ECBOT 30 Year Treasury Bond Future June 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Mar-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Mar-2013 | 
                    15-Mar-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        141-17 | 
                        141-11 | 
                        -0-06 | 
                        -0.1% | 
                        141-06 | 
                     
                    
                        | High | 
                        141-21 | 
                        142-02 | 
                        0-13 | 
                        0.3% | 
                        142-02 | 
                     
                    
                        | Low | 
                        140-24 | 
                        141-05 | 
                        0-13 | 
                        0.3% | 
                        140-18 | 
                     
                    
                        | Close | 
                        141-10 | 
                        141-28 | 
                        0-18 | 
                        0.4% | 
                        141-28 | 
                     
                    
                        | Range | 
                        0-29 | 
                        0-29 | 
                        0-00 | 
                        0.0% | 
                        1-16 | 
                     
                    
                        | ATR | 
                        1-01 | 
                        1-00 | 
                        0-00 | 
                        -0.8% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        389,080 | 
                        335,840 | 
                        -53,240 | 
                        -13.7% | 
                        1,645,484 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                144-13 | 
                144-02 | 
                142-12 | 
                 | 
             
            
                | R3 | 
                143-16 | 
                143-05 | 
                142-04 | 
                 | 
             
            
                | R2 | 
                142-19 | 
                142-19 | 
                142-01 | 
                 | 
             
            
                | R1 | 
                142-08 | 
                142-08 | 
                141-31 | 
                142-14 | 
             
            
                | PP | 
                141-22 | 
                141-22 | 
                141-22 | 
                141-25 | 
             
            
                | S1 | 
                141-11 | 
                141-11 | 
                141-25 | 
                141-16 | 
             
            
                | S2 | 
                140-25 | 
                140-25 | 
                141-23 | 
                 | 
             
            
                | S3 | 
                139-28 | 
                140-14 | 
                141-20 | 
                 | 
             
            
                | S4 | 
                138-31 | 
                139-17 | 
                141-12 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                146-00 | 
                145-14 | 
                142-22 | 
                 | 
             
            
                | R3 | 
                144-16 | 
                143-30 | 
                142-09 | 
                 | 
             
            
                | R2 | 
                143-00 | 
                143-00 | 
                142-05 | 
                 | 
             
            
                | R1 | 
                142-14 | 
                142-14 | 
                142-00 | 
                142-23 | 
             
            
                | PP | 
                141-16 | 
                141-16 | 
                141-16 | 
                141-20 | 
             
            
                | S1 | 
                140-30 | 
                140-30 | 
                141-24 | 
                141-07 | 
             
            
                | S2 | 
                140-00 | 
                140-00 | 
                141-19 | 
                 | 
             
            
                | S3 | 
                138-16 | 
                139-14 | 
                141-15 | 
                 | 
             
            
                | S4 | 
                137-00 | 
                137-30 | 
                141-02 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                142-02 | 
                140-18 | 
                1-16 | 
                1.1% | 
                0-29 | 
                0.6% | 
                88% | 
                True | 
                False | 
                329,096 | 
                 
                
                | 10 | 
                144-29 | 
                140-14 | 
                4-15 | 
                3.1% | 
                1-00 | 
                0.7% | 
                32% | 
                False | 
                False | 
                350,103 | 
                 
                
                | 20 | 
                144-29 | 
                140-14 | 
                4-15 | 
                3.1% | 
                1-01 | 
                0.7% | 
                32% | 
                False | 
                False | 
                281,255 | 
                 
                
                | 40 | 
                144-30 | 
                140-14 | 
                4-16 | 
                3.2% | 
                1-00 | 
                0.7% | 
                32% | 
                False | 
                False | 
                141,132 | 
                 
                
                | 60 | 
                147-08 | 
                140-14 | 
                6-26 | 
                4.8% | 
                0-27 | 
                0.6% | 
                21% | 
                False | 
                False | 
                94,095 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            145-29 | 
         
        
            | 
2.618             | 
            144-14 | 
         
        
            | 
1.618             | 
            143-17 | 
         
        
            | 
1.000             | 
            142-31 | 
         
        
            | 
0.618             | 
            142-20 | 
         
        
            | 
HIGH             | 
            142-02 | 
         
        
            | 
0.618             | 
            141-23 | 
         
        
            | 
0.500             | 
            141-20 | 
         
        
            | 
0.382             | 
            141-16 | 
         
        
            | 
LOW             | 
            141-05 | 
         
        
            | 
0.618             | 
            140-19 | 
         
        
            | 
1.000             | 
            140-08 | 
         
        
            | 
1.618             | 
            139-22 | 
         
        
            | 
2.618             | 
            138-25 | 
         
        
            | 
4.250             | 
            137-10 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Mar-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                141-25 | 
                                141-23 | 
                             
                            
                                | PP | 
                                141-22 | 
                                141-18 | 
                             
                            
                                | S1 | 
                                141-20 | 
                                141-13 | 
                             
             
         |