ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
143-20 |
143-21 |
0-01 |
0.0% |
142-24 |
| High |
144-03 |
143-30 |
-0-05 |
-0.1% |
144-06 |
| Low |
143-01 |
143-08 |
0-07 |
0.2% |
142-05 |
| Close |
143-22 |
143-28 |
0-06 |
0.1% |
143-22 |
| Range |
1-02 |
0-22 |
-0-12 |
-35.3% |
2-01 |
| ATR |
1-06 |
1-05 |
-0-01 |
-3.0% |
0-00 |
| Volume |
378,373 |
247,489 |
-130,884 |
-34.6% |
2,189,257 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-24 |
145-16 |
144-08 |
|
| R3 |
145-02 |
144-26 |
144-02 |
|
| R2 |
144-12 |
144-12 |
144-00 |
|
| R1 |
144-04 |
144-04 |
143-30 |
144-08 |
| PP |
143-22 |
143-22 |
143-22 |
143-24 |
| S1 |
143-14 |
143-14 |
143-26 |
143-18 |
| S2 |
143-00 |
143-00 |
143-24 |
|
| S3 |
142-10 |
142-24 |
143-22 |
|
| S4 |
141-20 |
142-02 |
143-16 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-14 |
148-19 |
144-26 |
|
| R3 |
147-13 |
146-18 |
144-08 |
|
| R2 |
145-12 |
145-12 |
144-02 |
|
| R1 |
144-17 |
144-17 |
143-28 |
144-30 |
| PP |
143-11 |
143-11 |
143-11 |
143-18 |
| S1 |
142-16 |
142-16 |
143-16 |
142-30 |
| S2 |
141-10 |
141-10 |
143-10 |
|
| S3 |
139-09 |
140-15 |
143-04 |
|
| S4 |
137-08 |
138-14 |
142-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-06 |
142-21 |
1-17 |
1.1% |
1-01 |
0.7% |
80% |
False |
False |
393,738 |
| 10 |
144-13 |
142-05 |
2-08 |
1.6% |
1-05 |
0.8% |
76% |
False |
False |
462,610 |
| 20 |
146-17 |
142-05 |
4-12 |
3.0% |
1-04 |
0.8% |
39% |
False |
False |
408,726 |
| 40 |
148-25 |
142-05 |
6-20 |
4.6% |
1-04 |
0.8% |
26% |
False |
False |
356,159 |
| 60 |
151-10 |
142-05 |
9-05 |
6.4% |
1-02 |
0.7% |
19% |
False |
False |
308,529 |
| 80 |
151-10 |
142-05 |
9-05 |
6.4% |
1-02 |
0.7% |
19% |
False |
False |
231,563 |
| 100 |
151-10 |
142-05 |
9-05 |
6.4% |
0-31 |
0.7% |
19% |
False |
False |
185,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-28 |
|
2.618 |
145-24 |
|
1.618 |
145-02 |
|
1.000 |
144-20 |
|
0.618 |
144-12 |
|
HIGH |
143-30 |
|
0.618 |
143-22 |
|
0.500 |
143-19 |
|
0.382 |
143-16 |
|
LOW |
143-08 |
|
0.618 |
142-26 |
|
1.000 |
142-18 |
|
1.618 |
142-04 |
|
2.618 |
141-14 |
|
4.250 |
140-10 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-25 |
143-25 |
| PP |
143-22 |
143-22 |
| S1 |
143-19 |
143-20 |
|