ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
148-16 |
148-14 |
-0-02 |
0.0% |
148-01 |
| High |
149-05 |
149-21 |
0-16 |
0.3% |
149-06 |
| Low |
148-09 |
148-09 |
0-00 |
0.0% |
147-15 |
| Close |
148-12 |
149-04 |
0-24 |
0.5% |
148-28 |
| Range |
0-28 |
1-12 |
0-16 |
57.1% |
1-23 |
| ATR |
1-01 |
1-01 |
0-01 |
2.5% |
0-00 |
| Volume |
398,213 |
327,586 |
-70,627 |
-17.7% |
1,819,329 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-05 |
152-16 |
149-28 |
|
| R3 |
151-25 |
151-04 |
149-16 |
|
| R2 |
150-13 |
150-13 |
149-12 |
|
| R1 |
149-24 |
149-24 |
149-08 |
150-02 |
| PP |
149-01 |
149-01 |
149-01 |
149-06 |
| S1 |
148-12 |
148-12 |
149-00 |
148-22 |
| S2 |
147-21 |
147-21 |
148-28 |
|
| S3 |
146-09 |
147-00 |
148-24 |
|
| S4 |
144-29 |
145-20 |
148-12 |
|
|
| 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 |
149-21 |
147-20 |
2-01 |
1.4% |
0-30 |
0.6% |
74% |
True |
False |
322,911 |
| 10 |
149-21 |
147-15 |
2-06 |
1.5% |
0-30 |
0.6% |
76% |
True |
False |
355,423 |
| 20 |
149-21 |
145-04 |
4-17 |
3.0% |
1-02 |
0.7% |
88% |
True |
False |
387,891 |
| 40 |
149-21 |
140-14 |
9-07 |
6.2% |
1-03 |
0.7% |
94% |
True |
False |
376,270 |
| 60 |
149-21 |
140-14 |
9-07 |
6.2% |
1-02 |
0.7% |
94% |
True |
False |
296,364 |
| 80 |
149-21 |
140-14 |
9-07 |
6.2% |
1-00 |
0.7% |
94% |
True |
False |
222,360 |
| 100 |
149-21 |
140-14 |
9-07 |
6.2% |
0-28 |
0.6% |
94% |
True |
False |
177,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-16 |
|
2.618 |
153-08 |
|
1.618 |
151-28 |
|
1.000 |
151-01 |
|
0.618 |
150-16 |
|
HIGH |
149-21 |
|
0.618 |
149-04 |
|
0.500 |
148-31 |
|
0.382 |
148-26 |
|
LOW |
148-09 |
|
0.618 |
147-14 |
|
1.000 |
146-29 |
|
1.618 |
146-02 |
|
2.618 |
144-22 |
|
4.250 |
142-14 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
149-02 |
149-02 |
| PP |
149-01 |
149-01 |
| S1 |
148-31 |
148-31 |
|