ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
147-15 |
148-09 |
0-26 |
0.6% |
147-26 |
| High |
148-14 |
148-14 |
0-00 |
0.0% |
148-00 |
| Low |
147-05 |
147-11 |
0-06 |
0.1% |
145-26 |
| Close |
147-30 |
147-20 |
-0-10 |
-0.2% |
147-17 |
| Range |
1-09 |
1-03 |
-0-06 |
-14.6% |
2-06 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.3% |
0-00 |
| Volume |
411,323 |
352,697 |
-58,626 |
-14.3% |
1,890,265 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-03 |
150-14 |
148-07 |
|
| R3 |
150-00 |
149-11 |
147-30 |
|
| R2 |
148-29 |
148-29 |
147-26 |
|
| R1 |
148-08 |
148-08 |
147-23 |
148-01 |
| PP |
147-26 |
147-26 |
147-26 |
147-22 |
| S1 |
147-05 |
147-05 |
147-17 |
146-30 |
| S2 |
146-23 |
146-23 |
147-14 |
|
| S3 |
145-20 |
146-02 |
147-10 |
|
| S4 |
144-17 |
144-31 |
147-01 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-22 |
152-25 |
148-24 |
|
| R3 |
151-16 |
150-19 |
148-04 |
|
| R2 |
149-10 |
149-10 |
147-30 |
|
| R1 |
148-13 |
148-13 |
147-23 |
147-24 |
| PP |
147-04 |
147-04 |
147-04 |
146-25 |
| S1 |
146-07 |
146-07 |
147-11 |
145-18 |
| S2 |
144-30 |
144-30 |
147-04 |
|
| S3 |
142-24 |
144-01 |
146-30 |
|
| S4 |
140-18 |
141-27 |
146-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-14 |
145-26 |
2-20 |
1.8% |
1-04 |
0.8% |
69% |
True |
False |
394,873 |
| 10 |
148-14 |
144-06 |
4-08 |
2.9% |
1-08 |
0.8% |
81% |
True |
False |
415,652 |
| 20 |
148-14 |
142-16 |
5-30 |
4.0% |
1-05 |
0.8% |
86% |
True |
False |
385,135 |
| 40 |
148-14 |
140-14 |
8-00 |
5.4% |
1-04 |
0.8% |
90% |
True |
False |
344,284 |
| 60 |
148-14 |
140-14 |
8-00 |
5.4% |
1-02 |
0.7% |
90% |
True |
False |
229,929 |
| 80 |
148-14 |
140-14 |
8-00 |
5.4% |
0-30 |
0.6% |
90% |
True |
False |
172,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-03 |
|
2.618 |
151-10 |
|
1.618 |
150-07 |
|
1.000 |
149-17 |
|
0.618 |
149-04 |
|
HIGH |
148-14 |
|
0.618 |
148-01 |
|
0.500 |
147-28 |
|
0.382 |
147-24 |
|
LOW |
147-11 |
|
0.618 |
146-21 |
|
1.000 |
146-08 |
|
1.618 |
145-18 |
|
2.618 |
144-15 |
|
4.250 |
142-22 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
147-28 |
147-16 |
| PP |
147-26 |
147-13 |
| S1 |
147-23 |
147-10 |
|