ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
143-11 |
143-17 |
0-06 |
0.1% |
142-10 |
| High |
143-24 |
144-29 |
1-05 |
0.8% |
143-31 |
| Low |
142-31 |
143-13 |
0-14 |
0.3% |
142-10 |
| Close |
143-22 |
144-18 |
0-28 |
0.6% |
143-20 |
| Range |
0-25 |
1-16 |
0-23 |
92.0% |
1-21 |
| ATR |
1-03 |
1-04 |
0-01 |
2.7% |
0-00 |
| Volume |
332,196 |
416,604 |
84,408 |
25.4% |
2,038,602 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-25 |
148-06 |
145-12 |
|
| R3 |
147-09 |
146-22 |
144-31 |
|
| R2 |
145-25 |
145-25 |
144-27 |
|
| R1 |
145-06 |
145-06 |
144-22 |
145-16 |
| PP |
144-09 |
144-09 |
144-09 |
144-14 |
| S1 |
143-22 |
143-22 |
144-14 |
144-00 |
| S2 |
142-25 |
142-25 |
144-09 |
|
| S3 |
141-09 |
142-06 |
144-05 |
|
| S4 |
139-25 |
140-22 |
143-24 |
|
|
| 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 |
144-29 |
142-18 |
2-11 |
1.6% |
1-04 |
0.8% |
85% |
True |
False |
375,038 |
| 10 |
144-29 |
140-24 |
4-05 |
2.9% |
1-05 |
0.8% |
92% |
True |
False |
393,364 |
| 20 |
144-29 |
140-14 |
4-15 |
3.1% |
1-02 |
0.7% |
92% |
True |
False |
380,585 |
| 40 |
144-29 |
140-14 |
4-15 |
3.1% |
1-02 |
0.7% |
92% |
True |
False |
221,285 |
| 60 |
147-08 |
140-14 |
6-26 |
4.7% |
0-31 |
0.7% |
61% |
False |
False |
147,572 |
| 80 |
149-11 |
140-14 |
8-29 |
6.2% |
0-25 |
0.5% |
46% |
False |
False |
110,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-09 |
|
2.618 |
148-27 |
|
1.618 |
147-11 |
|
1.000 |
146-13 |
|
0.618 |
145-27 |
|
HIGH |
144-29 |
|
0.618 |
144-11 |
|
0.500 |
144-05 |
|
0.382 |
143-31 |
|
LOW |
143-13 |
|
0.618 |
142-15 |
|
1.000 |
141-29 |
|
1.618 |
140-31 |
|
2.618 |
139-15 |
|
4.250 |
137-01 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-14 |
144-10 |
| PP |
144-09 |
144-01 |
| S1 |
144-05 |
143-24 |
|