ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
140-17 |
140-00 |
-0-17 |
-0.4% |
141-07 |
| High |
140-26 |
140-22 |
-0-04 |
-0.1% |
143-09 |
| Low |
139-24 |
138-28 |
-0-28 |
-0.6% |
140-10 |
| Close |
139-30 |
140-11 |
0-13 |
0.3% |
140-25 |
| Range |
1-02 |
1-26 |
0-24 |
70.6% |
2-31 |
| ATR |
1-17 |
1-18 |
0-01 |
1.3% |
0-00 |
| Volume |
6,742 |
5,540 |
-1,202 |
-17.8% |
156,783 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-13 |
144-22 |
141-11 |
|
| R3 |
143-19 |
142-28 |
140-27 |
|
| R2 |
141-25 |
141-25 |
140-22 |
|
| R1 |
141-02 |
141-02 |
140-16 |
141-14 |
| PP |
139-31 |
139-31 |
139-31 |
140-05 |
| S1 |
139-08 |
139-08 |
140-06 |
139-20 |
| S2 |
138-05 |
138-05 |
140-00 |
|
| S3 |
136-11 |
137-14 |
139-27 |
|
| S4 |
134-17 |
135-20 |
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 |
138-28 |
4-13 |
3.1% |
1-23 |
1.2% |
33% |
False |
True |
14,637 |
| 10 |
143-09 |
138-28 |
4-13 |
3.1% |
1-21 |
1.2% |
33% |
False |
True |
188,014 |
| 20 |
145-18 |
138-28 |
6-22 |
4.8% |
1-21 |
1.2% |
22% |
False |
True |
380,465 |
| 40 |
149-21 |
138-28 |
10-25 |
7.7% |
1-12 |
1.0% |
14% |
False |
True |
385,369 |
| 60 |
149-21 |
138-28 |
10-25 |
7.7% |
1-10 |
0.9% |
14% |
False |
True |
386,878 |
| 80 |
149-21 |
138-28 |
10-25 |
7.7% |
1-08 |
0.9% |
14% |
False |
True |
360,472 |
| 100 |
149-21 |
138-28 |
10-25 |
7.7% |
1-06 |
0.8% |
14% |
False |
True |
288,579 |
| 120 |
149-21 |
138-28 |
10-25 |
7.7% |
1-02 |
0.8% |
14% |
False |
True |
240,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-12 |
|
2.618 |
145-14 |
|
1.618 |
143-20 |
|
1.000 |
142-16 |
|
0.618 |
141-26 |
|
HIGH |
140-22 |
|
0.618 |
140-00 |
|
0.500 |
139-25 |
|
0.382 |
139-18 |
|
LOW |
138-28 |
|
0.618 |
137-24 |
|
1.000 |
137-02 |
|
1.618 |
135-30 |
|
2.618 |
134-04 |
|
4.250 |
131-06 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140-05 |
140-24 |
| PP |
139-31 |
140-19 |
| S1 |
139-25 |
140-15 |
|