ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
143-09 |
140-25 |
-2-16 |
-1.7% |
144-01 |
| High |
143-13 |
141-26 |
-1-19 |
-1.1% |
145-00 |
| Low |
140-16 |
139-29 |
-0-19 |
-0.4% |
142-09 |
| Close |
141-08 |
141-20 |
0-12 |
0.3% |
143-12 |
| Range |
2-29 |
1-29 |
-1-00 |
-34.4% |
2-23 |
| ATR |
1-14 |
1-15 |
0-01 |
2.3% |
0-00 |
| Volume |
886,490 |
951,552 |
65,062 |
7.3% |
2,975,334 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-27 |
146-04 |
142-22 |
|
| R3 |
144-30 |
144-07 |
142-05 |
|
| R2 |
143-01 |
143-01 |
141-31 |
|
| R1 |
142-10 |
142-10 |
141-26 |
142-22 |
| PP |
141-04 |
141-04 |
141-04 |
141-09 |
| S1 |
140-13 |
140-13 |
141-14 |
140-24 |
| S2 |
139-07 |
139-07 |
141-09 |
|
| S3 |
137-10 |
138-16 |
141-03 |
|
| S4 |
135-13 |
136-19 |
140-18 |
|
|
| 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 |
139-29 |
5-03 |
3.6% |
2-01 |
1.4% |
34% |
False |
True |
775,670 |
| 10 |
145-18 |
139-29 |
5-21 |
4.0% |
1-22 |
1.2% |
30% |
False |
True |
624,680 |
| 20 |
149-21 |
139-29 |
9-24 |
6.9% |
1-16 |
1.1% |
18% |
False |
True |
523,421 |
| 40 |
149-21 |
139-29 |
9-24 |
6.9% |
1-09 |
0.9% |
18% |
False |
True |
457,250 |
| 60 |
149-21 |
139-29 |
9-24 |
6.9% |
1-07 |
0.9% |
18% |
False |
True |
424,682 |
| 80 |
149-21 |
139-29 |
9-24 |
6.9% |
1-05 |
0.8% |
18% |
False |
True |
349,058 |
| 100 |
149-21 |
139-29 |
9-24 |
6.9% |
1-03 |
0.8% |
18% |
False |
True |
279,297 |
| 120 |
149-21 |
139-29 |
9-24 |
6.9% |
0-31 |
0.7% |
18% |
False |
True |
232,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-29 |
|
2.618 |
146-26 |
|
1.618 |
144-29 |
|
1.000 |
143-23 |
|
0.618 |
143-00 |
|
HIGH |
141-26 |
|
0.618 |
141-03 |
|
0.500 |
140-28 |
|
0.382 |
140-20 |
|
LOW |
139-29 |
|
0.618 |
138-23 |
|
1.000 |
138-00 |
|
1.618 |
136-26 |
|
2.618 |
134-29 |
|
4.250 |
131-26 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141-12 |
141-28 |
| PP |
141-04 |
141-25 |
| S1 |
140-28 |
141-23 |
|