ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
142-10 |
142-22 |
0-12 |
0.3% |
141-06 |
| High |
143-24 |
143-31 |
0-07 |
0.2% |
142-02 |
| Low |
142-10 |
142-16 |
0-06 |
0.1% |
140-18 |
| Close |
142-23 |
143-19 |
0-28 |
0.6% |
141-28 |
| Range |
1-14 |
1-15 |
0-01 |
2.2% |
1-16 |
| ATR |
1-02 |
1-03 |
0-01 |
2.6% |
0-00 |
| Volume |
447,879 |
478,661 |
30,782 |
6.9% |
1,645,484 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-24 |
147-05 |
144-13 |
|
| R3 |
146-09 |
145-22 |
144-00 |
|
| R2 |
144-26 |
144-26 |
143-28 |
|
| R1 |
144-07 |
144-07 |
143-23 |
144-16 |
| PP |
143-11 |
143-11 |
143-11 |
143-16 |
| S1 |
142-24 |
142-24 |
143-15 |
143-02 |
| S2 |
141-28 |
141-28 |
143-10 |
|
| S3 |
140-13 |
141-09 |
143-06 |
|
| S4 |
138-30 |
139-26 |
142-25 |
|
|
| 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 |
143-31 |
140-24 |
3-07 |
2.2% |
1-04 |
0.8% |
88% |
True |
False |
408,790 |
| 10 |
143-31 |
140-14 |
3-17 |
2.5% |
1-04 |
0.8% |
89% |
True |
False |
383,410 |
| 20 |
144-29 |
140-14 |
4-15 |
3.1% |
1-03 |
0.8% |
71% |
False |
False |
327,062 |
| 40 |
144-30 |
140-14 |
4-16 |
3.1% |
1-01 |
0.7% |
70% |
False |
False |
164,287 |
| 60 |
147-08 |
140-14 |
6-26 |
4.7% |
0-28 |
0.6% |
46% |
False |
False |
109,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-07 |
|
2.618 |
147-26 |
|
1.618 |
146-11 |
|
1.000 |
145-14 |
|
0.618 |
144-28 |
|
HIGH |
143-31 |
|
0.618 |
143-13 |
|
0.500 |
143-08 |
|
0.382 |
143-02 |
|
LOW |
142-16 |
|
0.618 |
141-19 |
|
1.000 |
141-01 |
|
1.618 |
140-04 |
|
2.618 |
138-21 |
|
4.250 |
136-08 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-15 |
143-08 |
| PP |
143-11 |
142-29 |
| S1 |
143-08 |
142-18 |
|