ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
149-10 |
147-05 |
-2-05 |
-1.4% |
148-23 |
| High |
149-13 |
147-08 |
-2-05 |
-1.4% |
149-21 |
| Low |
146-27 |
146-13 |
-0-14 |
-0.3% |
146-27 |
| Close |
147-02 |
146-16 |
-0-18 |
-0.4% |
147-02 |
| Range |
2-18 |
0-27 |
-1-23 |
-67.1% |
2-26 |
| ATR |
1-04 |
1-04 |
-0-01 |
-1.8% |
0-00 |
| Volume |
601,607 |
274,823 |
-326,784 |
-54.3% |
1,981,090 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-08 |
148-23 |
146-31 |
|
| R3 |
148-13 |
147-28 |
146-23 |
|
| R2 |
147-18 |
147-18 |
146-21 |
|
| R1 |
147-01 |
147-01 |
146-18 |
146-28 |
| PP |
146-23 |
146-23 |
146-23 |
146-20 |
| S1 |
146-06 |
146-06 |
146-14 |
146-01 |
| S2 |
145-28 |
145-28 |
146-11 |
|
| S3 |
145-01 |
145-11 |
146-09 |
|
| S4 |
144-06 |
144-16 |
146-01 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-09 |
154-16 |
148-20 |
|
| R3 |
153-15 |
151-22 |
147-27 |
|
| R2 |
150-21 |
150-21 |
147-18 |
|
| R1 |
148-28 |
148-28 |
147-10 |
148-12 |
| PP |
147-27 |
147-27 |
147-27 |
147-19 |
| S1 |
146-02 |
146-02 |
146-26 |
145-18 |
| S2 |
145-01 |
145-01 |
146-18 |
|
| S3 |
142-07 |
143-08 |
146-09 |
|
| S4 |
139-13 |
140-14 |
145-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-21 |
146-13 |
3-08 |
2.2% |
1-09 |
0.9% |
3% |
False |
True |
398,499 |
| 10 |
149-21 |
146-13 |
3-08 |
2.2% |
1-03 |
0.7% |
3% |
False |
True |
373,860 |
| 20 |
149-21 |
145-26 |
3-27 |
2.6% |
1-02 |
0.7% |
18% |
False |
False |
378,776 |
| 40 |
149-21 |
140-18 |
9-03 |
6.2% |
1-03 |
0.7% |
65% |
False |
False |
376,385 |
| 60 |
149-21 |
140-14 |
9-07 |
6.3% |
1-02 |
0.7% |
66% |
False |
False |
317,410 |
| 80 |
149-21 |
140-14 |
9-07 |
6.3% |
1-01 |
0.7% |
66% |
False |
False |
238,193 |
| 100 |
149-21 |
140-14 |
9-07 |
6.3% |
0-29 |
0.6% |
66% |
False |
False |
190,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-27 |
|
2.618 |
149-15 |
|
1.618 |
148-20 |
|
1.000 |
148-03 |
|
0.618 |
147-25 |
|
HIGH |
147-08 |
|
0.618 |
146-30 |
|
0.500 |
146-26 |
|
0.382 |
146-23 |
|
LOW |
146-13 |
|
0.618 |
145-28 |
|
1.000 |
145-18 |
|
1.618 |
145-01 |
|
2.618 |
144-06 |
|
4.250 |
142-26 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
146-26 |
147-29 |
| PP |
146-23 |
147-14 |
| S1 |
146-20 |
146-31 |
|