ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
147-05 |
146-21 |
-0-16 |
-0.3% |
148-23 |
| High |
147-08 |
146-31 |
-0-09 |
-0.2% |
149-21 |
| Low |
146-13 |
146-06 |
-0-07 |
-0.1% |
146-27 |
| Close |
146-16 |
146-08 |
-0-08 |
-0.2% |
147-02 |
| Range |
0-27 |
0-25 |
-0-02 |
-7.4% |
2-26 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.1% |
0-00 |
| Volume |
274,823 |
306,152 |
31,329 |
11.4% |
1,981,090 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-26 |
148-10 |
146-22 |
|
| R3 |
148-01 |
147-17 |
146-15 |
|
| R2 |
147-08 |
147-08 |
146-13 |
|
| R1 |
146-24 |
146-24 |
146-10 |
146-20 |
| PP |
146-15 |
146-15 |
146-15 |
146-13 |
| S1 |
145-31 |
145-31 |
146-06 |
145-26 |
| S2 |
145-22 |
145-22 |
146-03 |
|
| S3 |
144-29 |
145-06 |
146-01 |
|
| S4 |
144-04 |
144-13 |
145-26 |
|
|
| 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 |
146-06 |
3-15 |
2.4% |
1-09 |
0.9% |
2% |
False |
True |
380,086 |
| 10 |
149-21 |
146-06 |
3-15 |
2.4% |
1-01 |
0.7% |
2% |
False |
True |
352,171 |
| 20 |
149-21 |
145-26 |
3-27 |
2.6% |
1-02 |
0.7% |
11% |
False |
False |
376,994 |
| 40 |
149-21 |
140-18 |
9-03 |
6.2% |
1-03 |
0.8% |
63% |
False |
False |
378,318 |
| 60 |
149-21 |
140-14 |
9-07 |
6.3% |
1-02 |
0.7% |
63% |
False |
False |
322,502 |
| 80 |
149-21 |
140-14 |
9-07 |
6.3% |
1-01 |
0.7% |
63% |
False |
False |
242,019 |
| 100 |
149-21 |
140-14 |
9-07 |
6.3% |
0-29 |
0.6% |
63% |
False |
False |
193,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-09 |
|
2.618 |
149-00 |
|
1.618 |
148-07 |
|
1.000 |
147-24 |
|
0.618 |
147-14 |
|
HIGH |
146-31 |
|
0.618 |
146-21 |
|
0.500 |
146-18 |
|
0.382 |
146-16 |
|
LOW |
146-06 |
|
0.618 |
145-23 |
|
1.000 |
145-13 |
|
1.618 |
144-30 |
|
2.618 |
144-05 |
|
4.250 |
142-28 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
146-18 |
147-26 |
| PP |
146-15 |
147-09 |
| S1 |
146-12 |
146-24 |
|