ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
145-06 |
145-14 |
0-08 |
0.2% |
144-00 |
| High |
145-24 |
146-06 |
0-14 |
0.3% |
146-11 |
| Low |
145-00 |
145-14 |
0-14 |
0.3% |
143-10 |
| Close |
145-09 |
145-27 |
0-18 |
0.4% |
145-27 |
| Range |
0-24 |
0-24 |
0-00 |
0.0% |
3-01 |
| ATR |
1-05 |
1-04 |
-0-01 |
-1.5% |
0-00 |
| Volume |
158,032 |
58,417 |
-99,615 |
-63.0% |
2,610,093 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-02 |
147-23 |
146-08 |
|
| R3 |
147-10 |
146-31 |
146-02 |
|
| R2 |
146-18 |
146-18 |
145-31 |
|
| R1 |
146-07 |
146-07 |
145-29 |
146-12 |
| PP |
145-26 |
145-26 |
145-26 |
145-29 |
| S1 |
145-15 |
145-15 |
145-25 |
145-20 |
| S2 |
145-02 |
145-02 |
145-23 |
|
| S3 |
144-10 |
144-23 |
145-20 |
|
| S4 |
143-18 |
143-31 |
145-14 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-08 |
153-03 |
147-16 |
|
| R3 |
151-07 |
150-02 |
146-22 |
|
| R2 |
148-06 |
148-06 |
146-13 |
|
| R1 |
147-01 |
147-01 |
146-04 |
147-20 |
| PP |
145-05 |
145-05 |
145-05 |
145-15 |
| S1 |
144-00 |
144-00 |
145-18 |
144-18 |
| S2 |
142-04 |
142-04 |
145-09 |
|
| S3 |
139-03 |
140-31 |
145-00 |
|
| S4 |
136-02 |
137-30 |
144-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-11 |
143-10 |
3-01 |
2.1% |
1-09 |
0.9% |
84% |
False |
False |
522,018 |
| 10 |
146-11 |
142-17 |
3-26 |
2.6% |
1-03 |
0.8% |
87% |
False |
False |
463,291 |
| 20 |
146-11 |
142-05 |
4-06 |
2.9% |
1-05 |
0.8% |
88% |
False |
False |
452,674 |
| 40 |
146-17 |
142-05 |
4-12 |
3.0% |
1-03 |
0.8% |
84% |
False |
False |
416,476 |
| 60 |
150-28 |
142-05 |
8-23 |
6.0% |
1-03 |
0.8% |
42% |
False |
False |
375,417 |
| 80 |
151-10 |
142-05 |
9-05 |
6.3% |
1-02 |
0.7% |
40% |
False |
False |
305,229 |
| 100 |
151-10 |
142-05 |
9-05 |
6.3% |
1-01 |
0.7% |
40% |
False |
False |
244,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-12 |
|
2.618 |
148-05 |
|
1.618 |
147-13 |
|
1.000 |
146-30 |
|
0.618 |
146-21 |
|
HIGH |
146-06 |
|
0.618 |
145-29 |
|
0.500 |
145-26 |
|
0.382 |
145-23 |
|
LOW |
145-14 |
|
0.618 |
144-31 |
|
1.000 |
144-22 |
|
1.618 |
144-07 |
|
2.618 |
143-15 |
|
4.250 |
142-08 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-27 |
145-25 |
| PP |
145-26 |
145-23 |
| S1 |
145-26 |
145-22 |
|