ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
141-26 |
142-00 |
0-06 |
0.1% |
141-07 |
| High |
143-09 |
142-19 |
-0-22 |
-0.5% |
143-09 |
| Low |
141-08 |
140-10 |
-0-30 |
-0.7% |
140-10 |
| Close |
142-04 |
140-25 |
-1-11 |
-0.9% |
140-25 |
| Range |
2-01 |
2-09 |
0-08 |
12.3% |
2-31 |
| ATR |
1-16 |
1-18 |
0-02 |
3.6% |
0-00 |
| Volume |
14,561 |
15,105 |
544 |
3.7% |
156,783 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-02 |
146-23 |
142-01 |
|
| R3 |
145-25 |
144-14 |
141-13 |
|
| R2 |
143-16 |
143-16 |
141-06 |
|
| R1 |
142-05 |
142-05 |
141-00 |
141-22 |
| PP |
141-07 |
141-07 |
141-07 |
141-00 |
| S1 |
139-28 |
139-28 |
140-18 |
139-13 |
| S2 |
138-30 |
138-30 |
140-12 |
|
| S3 |
136-21 |
137-19 |
140-05 |
|
| S4 |
134-12 |
135-10 |
139-17 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-12 |
148-17 |
142-13 |
|
| R3 |
147-13 |
145-18 |
141-19 |
|
| R2 |
144-14 |
144-14 |
141-10 |
|
| R1 |
142-19 |
142-19 |
141-02 |
142-01 |
| PP |
141-15 |
141-15 |
141-15 |
141-06 |
| S1 |
139-20 |
139-20 |
140-16 |
139-02 |
| S2 |
138-16 |
138-16 |
140-08 |
|
| S3 |
135-17 |
136-21 |
139-31 |
|
| S4 |
132-18 |
133-22 |
139-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-09 |
140-10 |
2-31 |
2.1% |
1-23 |
1.2% |
16% |
False |
True |
31,356 |
| 10 |
143-27 |
139-29 |
3-30 |
2.8% |
1-25 |
1.3% |
22% |
False |
False |
320,268 |
| 20 |
146-22 |
139-29 |
6-25 |
4.8% |
1-21 |
1.2% |
13% |
False |
False |
431,633 |
| 40 |
149-21 |
139-29 |
9-24 |
6.9% |
1-12 |
1.0% |
9% |
False |
False |
405,521 |
| 60 |
149-21 |
139-29 |
9-24 |
6.9% |
1-09 |
0.9% |
9% |
False |
False |
398,755 |
| 80 |
149-21 |
139-29 |
9-24 |
6.9% |
1-07 |
0.9% |
9% |
False |
False |
360,371 |
| 100 |
149-21 |
139-29 |
9-24 |
6.9% |
1-05 |
0.8% |
9% |
False |
False |
288,458 |
| 120 |
149-21 |
139-29 |
9-24 |
6.9% |
1-02 |
0.7% |
9% |
False |
False |
240,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-09 |
|
2.618 |
148-18 |
|
1.618 |
146-09 |
|
1.000 |
144-28 |
|
0.618 |
144-00 |
|
HIGH |
142-19 |
|
0.618 |
141-23 |
|
0.500 |
141-14 |
|
0.382 |
141-06 |
|
LOW |
140-10 |
|
0.618 |
138-29 |
|
1.000 |
138-01 |
|
1.618 |
136-20 |
|
2.618 |
134-11 |
|
4.250 |
130-20 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141-14 |
141-26 |
| PP |
141-07 |
141-15 |
| S1 |
141-00 |
141-04 |
|