ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
146-17 |
144-24 |
-1-25 |
-1.2% |
147-05 |
| High |
146-22 |
145-04 |
-1-18 |
-1.1% |
147-12 |
| Low |
144-17 |
144-06 |
-0-11 |
-0.2% |
144-17 |
| Close |
145-00 |
144-20 |
-0-12 |
-0.3% |
145-00 |
| Range |
2-05 |
0-30 |
-1-07 |
-56.5% |
2-27 |
| ATR |
1-05 |
1-04 |
0-00 |
-1.3% |
0-00 |
| Volume |
613,267 |
422,384 |
-190,883 |
-31.1% |
2,045,870 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-15 |
146-31 |
145-04 |
|
| R3 |
146-17 |
146-01 |
144-28 |
|
| R2 |
145-19 |
145-19 |
144-26 |
|
| R1 |
145-03 |
145-03 |
144-23 |
144-28 |
| PP |
144-21 |
144-21 |
144-21 |
144-17 |
| S1 |
144-05 |
144-05 |
144-17 |
143-30 |
| S2 |
143-23 |
143-23 |
144-14 |
|
| S3 |
142-25 |
143-07 |
144-12 |
|
| S4 |
141-27 |
142-09 |
144-04 |
|
|
| 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 |
144-06 |
3-06 |
2.2% |
1-05 |
0.8% |
14% |
False |
True |
438,686 |
| 10 |
149-21 |
144-06 |
5-15 |
3.8% |
1-07 |
0.8% |
8% |
False |
True |
418,592 |
| 20 |
149-21 |
144-06 |
5-15 |
3.8% |
1-03 |
0.7% |
8% |
False |
True |
390,274 |
| 40 |
149-21 |
142-10 |
7-11 |
5.1% |
1-04 |
0.8% |
31% |
False |
False |
390,084 |
| 60 |
149-21 |
140-14 |
9-07 |
6.4% |
1-03 |
0.8% |
45% |
False |
False |
353,808 |
| 80 |
149-21 |
140-14 |
9-07 |
6.4% |
1-02 |
0.7% |
45% |
False |
False |
265,608 |
| 100 |
149-21 |
140-14 |
9-07 |
6.4% |
0-31 |
0.7% |
45% |
False |
False |
212,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-04 |
|
2.618 |
147-19 |
|
1.618 |
146-21 |
|
1.000 |
146-02 |
|
0.618 |
145-23 |
|
HIGH |
145-04 |
|
0.618 |
144-25 |
|
0.500 |
144-21 |
|
0.382 |
144-17 |
|
LOW |
144-06 |
|
0.618 |
143-19 |
|
1.000 |
143-08 |
|
1.618 |
142-21 |
|
2.618 |
141-23 |
|
4.250 |
140-06 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-21 |
145-25 |
| PP |
144-21 |
145-13 |
| S1 |
144-20 |
145-00 |
|