ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
145-05 |
144-01 |
-1-04 |
-0.8% |
144-24 |
| High |
145-17 |
144-17 |
-1-00 |
-0.7% |
145-18 |
| Low |
143-27 |
143-18 |
-0-09 |
-0.2% |
143-16 |
| Close |
143-31 |
143-24 |
-0-07 |
-0.2% |
143-31 |
| Range |
1-22 |
0-31 |
-0-23 |
-42.6% |
2-02 |
| ATR |
1-08 |
1-07 |
-0-01 |
-1.5% |
0-00 |
| Volume |
441,742 |
388,285 |
-53,457 |
-12.1% |
2,289,725 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-27 |
146-09 |
144-09 |
|
| R3 |
145-28 |
145-10 |
144-01 |
|
| R2 |
144-29 |
144-29 |
143-30 |
|
| R1 |
144-11 |
144-11 |
143-27 |
144-04 |
| PP |
143-30 |
143-30 |
143-30 |
143-27 |
| S1 |
143-12 |
143-12 |
143-21 |
143-06 |
| S2 |
142-31 |
142-31 |
143-18 |
|
| S3 |
142-00 |
142-13 |
143-15 |
|
| S4 |
141-01 |
141-14 |
143-07 |
|
|
| 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% |
12% |
False |
False |
451,125 |
| 10 |
147-12 |
143-16 |
3-28 |
2.7% |
1-09 |
0.9% |
6% |
False |
False |
444,905 |
| 20 |
149-21 |
143-16 |
6-05 |
4.3% |
1-06 |
0.8% |
4% |
False |
False |
409,383 |
| 40 |
149-21 |
142-20 |
7-01 |
4.9% |
1-05 |
0.8% |
16% |
False |
False |
395,510 |
| 60 |
149-21 |
140-14 |
9-07 |
6.4% |
1-05 |
0.8% |
36% |
False |
False |
389,410 |
| 80 |
149-21 |
140-14 |
9-07 |
6.4% |
1-04 |
0.8% |
36% |
False |
False |
293,791 |
| 100 |
149-21 |
140-14 |
9-07 |
6.4% |
1-01 |
0.7% |
36% |
False |
False |
235,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-21 |
|
2.618 |
147-02 |
|
1.618 |
146-03 |
|
1.000 |
145-16 |
|
0.618 |
145-04 |
|
HIGH |
144-17 |
|
0.618 |
144-05 |
|
0.500 |
144-02 |
|
0.382 |
143-30 |
|
LOW |
143-18 |
|
0.618 |
142-31 |
|
1.000 |
142-19 |
|
1.618 |
142-00 |
|
2.618 |
141-01 |
|
4.250 |
139-14 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-02 |
144-18 |
| PP |
143-30 |
144-09 |
| S1 |
143-27 |
144-01 |
|