ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
144-01 |
143-23 |
-0-10 |
-0.2% |
144-24 |
| High |
144-17 |
144-15 |
-0-02 |
0.0% |
145-18 |
| Low |
143-18 |
143-08 |
-0-10 |
-0.2% |
143-16 |
| Close |
143-24 |
144-03 |
0-11 |
0.2% |
143-31 |
| Range |
0-31 |
1-07 |
0-08 |
25.8% |
2-02 |
| ATR |
1-07 |
1-07 |
0-00 |
0.0% |
0-00 |
| Volume |
388,285 |
546,738 |
158,453 |
40.8% |
2,289,725 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-19 |
147-02 |
144-24 |
|
| R3 |
146-12 |
145-27 |
144-14 |
|
| R2 |
145-05 |
145-05 |
144-10 |
|
| R1 |
144-20 |
144-20 |
144-07 |
144-28 |
| PP |
143-30 |
143-30 |
143-30 |
144-02 |
| S1 |
143-13 |
143-13 |
143-31 |
143-22 |
| S2 |
142-23 |
142-23 |
143-28 |
|
| S3 |
141-16 |
142-06 |
143-24 |
|
| S4 |
140-09 |
140-31 |
143-14 |
|
|
| 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 |
143-08 |
2-10 |
1.6% |
1-10 |
0.9% |
36% |
False |
True |
473,690 |
| 10 |
147-12 |
143-08 |
4-04 |
2.9% |
1-10 |
0.9% |
20% |
False |
True |
468,964 |
| 20 |
149-21 |
143-08 |
6-13 |
4.4% |
1-06 |
0.8% |
13% |
False |
True |
410,567 |
| 40 |
149-21 |
142-31 |
6-22 |
4.6% |
1-05 |
0.8% |
17% |
False |
False |
398,645 |
| 60 |
149-21 |
140-14 |
9-07 |
6.4% |
1-04 |
0.8% |
40% |
False |
False |
394,622 |
| 80 |
149-21 |
140-14 |
9-07 |
6.4% |
1-03 |
0.8% |
40% |
False |
False |
300,623 |
| 100 |
149-21 |
140-14 |
9-07 |
6.4% |
1-01 |
0.7% |
40% |
False |
False |
240,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-21 |
|
2.618 |
147-21 |
|
1.618 |
146-14 |
|
1.000 |
145-22 |
|
0.618 |
145-07 |
|
HIGH |
144-15 |
|
0.618 |
144-00 |
|
0.500 |
143-28 |
|
0.382 |
143-23 |
|
LOW |
143-08 |
|
0.618 |
142-16 |
|
1.000 |
142-01 |
|
1.618 |
141-09 |
|
2.618 |
140-02 |
|
4.250 |
138-02 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-00 |
144-12 |
| PP |
143-30 |
144-09 |
| S1 |
143-28 |
144-06 |
|