ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
140-25 |
141-26 |
1-01 |
0.7% |
143-09 |
| High |
142-08 |
143-09 |
1-01 |
0.7% |
143-13 |
| Low |
140-25 |
141-08 |
0-15 |
0.3% |
139-29 |
| Close |
141-20 |
142-04 |
0-16 |
0.4% |
141-02 |
| Range |
1-15 |
2-01 |
0-18 |
38.3% |
3-16 |
| ATR |
1-15 |
1-16 |
0-01 |
2.7% |
0-00 |
| Volume |
31,237 |
14,561 |
-16,676 |
-53.4% |
2,597,567 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-10 |
147-08 |
143-08 |
|
| R3 |
146-09 |
145-07 |
142-22 |
|
| R2 |
144-08 |
144-08 |
142-16 |
|
| R1 |
143-06 |
143-06 |
142-10 |
143-23 |
| PP |
142-07 |
142-07 |
142-07 |
142-16 |
| S1 |
141-05 |
141-05 |
141-30 |
141-22 |
| S2 |
140-06 |
140-06 |
141-24 |
|
| S3 |
138-05 |
139-04 |
141-18 |
|
| S4 |
136-04 |
137-03 |
141-00 |
|
|
| 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 |
143-09 |
140-04 |
3-05 |
2.2% |
1-23 |
1.2% |
63% |
True |
False |
61,715 |
| 10 |
144-03 |
139-29 |
4-06 |
2.9% |
1-23 |
1.2% |
53% |
False |
False |
392,783 |
| 20 |
147-12 |
139-29 |
7-15 |
5.3% |
1-19 |
1.1% |
30% |
False |
False |
455,000 |
| 40 |
149-21 |
139-29 |
9-24 |
6.9% |
1-10 |
0.9% |
23% |
False |
False |
414,654 |
| 60 |
149-21 |
139-29 |
9-24 |
6.9% |
1-08 |
0.9% |
23% |
False |
False |
405,045 |
| 80 |
149-21 |
139-29 |
9-24 |
6.9% |
1-07 |
0.9% |
23% |
False |
False |
360,226 |
| 100 |
149-21 |
139-29 |
9-24 |
6.9% |
1-05 |
0.8% |
23% |
False |
False |
288,307 |
| 120 |
149-21 |
139-29 |
9-24 |
6.9% |
1-01 |
0.7% |
23% |
False |
False |
240,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-29 |
|
2.618 |
148-19 |
|
1.618 |
146-18 |
|
1.000 |
145-10 |
|
0.618 |
144-17 |
|
HIGH |
143-09 |
|
0.618 |
142-16 |
|
0.500 |
142-08 |
|
0.382 |
142-01 |
|
LOW |
141-08 |
|
0.618 |
140-00 |
|
1.000 |
139-07 |
|
1.618 |
137-31 |
|
2.618 |
135-30 |
|
4.250 |
132-20 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
142-08 |
142-03 |
| PP |
142-07 |
142-02 |
| S1 |
142-06 |
142-01 |
|