ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
145-14 |
146-03 |
0-21 |
0.5% |
144-00 |
| High |
146-06 |
146-13 |
0-07 |
0.1% |
146-11 |
| Low |
145-14 |
145-14 |
0-00 |
0.0% |
143-10 |
| Close |
145-27 |
145-14 |
-0-13 |
-0.3% |
145-27 |
| Range |
0-24 |
0-31 |
0-07 |
29.2% |
3-01 |
| ATR |
1-04 |
1-04 |
0-00 |
-1.0% |
0-00 |
| Volume |
58,417 |
55,462 |
-2,955 |
-5.1% |
2,610,093 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-21 |
148-01 |
145-31 |
|
| R3 |
147-22 |
147-02 |
145-23 |
|
| R2 |
146-23 |
146-23 |
145-20 |
|
| R1 |
146-03 |
146-03 |
145-17 |
145-30 |
| PP |
145-24 |
145-24 |
145-24 |
145-22 |
| S1 |
145-04 |
145-04 |
145-11 |
144-30 |
| S2 |
144-25 |
144-25 |
145-08 |
|
| S3 |
143-26 |
144-05 |
145-05 |
|
| S4 |
142-27 |
143-06 |
144-29 |
|
|
| 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 |
146-13 |
145-00 |
1-13 |
1.0% |
0-31 |
0.7% |
31% |
True |
False |
367,673 |
| 10 |
146-13 |
142-17 |
3-28 |
2.7% |
1-03 |
0.8% |
75% |
True |
False |
434,734 |
| 20 |
146-13 |
142-05 |
4-08 |
2.9% |
1-03 |
0.8% |
77% |
True |
False |
419,388 |
| 40 |
146-17 |
142-05 |
4-12 |
3.0% |
1-03 |
0.7% |
75% |
False |
False |
407,175 |
| 60 |
150-28 |
142-05 |
8-23 |
6.0% |
1-03 |
0.8% |
38% |
False |
False |
371,060 |
| 80 |
151-10 |
142-05 |
9-05 |
6.3% |
1-02 |
0.7% |
36% |
False |
False |
305,919 |
| 100 |
151-10 |
142-05 |
9-05 |
6.3% |
1-01 |
0.7% |
36% |
False |
False |
244,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-17 |
|
2.618 |
148-30 |
|
1.618 |
147-31 |
|
1.000 |
147-12 |
|
0.618 |
147-00 |
|
HIGH |
146-13 |
|
0.618 |
146-01 |
|
0.500 |
145-30 |
|
0.382 |
145-26 |
|
LOW |
145-14 |
|
0.618 |
144-27 |
|
1.000 |
144-15 |
|
1.618 |
143-28 |
|
2.618 |
142-29 |
|
4.250 |
141-10 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145-30 |
145-22 |
| PP |
145-24 |
145-20 |
| S1 |
145-19 |
145-17 |
|