ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
145-23 |
145-17 |
-0-06 |
-0.1% |
143-13 |
| High |
146-10 |
146-11 |
0-01 |
0.0% |
144-07 |
| Low |
145-11 |
145-00 |
-0-11 |
-0.2% |
142-17 |
| Close |
145-20 |
145-05 |
-0-15 |
-0.3% |
144-00 |
| Range |
0-31 |
1-11 |
0-12 |
38.7% |
1-22 |
| ATR |
1-05 |
1-06 |
0-00 |
1.1% |
0-00 |
| Volume |
982,819 |
583,636 |
-399,183 |
-40.6% |
1,681,787 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-17 |
148-22 |
145-29 |
|
| R3 |
148-06 |
147-11 |
145-17 |
|
| R2 |
146-27 |
146-27 |
145-13 |
|
| R1 |
146-00 |
146-00 |
145-09 |
145-24 |
| PP |
145-16 |
145-16 |
145-16 |
145-12 |
| S1 |
144-21 |
144-21 |
145-01 |
144-13 |
| S2 |
144-05 |
144-05 |
144-29 |
|
| S3 |
142-26 |
143-10 |
144-25 |
|
| S4 |
141-15 |
141-31 |
144-13 |
|
|
| 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 |
146-11 |
143-03 |
3-08 |
2.2% |
1-11 |
0.9% |
63% |
True |
False |
658,199 |
| 10 |
146-11 |
142-09 |
4-02 |
2.8% |
1-06 |
0.8% |
71% |
True |
False |
538,733 |
| 20 |
146-11 |
142-05 |
4-06 |
2.9% |
1-05 |
0.8% |
72% |
True |
False |
496,140 |
| 40 |
148-23 |
142-05 |
6-18 |
4.5% |
1-05 |
0.8% |
46% |
False |
False |
421,429 |
| 60 |
150-28 |
142-05 |
8-23 |
6.0% |
1-03 |
0.8% |
34% |
False |
False |
384,595 |
| 80 |
151-10 |
142-05 |
9-05 |
6.3% |
1-03 |
0.7% |
33% |
False |
False |
302,539 |
| 100 |
151-10 |
142-05 |
9-05 |
6.3% |
1-01 |
0.7% |
33% |
False |
False |
242,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-02 |
|
2.618 |
149-28 |
|
1.618 |
148-17 |
|
1.000 |
147-22 |
|
0.618 |
147-06 |
|
HIGH |
146-11 |
|
0.618 |
145-27 |
|
0.500 |
145-22 |
|
0.382 |
145-16 |
|
LOW |
145-00 |
|
0.618 |
144-05 |
|
1.000 |
143-21 |
|
1.618 |
142-26 |
|
2.618 |
141-15 |
|
4.250 |
139-09 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-22 |
145-02 |
| PP |
145-16 |
144-30 |
| S1 |
145-10 |
144-26 |
|