
4.250 |
144-18 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
148-23 |
148-16 |
| PP |
148-19 |
148-15 |
| S1 |
148-16 |
148-13 |
|