ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
144-08 |
145-05 |
0-29 |
0.6% |
144-24 |
| High |
145-18 |
145-17 |
-0-01 |
0.0% |
145-18 |
| Low |
143-29 |
143-27 |
-0-02 |
0.0% |
143-16 |
| Close |
145-14 |
143-31 |
-1-15 |
-1.0% |
143-31 |
| Range |
1-21 |
1-22 |
0-01 |
1.9% |
2-02 |
| ATR |
1-06 |
1-08 |
0-01 |
2.9% |
0-00 |
| Volume |
503,698 |
441,742 |
-61,956 |
-12.3% |
2,289,725 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-16 |
148-14 |
144-29 |
|
| R3 |
147-26 |
146-24 |
144-14 |
|
| R2 |
146-04 |
146-04 |
144-09 |
|
| R1 |
145-02 |
145-02 |
144-04 |
144-24 |
| PP |
144-14 |
144-14 |
144-14 |
144-10 |
| S1 |
143-12 |
143-12 |
143-26 |
143-02 |
| S2 |
142-24 |
142-24 |
143-21 |
|
| S3 |
141-02 |
141-22 |
143-16 |
|
| S4 |
139-12 |
140-00 |
143-01 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-17 |
149-10 |
145-03 |
|
| R3 |
148-15 |
147-08 |
144-17 |
|
| R2 |
146-13 |
146-13 |
144-11 |
|
| R1 |
145-06 |
145-06 |
144-05 |
144-24 |
| PP |
144-11 |
144-11 |
144-11 |
144-04 |
| S1 |
143-04 |
143-04 |
143-25 |
142-22 |
| S2 |
142-09 |
142-09 |
143-19 |
|
| S3 |
140-07 |
141-02 |
143-13 |
|
| S4 |
138-05 |
139-00 |
142-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-18 |
143-16 |
2-02 |
1.4% |
1-13 |
1.0% |
23% |
False |
False |
457,945 |
| 10 |
147-12 |
143-16 |
3-28 |
2.7% |
1-09 |
0.9% |
12% |
False |
False |
433,559 |
| 20 |
149-21 |
143-16 |
6-05 |
4.3% |
1-06 |
0.8% |
8% |
False |
False |
406,800 |
| 40 |
149-21 |
142-20 |
7-01 |
4.9% |
1-05 |
0.8% |
19% |
False |
False |
394,579 |
| 60 |
149-21 |
140-14 |
9-07 |
6.4% |
1-04 |
0.8% |
38% |
False |
False |
384,403 |
| 80 |
149-21 |
140-14 |
9-07 |
6.4% |
1-04 |
0.8% |
38% |
False |
False |
288,938 |
| 100 |
149-21 |
140-14 |
9-07 |
6.4% |
1-00 |
0.7% |
38% |
False |
False |
231,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-22 |
|
2.618 |
149-30 |
|
1.618 |
148-08 |
|
1.000 |
147-07 |
|
0.618 |
146-18 |
|
HIGH |
145-17 |
|
0.618 |
144-28 |
|
0.500 |
144-22 |
|
0.382 |
144-16 |
|
LOW |
143-27 |
|
0.618 |
142-26 |
|
1.000 |
142-05 |
|
1.618 |
141-04 |
|
2.618 |
139-14 |
|
4.250 |
136-22 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-22 |
144-17 |
| PP |
144-14 |
144-11 |
| S1 |
144-07 |
144-05 |
|