ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
141-23 |
141-21 |
-0-02 |
0.0% |
143-09 |
| High |
142-01 |
142-13 |
0-12 |
0.3% |
143-13 |
| Low |
141-03 |
140-04 |
-0-31 |
-0.7% |
139-29 |
| Close |
141-16 |
141-02 |
-0-14 |
-0.3% |
141-02 |
| Range |
0-30 |
2-09 |
1-11 |
143.3% |
3-16 |
| ATR |
1-14 |
1-16 |
0-02 |
4.2% |
0-00 |
| Volume |
592,627 |
166,898 |
-425,729 |
-71.8% |
2,597,567 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-01 |
146-27 |
142-10 |
|
| R3 |
145-24 |
144-18 |
141-22 |
|
| R2 |
143-15 |
143-15 |
141-15 |
|
| R1 |
142-09 |
142-09 |
141-09 |
141-24 |
| PP |
141-06 |
141-06 |
141-06 |
140-30 |
| S1 |
140-00 |
140-00 |
140-27 |
139-14 |
| S2 |
138-29 |
138-29 |
140-21 |
|
| S3 |
136-20 |
137-23 |
140-14 |
|
| S4 |
134-11 |
135-14 |
139-26 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-31 |
150-00 |
143-00 |
|
| R3 |
148-15 |
146-16 |
142-01 |
|
| R2 |
144-31 |
144-31 |
141-23 |
|
| R1 |
143-00 |
143-00 |
141-12 |
142-08 |
| PP |
141-15 |
141-15 |
141-15 |
141-02 |
| S1 |
139-16 |
139-16 |
140-24 |
138-24 |
| S2 |
137-31 |
137-31 |
140-13 |
|
| S3 |
134-15 |
136-00 |
140-03 |
|
| S4 |
130-31 |
132-16 |
139-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-27 |
139-29 |
3-30 |
2.8% |
1-27 |
1.3% |
29% |
False |
False |
609,180 |
| 10 |
145-17 |
139-29 |
5-20 |
4.0% |
1-23 |
1.2% |
21% |
False |
False |
601,464 |
| 20 |
149-13 |
139-29 |
9-16 |
6.7% |
1-17 |
1.1% |
12% |
False |
False |
525,505 |
| 40 |
149-21 |
139-29 |
9-24 |
6.9% |
1-09 |
0.9% |
12% |
False |
False |
453,173 |
| 60 |
149-21 |
139-29 |
9-24 |
6.9% |
1-08 |
0.9% |
12% |
False |
False |
426,656 |
| 80 |
149-21 |
139-29 |
9-24 |
6.9% |
1-06 |
0.8% |
12% |
False |
False |
358,514 |
| 100 |
149-21 |
139-29 |
9-24 |
6.9% |
1-04 |
0.8% |
12% |
False |
False |
286,891 |
| 120 |
149-21 |
139-29 |
9-24 |
6.9% |
1-00 |
0.7% |
12% |
False |
False |
239,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-03 |
|
2.618 |
148-12 |
|
1.618 |
146-03 |
|
1.000 |
144-22 |
|
0.618 |
143-26 |
|
HIGH |
142-13 |
|
0.618 |
141-17 |
|
0.500 |
141-08 |
|
0.382 |
141-00 |
|
LOW |
140-04 |
|
0.618 |
138-23 |
|
1.000 |
137-27 |
|
1.618 |
136-14 |
|
2.618 |
134-05 |
|
4.250 |
130-14 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141-08 |
141-05 |
| PP |
141-06 |
141-04 |
| S1 |
141-04 |
141-03 |
|