ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
141-11 |
142-10 |
0-31 |
0.7% |
141-06 |
| High |
142-02 |
143-24 |
1-22 |
1.2% |
142-02 |
| Low |
141-05 |
142-10 |
1-05 |
0.8% |
140-18 |
| Close |
141-28 |
142-23 |
0-27 |
0.6% |
141-28 |
| Range |
0-29 |
1-14 |
0-17 |
58.6% |
1-16 |
| ATR |
1-00 |
1-02 |
0-02 |
6.1% |
0-00 |
| Volume |
335,840 |
447,879 |
112,039 |
33.4% |
1,645,484 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-08 |
146-13 |
143-16 |
|
| R3 |
145-26 |
144-31 |
143-04 |
|
| R2 |
144-12 |
144-12 |
142-31 |
|
| R1 |
143-17 |
143-17 |
142-27 |
143-30 |
| PP |
142-30 |
142-30 |
142-30 |
143-04 |
| S1 |
142-03 |
142-03 |
142-19 |
142-16 |
| S2 |
141-16 |
141-16 |
142-15 |
|
| S3 |
140-02 |
140-21 |
142-10 |
|
| S4 |
138-20 |
139-07 |
141-30 |
|
|
| 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 |
143-24 |
140-18 |
3-06 |
2.2% |
1-02 |
0.7% |
68% |
True |
False |
372,904 |
| 10 |
144-03 |
140-14 |
3-21 |
2.6% |
1-01 |
0.7% |
62% |
False |
False |
364,471 |
| 20 |
144-29 |
140-14 |
4-15 |
3.1% |
1-02 |
0.7% |
51% |
False |
False |
303,434 |
| 40 |
144-30 |
140-14 |
4-16 |
3.2% |
1-01 |
0.7% |
51% |
False |
False |
152,326 |
| 60 |
147-08 |
140-14 |
6-26 |
4.8% |
0-27 |
0.6% |
33% |
False |
False |
101,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-28 |
|
2.618 |
147-16 |
|
1.618 |
146-02 |
|
1.000 |
145-06 |
|
0.618 |
144-20 |
|
HIGH |
143-24 |
|
0.618 |
143-06 |
|
0.500 |
143-01 |
|
0.382 |
142-28 |
|
LOW |
142-10 |
|
0.618 |
141-14 |
|
1.000 |
140-28 |
|
1.618 |
140-00 |
|
2.618 |
138-18 |
|
4.250 |
136-06 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-01 |
142-18 |
| PP |
142-30 |
142-13 |
| S1 |
142-26 |
142-08 |
|