ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
141-27 |
142-11 |
0-16 |
0.4% |
141-31 |
| High |
142-23 |
142-22 |
-0-01 |
0.0% |
142-23 |
| Low |
141-20 |
142-01 |
0-13 |
0.3% |
141-03 |
| Close |
142-11 |
142-16 |
0-05 |
0.1% |
142-16 |
| Range |
1-03 |
0-21 |
-0-14 |
-40.0% |
1-20 |
| ATR |
0-30 |
0-30 |
-0-01 |
-2.2% |
0-00 |
| Volume |
13,878 |
87,868 |
73,990 |
533.1% |
115,168 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-12 |
144-03 |
142-28 |
|
| R3 |
143-23 |
143-14 |
142-22 |
|
| R2 |
143-02 |
143-02 |
142-20 |
|
| R1 |
142-25 |
142-25 |
142-18 |
142-30 |
| PP |
142-13 |
142-13 |
142-13 |
142-15 |
| S1 |
142-04 |
142-04 |
142-14 |
142-08 |
| S2 |
141-24 |
141-24 |
142-12 |
|
| S3 |
141-03 |
141-15 |
142-10 |
|
| S4 |
140-14 |
140-26 |
142-04 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-31 |
146-12 |
143-13 |
|
| R3 |
145-11 |
144-24 |
142-30 |
|
| R2 |
143-23 |
143-23 |
142-26 |
|
| R1 |
143-04 |
143-04 |
142-21 |
143-14 |
| PP |
142-03 |
142-03 |
142-03 |
142-08 |
| S1 |
141-16 |
141-16 |
142-11 |
141-26 |
| S2 |
140-15 |
140-15 |
142-06 |
|
| S3 |
138-27 |
139-28 |
142-02 |
|
| S4 |
137-07 |
138-08 |
141-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-15 |
|
2.618 |
144-13 |
|
1.618 |
143-24 |
|
1.000 |
143-11 |
|
0.618 |
143-03 |
|
HIGH |
142-22 |
|
0.618 |
142-14 |
|
0.500 |
142-12 |
|
0.382 |
142-09 |
|
LOW |
142-01 |
|
0.618 |
141-20 |
|
1.000 |
141-12 |
|
1.618 |
140-31 |
|
2.618 |
140-10 |
|
4.250 |
139-08 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
142-14 |
142-10 |
| PP |
142-13 |
142-03 |
| S1 |
142-12 |
141-29 |
|