ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
144-15 |
145-12 |
0-29 |
0.6% |
143-12 |
| High |
145-20 |
146-13 |
0-25 |
0.5% |
144-31 |
| Low |
144-06 |
145-04 |
0-30 |
0.7% |
142-20 |
| Close |
145-09 |
146-11 |
1-02 |
0.7% |
144-15 |
| Range |
1-14 |
1-09 |
-0-05 |
-10.9% |
2-11 |
| ATR |
1-03 |
1-03 |
0-00 |
1.2% |
0-00 |
| Volume |
391,355 |
531,255 |
139,900 |
35.7% |
1,513,938 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-26 |
149-11 |
147-02 |
|
| R3 |
148-17 |
148-02 |
146-22 |
|
| R2 |
147-08 |
147-08 |
146-19 |
|
| R1 |
146-25 |
146-25 |
146-15 |
147-00 |
| PP |
145-31 |
145-31 |
145-31 |
146-02 |
| S1 |
145-16 |
145-16 |
146-07 |
145-24 |
| S2 |
144-22 |
144-22 |
146-03 |
|
| S3 |
143-13 |
144-07 |
146-00 |
|
| S4 |
142-04 |
142-30 |
145-20 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-02 |
150-03 |
145-24 |
|
| R3 |
148-23 |
147-24 |
145-04 |
|
| R2 |
146-12 |
146-12 |
144-29 |
|
| R1 |
145-13 |
145-13 |
144-22 |
145-28 |
| PP |
144-01 |
144-01 |
144-01 |
144-08 |
| S1 |
143-02 |
143-02 |
144-08 |
143-18 |
| S2 |
141-22 |
141-22 |
144-01 |
|
| S3 |
139-11 |
140-23 |
143-26 |
|
| S4 |
137-00 |
138-12 |
143-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146-13 |
144-00 |
2-13 |
1.6% |
1-02 |
0.7% |
97% |
True |
False |
341,589 |
| 10 |
146-13 |
142-18 |
3-27 |
2.6% |
1-03 |
0.7% |
98% |
True |
False |
358,313 |
| 20 |
146-13 |
140-14 |
5-31 |
4.1% |
1-04 |
0.8% |
99% |
True |
False |
373,620 |
| 40 |
146-13 |
140-14 |
5-31 |
4.1% |
1-02 |
0.7% |
99% |
True |
False |
263,854 |
| 60 |
146-13 |
140-14 |
5-31 |
4.1% |
1-00 |
0.7% |
99% |
True |
False |
176,037 |
| 80 |
148-28 |
140-14 |
8-14 |
5.8% |
0-27 |
0.6% |
70% |
False |
False |
132,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-27 |
|
2.618 |
149-24 |
|
1.618 |
148-15 |
|
1.000 |
147-22 |
|
0.618 |
147-06 |
|
HIGH |
146-13 |
|
0.618 |
145-29 |
|
0.500 |
145-24 |
|
0.382 |
145-20 |
|
LOW |
145-04 |
|
0.618 |
144-11 |
|
1.000 |
143-27 |
|
1.618 |
143-02 |
|
2.618 |
141-25 |
|
4.250 |
139-22 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
146-05 |
146-00 |
| PP |
145-31 |
145-21 |
| S1 |
145-24 |
145-10 |
|