ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
143-26 |
144-00 |
0-06 |
0.1% |
143-13 |
| High |
144-06 |
145-29 |
1-23 |
1.2% |
144-07 |
| Low |
143-16 |
143-10 |
-0-06 |
-0.1% |
142-17 |
| Close |
144-00 |
145-08 |
1-08 |
0.9% |
144-00 |
| Range |
0-22 |
2-19 |
1-29 |
277.3% |
1-22 |
| ATR |
1-02 |
1-06 |
0-03 |
10.3% |
0-00 |
| Volume |
408,622 |
827,189 |
418,567 |
102.4% |
1,681,787 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-19 |
151-17 |
146-22 |
|
| R3 |
150-00 |
148-30 |
145-31 |
|
| R2 |
147-13 |
147-13 |
145-23 |
|
| R1 |
146-11 |
146-11 |
145-16 |
146-28 |
| PP |
144-26 |
144-26 |
144-26 |
145-03 |
| S1 |
143-24 |
143-24 |
145-00 |
144-09 |
| S2 |
142-07 |
142-07 |
144-25 |
|
| S3 |
139-20 |
141-05 |
144-17 |
|
| S4 |
137-01 |
138-18 |
143-26 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-21 |
148-00 |
144-30 |
|
| R3 |
146-31 |
146-10 |
144-15 |
|
| R2 |
145-09 |
145-09 |
144-10 |
|
| R1 |
144-20 |
144-20 |
144-05 |
144-30 |
| PP |
143-19 |
143-19 |
143-19 |
143-24 |
| S1 |
142-30 |
142-30 |
143-27 |
143-08 |
| S2 |
141-29 |
141-29 |
143-22 |
|
| S3 |
140-07 |
141-08 |
143-17 |
|
| S4 |
138-17 |
139-18 |
143-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-29 |
142-17 |
3-12 |
2.3% |
1-07 |
0.8% |
81% |
True |
False |
501,795 |
| 10 |
145-29 |
142-09 |
3-20 |
2.5% |
1-03 |
0.8% |
82% |
True |
False |
436,014 |
| 20 |
145-29 |
142-05 |
3-24 |
2.6% |
1-05 |
0.8% |
83% |
True |
False |
459,973 |
| 40 |
148-25 |
142-05 |
6-20 |
4.6% |
1-05 |
0.8% |
47% |
False |
False |
390,850 |
| 60 |
150-28 |
142-05 |
8-23 |
6.0% |
1-03 |
0.8% |
35% |
False |
False |
369,084 |
| 80 |
151-10 |
142-05 |
9-05 |
6.3% |
1-02 |
0.7% |
34% |
False |
False |
282,959 |
| 100 |
151-10 |
142-05 |
9-05 |
6.3% |
1-01 |
0.7% |
34% |
False |
False |
226,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-30 |
|
2.618 |
152-22 |
|
1.618 |
150-03 |
|
1.000 |
148-16 |
|
0.618 |
147-16 |
|
HIGH |
145-29 |
|
0.618 |
144-29 |
|
0.500 |
144-20 |
|
0.382 |
144-10 |
|
LOW |
143-10 |
|
0.618 |
141-23 |
|
1.000 |
140-23 |
|
1.618 |
139-04 |
|
2.618 |
136-17 |
|
4.250 |
132-09 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-01 |
145-00 |
| PP |
144-26 |
144-24 |
| S1 |
144-20 |
144-16 |
|