ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
141-02 |
140-16 |
-0-18 |
-0.4% |
140-17 |
| High |
141-19 |
140-25 |
-0-26 |
-0.6% |
141-27 |
| Low |
140-12 |
140-03 |
-0-09 |
-0.2% |
138-28 |
| Close |
140-17 |
140-18 |
0-01 |
0.0% |
141-10 |
| Range |
1-07 |
0-22 |
-0-17 |
-43.6% |
2-31 |
| ATR |
1-15 |
1-13 |
-0-02 |
-3.8% |
0-00 |
| Volume |
2,502 |
3,032 |
530 |
21.2% |
19,292 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-17 |
142-08 |
140-30 |
|
| R3 |
141-27 |
141-18 |
140-24 |
|
| R2 |
141-05 |
141-05 |
140-22 |
|
| R1 |
140-28 |
140-28 |
140-20 |
141-00 |
| PP |
140-15 |
140-15 |
140-15 |
140-18 |
| S1 |
140-06 |
140-06 |
140-16 |
140-10 |
| S2 |
139-25 |
139-25 |
140-14 |
|
| S3 |
139-03 |
139-16 |
140-12 |
|
| S4 |
138-13 |
138-26 |
140-06 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-19 |
148-13 |
142-30 |
|
| R3 |
146-20 |
145-14 |
142-04 |
|
| R2 |
143-21 |
143-21 |
141-27 |
|
| R1 |
142-15 |
142-15 |
141-19 |
143-02 |
| PP |
140-22 |
140-22 |
140-22 |
140-31 |
| S1 |
139-16 |
139-16 |
141-01 |
140-03 |
| S2 |
137-23 |
137-23 |
140-25 |
|
| S3 |
134-24 |
136-17 |
140-16 |
|
| S4 |
131-25 |
133-18 |
139-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-27 |
139-23 |
2-04 |
1.5% |
0-31 |
0.7% |
40% |
False |
False |
2,508 |
| 10 |
143-09 |
138-28 |
4-13 |
3.1% |
1-11 |
1.0% |
38% |
False |
False |
8,572 |
| 20 |
145-00 |
138-28 |
6-04 |
4.4% |
1-18 |
1.1% |
28% |
False |
False |
268,311 |
| 40 |
149-21 |
138-28 |
10-25 |
7.7% |
1-12 |
1.0% |
16% |
False |
False |
338,847 |
| 60 |
149-21 |
138-28 |
10-25 |
7.7% |
1-09 |
0.9% |
16% |
False |
False |
353,110 |
| 80 |
149-21 |
138-28 |
10-25 |
7.7% |
1-08 |
0.9% |
16% |
False |
False |
359,135 |
| 100 |
149-21 |
138-28 |
10-25 |
7.7% |
1-06 |
0.9% |
16% |
False |
False |
288,695 |
| 120 |
149-21 |
138-28 |
10-25 |
7.7% |
1-03 |
0.8% |
16% |
False |
False |
240,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-22 |
|
2.618 |
142-19 |
|
1.618 |
141-29 |
|
1.000 |
141-15 |
|
0.618 |
141-07 |
|
HIGH |
140-25 |
|
0.618 |
140-17 |
|
0.500 |
140-14 |
|
0.382 |
140-11 |
|
LOW |
140-03 |
|
0.618 |
139-21 |
|
1.000 |
139-13 |
|
1.618 |
138-31 |
|
2.618 |
138-09 |
|
4.250 |
137-06 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140-17 |
140-31 |
| PP |
140-15 |
140-27 |
| S1 |
140-14 |
140-22 |
|