ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
146-18 |
146-17 |
-0-01 |
0.0% |
147-05 |
| High |
147-12 |
146-22 |
-0-22 |
-0.5% |
147-12 |
| Low |
146-12 |
144-17 |
-1-27 |
-1.3% |
144-17 |
| Close |
146-16 |
145-00 |
-1-16 |
-1.0% |
145-00 |
| Range |
1-00 |
2-05 |
1-05 |
115.6% |
2-27 |
| ATR |
1-02 |
1-05 |
0-02 |
7.2% |
0-00 |
| Volume |
482,430 |
613,267 |
130,837 |
27.1% |
2,045,870 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-28 |
150-19 |
146-06 |
|
| R3 |
149-23 |
148-14 |
145-19 |
|
| R2 |
147-18 |
147-18 |
145-13 |
|
| R1 |
146-09 |
146-09 |
145-06 |
145-27 |
| PP |
145-13 |
145-13 |
145-13 |
145-06 |
| S1 |
144-04 |
144-04 |
144-26 |
143-22 |
| S2 |
143-08 |
143-08 |
144-19 |
|
| S3 |
141-03 |
141-31 |
144-13 |
|
| S4 |
138-30 |
139-26 |
143-26 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-05 |
152-14 |
146-18 |
|
| R3 |
151-10 |
149-19 |
145-25 |
|
| R2 |
148-15 |
148-15 |
145-17 |
|
| R1 |
146-24 |
146-24 |
145-08 |
146-06 |
| PP |
145-20 |
145-20 |
145-20 |
145-12 |
| S1 |
143-29 |
143-29 |
144-24 |
143-11 |
| S2 |
142-25 |
142-25 |
144-15 |
|
| S3 |
139-30 |
141-02 |
144-07 |
|
| S4 |
137-03 |
138-07 |
143-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-12 |
144-17 |
2-27 |
2.0% |
1-05 |
0.8% |
16% |
False |
True |
409,174 |
| 10 |
149-21 |
144-17 |
5-04 |
3.5% |
1-07 |
0.8% |
9% |
False |
True |
402,696 |
| 20 |
149-21 |
144-17 |
5-04 |
3.5% |
1-03 |
0.8% |
9% |
False |
True |
389,721 |
| 40 |
149-21 |
141-05 |
8-16 |
5.9% |
1-04 |
0.8% |
45% |
False |
False |
387,920 |
| 60 |
149-21 |
140-14 |
9-07 |
6.4% |
1-03 |
0.8% |
49% |
False |
False |
346,811 |
| 80 |
149-21 |
140-14 |
9-07 |
6.4% |
1-02 |
0.7% |
49% |
False |
False |
260,329 |
| 100 |
149-21 |
140-14 |
9-07 |
6.4% |
0-30 |
0.7% |
49% |
False |
False |
208,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-27 |
|
2.618 |
152-11 |
|
1.618 |
150-06 |
|
1.000 |
148-27 |
|
0.618 |
148-01 |
|
HIGH |
146-22 |
|
0.618 |
145-28 |
|
0.500 |
145-20 |
|
0.382 |
145-11 |
|
LOW |
144-17 |
|
0.618 |
143-06 |
|
1.000 |
142-12 |
|
1.618 |
141-01 |
|
2.618 |
138-28 |
|
4.250 |
135-12 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-20 |
145-30 |
| PP |
145-13 |
145-20 |
| S1 |
145-06 |
145-10 |
|