ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
148-01 |
148-05 |
0-04 |
0.1% |
147-15 |
| High |
148-19 |
149-06 |
0-19 |
0.4% |
148-20 |
| Low |
147-15 |
147-27 |
0-12 |
0.3% |
147-05 |
| Close |
148-05 |
148-03 |
-0-02 |
0.0% |
148-04 |
| Range |
1-04 |
1-11 |
0-07 |
19.4% |
1-15 |
| ATR |
1-03 |
1-04 |
0-01 |
1.6% |
0-00 |
| Volume |
336,635 |
523,046 |
186,411 |
55.4% |
1,948,139 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-13 |
151-19 |
148-27 |
|
| R3 |
151-02 |
150-08 |
148-15 |
|
| R2 |
149-23 |
149-23 |
148-11 |
|
| R1 |
148-29 |
148-29 |
148-07 |
148-20 |
| PP |
148-12 |
148-12 |
148-12 |
148-08 |
| S1 |
147-18 |
147-18 |
147-31 |
147-10 |
| S2 |
147-01 |
147-01 |
147-27 |
|
| S3 |
145-22 |
146-07 |
147-23 |
|
| S4 |
144-11 |
144-28 |
147-11 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-12 |
151-23 |
148-30 |
|
| R3 |
150-29 |
150-08 |
148-17 |
|
| R2 |
149-14 |
149-14 |
148-13 |
|
| R1 |
148-25 |
148-25 |
148-08 |
149-04 |
| PP |
147-31 |
147-31 |
147-31 |
148-04 |
| S1 |
147-10 |
147-10 |
148-00 |
147-20 |
| S2 |
146-16 |
146-16 |
147-27 |
|
| S3 |
145-01 |
145-27 |
147-23 |
|
| S4 |
143-18 |
144-12 |
147-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-06 |
147-13 |
1-25 |
1.2% |
1-01 |
0.7% |
39% |
True |
False |
408,760 |
| 10 |
149-06 |
145-26 |
3-12 |
2.3% |
1-03 |
0.7% |
68% |
True |
False |
401,816 |
| 20 |
149-06 |
142-31 |
6-07 |
4.2% |
1-04 |
0.8% |
82% |
True |
False |
386,723 |
| 40 |
149-06 |
140-14 |
8-24 |
5.9% |
1-03 |
0.7% |
88% |
True |
False |
386,649 |
| 60 |
149-06 |
140-14 |
8-24 |
5.9% |
1-02 |
0.7% |
88% |
True |
False |
263,975 |
| 80 |
149-06 |
140-14 |
8-24 |
5.9% |
1-00 |
0.7% |
88% |
True |
False |
198,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-29 |
|
2.618 |
152-23 |
|
1.618 |
151-12 |
|
1.000 |
150-17 |
|
0.618 |
150-01 |
|
HIGH |
149-06 |
|
0.618 |
148-22 |
|
0.500 |
148-16 |
|
0.382 |
148-11 |
|
LOW |
147-27 |
|
0.618 |
147-00 |
|
1.000 |
146-16 |
|
1.618 |
145-21 |
|
2.618 |
144-10 |
|
4.250 |
142-04 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
148-16 |
148-10 |
| PP |
148-12 |
148-08 |
| S1 |
148-08 |
148-06 |
|