ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
143-22 |
142-23 |
-0-31 |
-0.7% |
141-06 |
| High |
143-30 |
143-23 |
-0-07 |
-0.2% |
142-02 |
| Low |
142-20 |
142-18 |
-0-02 |
0.0% |
140-18 |
| Close |
143-04 |
143-10 |
0-06 |
0.1% |
141-28 |
| Range |
1-10 |
1-05 |
-0-05 |
-11.9% |
1-16 |
| ATR |
1-04 |
1-04 |
0-00 |
0.2% |
0-00 |
| Volume |
406,992 |
354,010 |
-52,982 |
-13.0% |
1,645,484 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-21 |
146-05 |
143-30 |
|
| R3 |
145-16 |
145-00 |
143-20 |
|
| R2 |
144-11 |
144-11 |
143-17 |
|
| R1 |
143-27 |
143-27 |
143-13 |
144-03 |
| PP |
143-06 |
143-06 |
143-06 |
143-10 |
| S1 |
142-22 |
142-22 |
143-07 |
142-30 |
| S2 |
142-01 |
142-01 |
143-03 |
|
| S3 |
140-28 |
141-17 |
143-00 |
|
| S4 |
139-23 |
140-12 |
142-22 |
|
|
| 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 |
141-05 |
2-26 |
2.0% |
1-08 |
0.9% |
77% |
False |
False |
404,676 |
| 10 |
143-31 |
140-14 |
3-17 |
2.5% |
1-04 |
0.8% |
81% |
False |
False |
385,101 |
| 20 |
144-29 |
140-14 |
4-15 |
3.1% |
1-04 |
0.8% |
64% |
False |
False |
364,052 |
| 40 |
144-30 |
140-14 |
4-16 |
3.1% |
1-02 |
0.7% |
64% |
False |
False |
183,297 |
| 60 |
147-08 |
140-14 |
6-26 |
4.8% |
0-29 |
0.6% |
42% |
False |
False |
122,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-20 |
|
2.618 |
146-24 |
|
1.618 |
145-19 |
|
1.000 |
144-28 |
|
0.618 |
144-14 |
|
HIGH |
143-23 |
|
0.618 |
143-09 |
|
0.500 |
143-04 |
|
0.382 |
143-00 |
|
LOW |
142-18 |
|
0.618 |
141-27 |
|
1.000 |
141-13 |
|
1.618 |
140-22 |
|
2.618 |
139-17 |
|
4.250 |
137-21 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-08 |
143-09 |
| PP |
143-06 |
143-08 |
| S1 |
143-04 |
143-08 |
|