ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
141-07 |
141-19 |
0-12 |
0.3% |
143-09 |
| High |
142-13 |
141-19 |
-0-26 |
-0.6% |
143-13 |
| Low |
140-14 |
140-25 |
0-11 |
0.2% |
139-29 |
| Close |
141-10 |
141-03 |
-0-07 |
-0.2% |
141-02 |
| Range |
1-31 |
0-26 |
-1-05 |
-58.7% |
3-16 |
| ATR |
1-17 |
1-15 |
-0-02 |
-3.3% |
0-00 |
| Volume |
69,155 |
26,725 |
-42,430 |
-61.4% |
2,597,567 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-19 |
143-05 |
141-17 |
|
| R3 |
142-25 |
142-11 |
141-10 |
|
| R2 |
141-31 |
141-31 |
141-08 |
|
| R1 |
141-17 |
141-17 |
141-05 |
141-11 |
| PP |
141-05 |
141-05 |
141-05 |
141-02 |
| S1 |
140-23 |
140-23 |
141-01 |
140-17 |
| S2 |
140-11 |
140-11 |
140-30 |
|
| S3 |
139-17 |
139-29 |
140-28 |
|
| S4 |
138-23 |
139-03 |
140-21 |
|
|
| 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 |
142-13 |
139-29 |
2-16 |
1.8% |
1-19 |
1.1% |
48% |
False |
False |
361,391 |
| 10 |
145-00 |
139-29 |
5-03 |
3.6% |
1-24 |
1.2% |
23% |
False |
False |
528,049 |
| 20 |
147-12 |
139-29 |
7-15 |
5.3% |
1-16 |
1.1% |
16% |
False |
False |
486,477 |
| 40 |
149-21 |
139-29 |
9-24 |
6.9% |
1-09 |
0.9% |
12% |
False |
False |
432,627 |
| 60 |
149-21 |
139-29 |
9-24 |
6.9% |
1-08 |
0.9% |
12% |
False |
False |
413,083 |
| 80 |
149-21 |
139-29 |
9-24 |
6.9% |
1-06 |
0.8% |
12% |
False |
False |
359,677 |
| 100 |
149-21 |
139-29 |
9-24 |
6.9% |
1-04 |
0.8% |
12% |
False |
False |
287,850 |
| 120 |
149-21 |
139-29 |
9-24 |
6.9% |
1-00 |
0.7% |
12% |
False |
False |
239,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-02 |
|
2.618 |
143-23 |
|
1.618 |
142-29 |
|
1.000 |
142-13 |
|
0.618 |
142-03 |
|
HIGH |
141-19 |
|
0.618 |
141-09 |
|
0.500 |
141-06 |
|
0.382 |
141-03 |
|
LOW |
140-25 |
|
0.618 |
140-09 |
|
1.000 |
139-31 |
|
1.618 |
139-15 |
|
2.618 |
138-21 |
|
4.250 |
137-10 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141-06 |
141-08 |
| PP |
141-05 |
141-07 |
| S1 |
141-04 |
141-05 |
|