ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
143-12 |
143-11 |
-0-01 |
0.0% |
142-10 |
| High |
143-29 |
143-24 |
-0-05 |
-0.1% |
143-31 |
| Low |
142-20 |
142-31 |
0-11 |
0.2% |
142-10 |
| Close |
143-16 |
143-22 |
0-06 |
0.1% |
143-20 |
| Range |
1-09 |
0-25 |
-0-16 |
-39.0% |
1-21 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.1% |
0-00 |
| Volume |
421,320 |
332,196 |
-89,124 |
-21.2% |
2,038,602 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
145-17 |
144-04 |
|
| R3 |
145-01 |
144-24 |
143-29 |
|
| R2 |
144-08 |
144-08 |
143-27 |
|
| R1 |
143-31 |
143-31 |
143-24 |
144-04 |
| PP |
143-15 |
143-15 |
143-15 |
143-17 |
| S1 |
143-06 |
143-06 |
143-20 |
143-10 |
| S2 |
142-22 |
142-22 |
143-17 |
|
| S3 |
141-29 |
142-13 |
143-15 |
|
| S4 |
141-04 |
141-20 |
143-08 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-09 |
147-19 |
144-17 |
|
| R3 |
146-20 |
145-30 |
144-03 |
|
| R2 |
144-31 |
144-31 |
143-30 |
|
| R1 |
144-09 |
144-09 |
143-25 |
144-20 |
| PP |
143-10 |
143-10 |
143-10 |
143-15 |
| S1 |
142-20 |
142-20 |
143-15 |
142-31 |
| S2 |
141-21 |
141-21 |
143-10 |
|
| S3 |
140-00 |
140-31 |
143-05 |
|
| S4 |
138-11 |
139-10 |
142-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-31 |
142-18 |
1-13 |
1.0% |
1-02 |
0.7% |
80% |
False |
False |
373,115 |
| 10 |
143-31 |
140-24 |
3-07 |
2.2% |
1-03 |
0.8% |
91% |
False |
False |
390,952 |
| 20 |
144-29 |
140-14 |
4-15 |
3.1% |
1-02 |
0.7% |
73% |
False |
False |
377,605 |
| 40 |
144-29 |
140-14 |
4-15 |
3.1% |
1-02 |
0.7% |
73% |
False |
False |
210,885 |
| 60 |
147-08 |
140-14 |
6-26 |
4.7% |
0-31 |
0.7% |
48% |
False |
False |
140,629 |
| 80 |
149-11 |
140-14 |
8-29 |
6.2% |
0-24 |
0.5% |
36% |
False |
False |
105,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-02 |
|
2.618 |
145-25 |
|
1.618 |
145-00 |
|
1.000 |
144-17 |
|
0.618 |
144-07 |
|
HIGH |
143-24 |
|
0.618 |
143-14 |
|
0.500 |
143-12 |
|
0.382 |
143-09 |
|
LOW |
142-31 |
|
0.618 |
142-16 |
|
1.000 |
142-06 |
|
1.618 |
141-23 |
|
2.618 |
140-30 |
|
4.250 |
139-21 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-18 |
143-18 |
| PP |
143-15 |
143-14 |
| S1 |
143-12 |
143-10 |
|