ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
145-03 |
144-11 |
-0-24 |
-0.5% |
144-00 |
| High |
145-04 |
144-21 |
-0-15 |
-0.3% |
146-11 |
| Low |
144-08 |
143-12 |
-0-28 |
-0.6% |
143-10 |
| Close |
144-11 |
143-15 |
-0-28 |
-0.6% |
145-27 |
| Range |
0-28 |
1-09 |
0-13 |
46.4% |
3-01 |
| ATR |
1-02 |
1-03 |
0-00 |
1.4% |
0-00 |
| Volume |
13,331 |
11,576 |
-1,755 |
-13.2% |
2,610,093 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-22 |
146-27 |
144-06 |
|
| R3 |
146-13 |
145-18 |
143-26 |
|
| R2 |
145-04 |
145-04 |
143-23 |
|
| R1 |
144-09 |
144-09 |
143-19 |
144-02 |
| PP |
143-27 |
143-27 |
143-27 |
143-23 |
| S1 |
143-00 |
143-00 |
143-11 |
142-25 |
| S2 |
142-18 |
142-18 |
143-07 |
|
| S3 |
141-09 |
141-23 |
143-04 |
|
| S4 |
140-00 |
140-14 |
142-24 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-08 |
153-03 |
147-16 |
|
| R3 |
151-07 |
150-02 |
146-22 |
|
| R2 |
148-06 |
148-06 |
146-13 |
|
| R1 |
147-01 |
147-01 |
146-04 |
147-20 |
| PP |
145-05 |
145-05 |
145-05 |
145-15 |
| S1 |
144-00 |
144-00 |
145-18 |
144-18 |
| S2 |
142-04 |
142-04 |
145-09 |
|
| S3 |
139-03 |
140-31 |
145-00 |
|
| S4 |
136-02 |
137-30 |
144-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-13 |
143-12 |
3-01 |
2.1% |
0-29 |
0.6% |
3% |
False |
True |
33,018 |
| 10 |
146-13 |
143-10 |
3-03 |
2.2% |
1-03 |
0.8% |
5% |
False |
False |
312,538 |
| 20 |
146-13 |
142-09 |
4-04 |
2.9% |
1-01 |
0.7% |
29% |
False |
False |
356,731 |
| 40 |
146-17 |
142-05 |
4-12 |
3.0% |
1-03 |
0.8% |
30% |
False |
False |
381,860 |
| 60 |
150-02 |
142-05 |
7-29 |
5.5% |
1-03 |
0.8% |
17% |
False |
False |
353,332 |
| 80 |
151-10 |
142-05 |
9-05 |
6.4% |
1-02 |
0.7% |
14% |
False |
False |
306,499 |
| 100 |
151-10 |
142-05 |
9-05 |
6.4% |
1-01 |
0.7% |
14% |
False |
False |
245,274 |
| 120 |
151-10 |
142-05 |
9-05 |
6.4% |
1-00 |
0.7% |
14% |
False |
False |
204,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-03 |
|
2.618 |
148-00 |
|
1.618 |
146-23 |
|
1.000 |
145-30 |
|
0.618 |
145-14 |
|
HIGH |
144-21 |
|
0.618 |
144-05 |
|
0.500 |
144-00 |
|
0.382 |
143-28 |
|
LOW |
143-12 |
|
0.618 |
142-19 |
|
1.000 |
142-03 |
|
1.618 |
141-10 |
|
2.618 |
140-01 |
|
4.250 |
137-30 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-00 |
144-15 |
| PP |
143-27 |
144-04 |
| S1 |
143-21 |
143-26 |
|