ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
142-22 |
143-01 |
0-11 |
0.2% |
144-01 |
| High |
144-03 |
143-27 |
-0-08 |
-0.2% |
145-00 |
| Low |
142-09 |
142-23 |
0-14 |
0.3% |
142-09 |
| Close |
143-00 |
143-12 |
0-12 |
0.3% |
143-12 |
| Range |
1-26 |
1-04 |
-0-22 |
-37.9% |
2-23 |
| ATR |
1-11 |
1-10 |
0-00 |
-1.1% |
0-00 |
| Volume |
740,252 |
448,334 |
-291,918 |
-39.4% |
2,975,334 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-22 |
146-05 |
144-00 |
|
| R3 |
145-18 |
145-01 |
143-22 |
|
| R2 |
144-14 |
144-14 |
143-19 |
|
| R1 |
143-29 |
143-29 |
143-15 |
144-06 |
| PP |
143-10 |
143-10 |
143-10 |
143-14 |
| S1 |
142-25 |
142-25 |
143-09 |
143-02 |
| S2 |
142-06 |
142-06 |
143-05 |
|
| S3 |
141-02 |
141-21 |
143-02 |
|
| S4 |
139-30 |
140-17 |
142-24 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-23 |
150-08 |
144-28 |
|
| R3 |
149-00 |
147-17 |
144-04 |
|
| R2 |
146-09 |
146-09 |
143-28 |
|
| R1 |
144-26 |
144-26 |
143-20 |
144-06 |
| PP |
143-18 |
143-18 |
143-18 |
143-08 |
| S1 |
142-03 |
142-03 |
143-04 |
141-15 |
| S2 |
140-27 |
140-27 |
142-28 |
|
| S3 |
138-04 |
139-12 |
142-20 |
|
| S4 |
135-13 |
136-21 |
141-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-00 |
142-09 |
2-23 |
1.9% |
1-16 |
1.1% |
40% |
False |
False |
595,066 |
| 10 |
145-18 |
142-09 |
3-09 |
2.3% |
1-14 |
1.0% |
33% |
False |
False |
526,505 |
| 20 |
149-21 |
142-09 |
7-12 |
5.1% |
1-11 |
0.9% |
15% |
False |
False |
464,600 |
| 40 |
149-21 |
142-09 |
7-12 |
5.1% |
1-07 |
0.8% |
15% |
False |
False |
422,337 |
| 60 |
149-21 |
140-14 |
9-07 |
6.4% |
1-05 |
0.8% |
32% |
False |
False |
406,486 |
| 80 |
149-21 |
140-14 |
9-07 |
6.4% |
1-04 |
0.8% |
32% |
False |
False |
326,107 |
| 100 |
149-21 |
140-14 |
9-07 |
6.4% |
1-02 |
0.7% |
32% |
False |
False |
260,916 |
| 120 |
149-21 |
140-14 |
9-07 |
6.4% |
0-30 |
0.6% |
32% |
False |
False |
217,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-20 |
|
2.618 |
146-25 |
|
1.618 |
145-21 |
|
1.000 |
144-31 |
|
0.618 |
144-17 |
|
HIGH |
143-27 |
|
0.618 |
143-13 |
|
0.500 |
143-09 |
|
0.382 |
143-05 |
|
LOW |
142-23 |
|
0.618 |
142-01 |
|
1.000 |
141-19 |
|
1.618 |
140-29 |
|
2.618 |
139-25 |
|
4.250 |
137-30 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-11 |
143-20 |
| PP |
143-10 |
143-18 |
| S1 |
143-09 |
143-15 |
|