ECBOT 30 Year Treasury Bond Future June 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jan-2013 | 
                    31-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        141-15 | 
                        142-00 | 
                        0-17 | 
                        0.4% | 
                        144-08 | 
                     
                    
                        | High | 
                        142-01 | 
                        142-03 | 
                        0-02 | 
                        0.0% | 
                        144-30 | 
                     
                    
                        | Low | 
                        141-06 | 
                        141-18 | 
                        0-12 | 
                        0.3% | 
                        142-15 | 
                     
                    
                        | Close | 
                        141-18 | 
                        141-31 | 
                        0-13 | 
                        0.3% | 
                        142-19 | 
                     
                    
                        | Range | 
                        0-27 | 
                        0-17 | 
                        -0-10 | 
                        -37.0% | 
                        2-15 | 
                     
                    
                        | ATR | 
                        0-27 | 
                        0-27 | 
                        -0-01 | 
                        -2.7% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        151 | 
                        859 | 
                        708 | 
                        468.9% | 
                        818 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                143-15 | 
                143-08 | 
                142-08 | 
                 | 
             
            
                | R3 | 
                142-30 | 
                142-23 | 
                142-04 | 
                 | 
             
            
                | R2 | 
                142-13 | 
                142-13 | 
                142-02 | 
                 | 
             
            
                | R1 | 
                142-06 | 
                142-06 | 
                142-01 | 
                142-01 | 
             
            
                | PP | 
                141-28 | 
                141-28 | 
                141-28 | 
                141-26 | 
             
            
                | S1 | 
                141-21 | 
                141-21 | 
                141-29 | 
                141-16 | 
             
            
                | S2 | 
                141-11 | 
                141-11 | 
                141-28 | 
                 | 
             
            
                | S3 | 
                140-26 | 
                141-04 | 
                141-26 | 
                 | 
             
            
                | S4 | 
                140-09 | 
                140-19 | 
                141-22 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                150-24 | 
                149-04 | 
                143-30 | 
                 | 
             
            
                | R3 | 
                148-09 | 
                146-21 | 
                143-09 | 
                 | 
             
            
                | R2 | 
                145-26 | 
                145-26 | 
                143-01 | 
                 | 
             
            
                | R1 | 
                144-06 | 
                144-06 | 
                142-26 | 
                143-24 | 
             
            
                | PP | 
                143-11 | 
                143-11 | 
                143-11 | 
                143-04 | 
             
            
                | S1 | 
                141-23 | 
                141-23 | 
                142-12 | 
                141-10 | 
             
            
                | S2 | 
                140-28 | 
                140-28 | 
                142-05 | 
                 | 
             
            
                | S3 | 
                138-13 | 
                139-08 | 
                141-29 | 
                 | 
             
            
                | S4 | 
                135-30 | 
                136-25 | 
                141-08 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            144-11 | 
         
        
            | 
2.618             | 
            143-16 | 
         
        
            | 
1.618             | 
            142-31 | 
         
        
            | 
1.000             | 
            142-20 | 
         
        
            | 
0.618             | 
            142-14 | 
         
        
            | 
HIGH             | 
            142-03 | 
         
        
            | 
0.618             | 
            141-29 | 
         
        
            | 
0.500             | 
            141-26 | 
         
        
            | 
0.382             | 
            141-24 | 
         
        
            | 
LOW             | 
            141-18 | 
         
        
            | 
0.618             | 
            141-07 | 
         
        
            | 
1.000             | 
            141-01 | 
         
        
            | 
1.618             | 
            140-22 | 
         
        
            | 
2.618             | 
            140-05 | 
         
        
            | 
4.250             | 
            139-10 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                141-30 | 
                                141-30 | 
                             
                            
                                | PP | 
                                141-28 | 
                                141-29 | 
                             
                            
                                | S1 | 
                                141-26 | 
                                141-28 | 
                             
             
         |