ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
146-30 |
145-30 |
-1-00 |
-0.7% |
144-09 |
| High |
147-02 |
146-13 |
-0-21 |
-0.4% |
148-09 |
| Low |
145-26 |
145-26 |
0-00 |
0.0% |
144-00 |
| Close |
145-30 |
146-07 |
0-09 |
0.2% |
148-00 |
| Range |
1-08 |
0-19 |
-0-21 |
-52.5% |
4-09 |
| ATR |
1-05 |
1-04 |
-0-01 |
-3.5% |
0-00 |
| Volume |
422,885 |
380,429 |
-42,456 |
-10.0% |
1,943,762 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-30 |
147-21 |
146-17 |
|
| R3 |
147-11 |
147-02 |
146-12 |
|
| R2 |
146-24 |
146-24 |
146-10 |
|
| R1 |
146-15 |
146-15 |
146-09 |
146-20 |
| PP |
146-05 |
146-05 |
146-05 |
146-07 |
| S1 |
145-28 |
145-28 |
146-05 |
146-00 |
| S2 |
145-18 |
145-18 |
146-04 |
|
| S3 |
144-31 |
145-09 |
146-02 |
|
| S4 |
144-12 |
144-22 |
145-29 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-19 |
158-03 |
150-11 |
|
| R3 |
155-10 |
153-26 |
149-06 |
|
| R2 |
151-01 |
151-01 |
148-25 |
|
| R1 |
149-17 |
149-17 |
148-13 |
150-09 |
| PP |
146-24 |
146-24 |
146-24 |
147-04 |
| S1 |
145-08 |
145-08 |
147-19 |
146-00 |
| S2 |
142-15 |
142-15 |
147-07 |
|
| S3 |
138-06 |
140-31 |
146-26 |
|
| S4 |
133-29 |
136-22 |
145-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-09 |
145-26 |
2-15 |
1.7% |
1-05 |
0.8% |
16% |
False |
True |
412,572 |
| 10 |
148-09 |
144-00 |
4-09 |
2.9% |
1-04 |
0.8% |
52% |
False |
False |
377,081 |
| 20 |
148-09 |
140-24 |
7-17 |
5.2% |
1-04 |
0.8% |
73% |
False |
False |
385,222 |
| 40 |
148-09 |
140-14 |
7-27 |
5.4% |
1-03 |
0.8% |
74% |
False |
False |
315,221 |
| 60 |
148-09 |
140-14 |
7-27 |
5.4% |
1-01 |
0.7% |
74% |
False |
False |
210,415 |
| 80 |
148-09 |
140-14 |
7-27 |
5.4% |
0-28 |
0.6% |
74% |
False |
False |
157,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-30 |
|
2.618 |
147-31 |
|
1.618 |
147-12 |
|
1.000 |
147-00 |
|
0.618 |
146-25 |
|
HIGH |
146-13 |
|
0.618 |
146-06 |
|
0.500 |
146-04 |
|
0.382 |
146-01 |
|
LOW |
145-26 |
|
0.618 |
145-14 |
|
1.000 |
145-07 |
|
1.618 |
144-27 |
|
2.618 |
144-08 |
|
4.250 |
143-09 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
146-06 |
146-21 |
| PP |
146-05 |
146-16 |
| S1 |
146-04 |
146-12 |
|