ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
146-11 |
146-18 |
0-07 |
0.1% |
148-23 |
| High |
146-30 |
147-12 |
0-14 |
0.3% |
149-21 |
| Low |
146-00 |
146-12 |
0-12 |
0.3% |
146-27 |
| Close |
146-23 |
146-16 |
-0-07 |
-0.1% |
147-02 |
| Range |
0-30 |
1-00 |
0-02 |
6.7% |
2-26 |
| ATR |
1-03 |
1-02 |
0-00 |
-0.5% |
0-00 |
| Volume |
369,198 |
482,430 |
113,232 |
30.7% |
1,981,090 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-24 |
149-04 |
147-02 |
|
| R3 |
148-24 |
148-04 |
146-25 |
|
| R2 |
147-24 |
147-24 |
146-22 |
|
| R1 |
147-04 |
147-04 |
146-19 |
146-30 |
| PP |
146-24 |
146-24 |
146-24 |
146-21 |
| S1 |
146-04 |
146-04 |
146-13 |
145-30 |
| S2 |
145-24 |
145-24 |
146-10 |
|
| S3 |
144-24 |
145-04 |
146-07 |
|
| S4 |
143-24 |
144-04 |
145-30 |
|
|
| 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 |
149-13 |
146-00 |
3-13 |
2.3% |
1-07 |
0.8% |
15% |
False |
False |
406,842 |
| 10 |
149-21 |
146-00 |
3-21 |
2.5% |
1-03 |
0.8% |
14% |
False |
False |
374,680 |
| 20 |
149-21 |
146-00 |
3-21 |
2.5% |
1-02 |
0.7% |
14% |
False |
False |
379,409 |
| 40 |
149-21 |
140-24 |
8-29 |
6.1% |
1-03 |
0.8% |
65% |
False |
False |
382,316 |
| 60 |
149-21 |
140-14 |
9-07 |
6.3% |
1-03 |
0.7% |
66% |
False |
False |
336,617 |
| 80 |
149-21 |
140-14 |
9-07 |
6.3% |
1-01 |
0.7% |
66% |
False |
False |
252,664 |
| 100 |
149-21 |
140-14 |
9-07 |
6.3% |
0-30 |
0.6% |
66% |
False |
False |
202,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-20 |
|
2.618 |
150-00 |
|
1.618 |
149-00 |
|
1.000 |
148-12 |
|
0.618 |
148-00 |
|
HIGH |
147-12 |
|
0.618 |
147-00 |
|
0.500 |
146-28 |
|
0.382 |
146-24 |
|
LOW |
146-12 |
|
0.618 |
145-24 |
|
1.000 |
145-12 |
|
1.618 |
144-24 |
|
2.618 |
143-24 |
|
4.250 |
142-04 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
146-28 |
146-22 |
| PP |
146-24 |
146-20 |
| S1 |
146-20 |
146-18 |
|