ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
143-21 |
144-08 |
0-19 |
0.4% |
147-05 |
| High |
144-19 |
145-18 |
0-31 |
0.7% |
147-12 |
| Low |
143-16 |
143-29 |
0-13 |
0.3% |
144-17 |
| Close |
144-06 |
145-14 |
1-08 |
0.9% |
145-00 |
| Range |
1-03 |
1-21 |
0-18 |
51.4% |
2-27 |
| ATR |
1-05 |
1-06 |
0-01 |
3.0% |
0-00 |
| Volume |
487,989 |
503,698 |
15,709 |
3.2% |
2,045,870 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-30 |
149-11 |
146-11 |
|
| R3 |
148-09 |
147-22 |
145-29 |
|
| R2 |
146-20 |
146-20 |
145-24 |
|
| R1 |
146-01 |
146-01 |
145-19 |
146-10 |
| PP |
144-31 |
144-31 |
144-31 |
145-04 |
| S1 |
144-12 |
144-12 |
145-09 |
144-22 |
| S2 |
143-10 |
143-10 |
145-04 |
|
| S3 |
141-21 |
142-23 |
144-31 |
|
| S4 |
140-00 |
141-02 |
144-17 |
|
|
| 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 |
146-22 |
143-16 |
3-06 |
2.2% |
1-16 |
1.0% |
61% |
False |
False |
492,250 |
| 10 |
149-13 |
143-16 |
5-29 |
4.1% |
1-12 |
0.9% |
33% |
False |
False |
449,546 |
| 20 |
149-21 |
143-16 |
6-05 |
4.2% |
1-04 |
0.8% |
31% |
False |
False |
401,195 |
| 40 |
149-21 |
142-18 |
7-03 |
4.9% |
1-04 |
0.8% |
41% |
False |
False |
392,386 |
| 60 |
149-21 |
140-14 |
9-07 |
6.3% |
1-04 |
0.8% |
54% |
False |
False |
377,272 |
| 80 |
149-21 |
140-14 |
9-07 |
6.3% |
1-03 |
0.8% |
54% |
False |
False |
283,421 |
| 100 |
149-21 |
140-14 |
9-07 |
6.3% |
1-00 |
0.7% |
54% |
False |
False |
226,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-19 |
|
2.618 |
149-29 |
|
1.618 |
148-08 |
|
1.000 |
147-07 |
|
0.618 |
146-19 |
|
HIGH |
145-18 |
|
0.618 |
144-30 |
|
0.500 |
144-24 |
|
0.382 |
144-17 |
|
LOW |
143-29 |
|
0.618 |
142-28 |
|
1.000 |
142-08 |
|
1.618 |
141-07 |
|
2.618 |
139-18 |
|
4.250 |
136-28 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-06 |
145-04 |
| PP |
144-31 |
144-27 |
| S1 |
144-24 |
144-17 |
|