ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
142-00 |
140-17 |
-1-15 |
-1.0% |
141-07 |
| High |
142-19 |
140-26 |
-1-25 |
-1.2% |
143-09 |
| Low |
140-10 |
139-24 |
-0-18 |
-0.4% |
140-10 |
| Close |
140-25 |
139-30 |
-0-27 |
-0.6% |
140-25 |
| Range |
2-09 |
1-02 |
-1-07 |
-53.4% |
2-31 |
| ATR |
1-18 |
1-17 |
-0-01 |
-2.3% |
0-00 |
| Volume |
15,105 |
6,742 |
-8,363 |
-55.4% |
156,783 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-11 |
142-23 |
140-17 |
|
| R3 |
142-09 |
141-21 |
140-07 |
|
| R2 |
141-07 |
141-07 |
140-04 |
|
| R1 |
140-19 |
140-19 |
140-01 |
140-12 |
| PP |
140-05 |
140-05 |
140-05 |
140-02 |
| S1 |
139-17 |
139-17 |
139-27 |
139-10 |
| S2 |
139-03 |
139-03 |
139-24 |
|
| S3 |
138-01 |
138-15 |
139-21 |
|
| S4 |
136-31 |
137-13 |
139-11 |
|
|
| 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 |
139-24 |
3-17 |
2.5% |
1-17 |
1.1% |
5% |
False |
True |
18,874 |
| 10 |
143-13 |
139-24 |
3-21 |
2.6% |
1-24 |
1.3% |
5% |
False |
True |
276,109 |
| 20 |
145-18 |
139-24 |
5-26 |
4.2% |
1-20 |
1.2% |
3% |
False |
True |
401,307 |
| 40 |
149-21 |
139-24 |
9-29 |
7.1% |
1-11 |
1.0% |
2% |
False |
True |
395,514 |
| 60 |
149-21 |
139-24 |
9-29 |
7.1% |
1-09 |
0.9% |
2% |
False |
True |
392,383 |
| 80 |
149-21 |
139-24 |
9-29 |
7.1% |
1-07 |
0.9% |
2% |
False |
True |
360,435 |
| 100 |
149-21 |
139-24 |
9-29 |
7.1% |
1-06 |
0.8% |
2% |
False |
True |
288,524 |
| 120 |
149-21 |
139-24 |
9-29 |
7.1% |
1-02 |
0.8% |
2% |
False |
True |
240,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-10 |
|
2.618 |
143-19 |
|
1.618 |
142-17 |
|
1.000 |
141-28 |
|
0.618 |
141-15 |
|
HIGH |
140-26 |
|
0.618 |
140-13 |
|
0.500 |
140-09 |
|
0.382 |
140-05 |
|
LOW |
139-24 |
|
0.618 |
139-03 |
|
1.000 |
138-22 |
|
1.618 |
138-01 |
|
2.618 |
136-31 |
|
4.250 |
135-08 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140-09 |
141-16 |
| PP |
140-05 |
141-00 |
| S1 |
140-02 |
140-15 |
|