ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
144-00 |
145-23 |
1-23 |
1.2% |
143-13 |
| High |
145-29 |
146-10 |
0-13 |
0.3% |
144-07 |
| Low |
143-10 |
145-11 |
2-01 |
1.4% |
142-17 |
| Close |
145-08 |
145-20 |
0-12 |
0.3% |
144-00 |
| Range |
2-19 |
0-31 |
-1-20 |
-62.7% |
1-22 |
| ATR |
1-06 |
1-05 |
0-00 |
-0.7% |
0-00 |
| Volume |
827,189 |
982,819 |
155,630 |
18.8% |
1,681,787 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-21 |
148-04 |
146-05 |
|
| R3 |
147-22 |
147-05 |
145-29 |
|
| R2 |
146-23 |
146-23 |
145-26 |
|
| R1 |
146-06 |
146-06 |
145-23 |
145-31 |
| PP |
145-24 |
145-24 |
145-24 |
145-21 |
| S1 |
145-07 |
145-07 |
145-17 |
145-00 |
| S2 |
144-25 |
144-25 |
145-14 |
|
| S3 |
143-26 |
144-08 |
145-11 |
|
| S4 |
142-27 |
143-09 |
145-03 |
|
|
| 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 |
146-10 |
142-17 |
3-25 |
2.6% |
1-08 |
0.9% |
82% |
True |
False |
640,432 |
| 10 |
146-10 |
142-09 |
4-01 |
2.8% |
1-04 |
0.8% |
83% |
True |
False |
509,547 |
| 20 |
146-10 |
142-05 |
4-05 |
2.9% |
1-05 |
0.8% |
83% |
True |
False |
486,078 |
| 40 |
148-25 |
142-05 |
6-20 |
4.5% |
1-04 |
0.8% |
52% |
False |
False |
410,411 |
| 60 |
150-28 |
142-05 |
8-23 |
6.0% |
1-03 |
0.8% |
40% |
False |
False |
379,568 |
| 80 |
151-10 |
142-05 |
9-05 |
6.3% |
1-02 |
0.7% |
38% |
False |
False |
295,244 |
| 100 |
151-10 |
142-05 |
9-05 |
6.3% |
1-01 |
0.7% |
38% |
False |
False |
236,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-14 |
|
2.618 |
148-27 |
|
1.618 |
147-28 |
|
1.000 |
147-09 |
|
0.618 |
146-29 |
|
HIGH |
146-10 |
|
0.618 |
145-30 |
|
0.500 |
145-26 |
|
0.382 |
145-23 |
|
LOW |
145-11 |
|
0.618 |
144-24 |
|
1.000 |
144-12 |
|
1.618 |
143-25 |
|
2.618 |
142-26 |
|
4.250 |
141-07 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-26 |
145-11 |
| PP |
145-24 |
145-03 |
| S1 |
145-22 |
144-26 |
|