ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
143-10 |
142-15 |
-0-27 |
-0.6% |
142-24 |
| High |
143-14 |
143-21 |
0-07 |
0.2% |
144-06 |
| Low |
142-09 |
142-09 |
0-00 |
0.0% |
142-05 |
| Close |
142-20 |
143-15 |
0-27 |
0.6% |
143-22 |
| Range |
1-05 |
1-12 |
0-07 |
18.9% |
2-01 |
| ATR |
1-04 |
1-04 |
0-01 |
1.7% |
0-00 |
| Volume |
440,598 |
530,270 |
89,672 |
20.4% |
2,189,257 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-08 |
146-24 |
144-07 |
|
| R3 |
145-28 |
145-12 |
143-27 |
|
| R2 |
144-16 |
144-16 |
143-23 |
|
| R1 |
144-00 |
144-00 |
143-19 |
144-08 |
| PP |
143-04 |
143-04 |
143-04 |
143-08 |
| S1 |
142-20 |
142-20 |
143-11 |
142-28 |
| S2 |
141-24 |
141-24 |
143-07 |
|
| S3 |
140-12 |
141-08 |
143-03 |
|
| S4 |
139-00 |
139-28 |
142-23 |
|
|
| 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 |
144-03 |
142-09 |
1-26 |
1.3% |
0-31 |
0.7% |
66% |
False |
True |
377,701 |
| 10 |
144-13 |
142-05 |
2-08 |
1.6% |
1-06 |
0.8% |
58% |
False |
False |
442,056 |
| 20 |
146-15 |
142-05 |
4-10 |
3.0% |
1-05 |
0.8% |
30% |
False |
False |
426,872 |
| 40 |
148-25 |
142-05 |
6-20 |
4.6% |
1-04 |
0.8% |
20% |
False |
False |
359,073 |
| 60 |
150-28 |
142-05 |
8-23 |
6.1% |
1-02 |
0.7% |
15% |
False |
False |
329,410 |
| 80 |
151-10 |
142-05 |
9-05 |
6.4% |
1-01 |
0.7% |
14% |
False |
False |
247,344 |
| 100 |
151-10 |
142-05 |
9-05 |
6.4% |
1-00 |
0.7% |
14% |
False |
False |
197,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-16 |
|
2.618 |
147-08 |
|
1.618 |
145-28 |
|
1.000 |
145-01 |
|
0.618 |
144-16 |
|
HIGH |
143-21 |
|
0.618 |
143-04 |
|
0.500 |
142-31 |
|
0.382 |
142-26 |
|
LOW |
142-09 |
|
0.618 |
141-14 |
|
1.000 |
140-29 |
|
1.618 |
140-02 |
|
2.618 |
138-22 |
|
4.250 |
136-14 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-10 |
143-10 |
| PP |
143-04 |
143-06 |
| S1 |
142-31 |
143-02 |
|