ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
148-05 |
147-29 |
-0-08 |
-0.2% |
147-15 |
| High |
149-06 |
148-09 |
-0-29 |
-0.6% |
148-20 |
| Low |
147-27 |
147-18 |
-0-09 |
-0.2% |
147-05 |
| Close |
148-03 |
148-06 |
0-03 |
0.1% |
148-04 |
| Range |
1-11 |
0-23 |
-0-20 |
-46.5% |
1-15 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.5% |
0-00 |
| Volume |
523,046 |
334,310 |
-188,736 |
-36.1% |
1,948,139 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-05 |
149-29 |
148-19 |
|
| R3 |
149-14 |
149-06 |
148-12 |
|
| R2 |
148-23 |
148-23 |
148-10 |
|
| R1 |
148-15 |
148-15 |
148-08 |
148-19 |
| PP |
148-00 |
148-00 |
148-00 |
148-02 |
| S1 |
147-24 |
147-24 |
148-04 |
147-28 |
| S2 |
147-09 |
147-09 |
148-02 |
|
| S3 |
146-18 |
147-01 |
148-00 |
|
| S4 |
145-27 |
146-10 |
147-25 |
|
|
| 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 |
147-15 |
1-23 |
1.2% |
0-30 |
0.6% |
42% |
False |
False |
387,936 |
| 10 |
149-06 |
145-26 |
3-12 |
2.3% |
1-01 |
0.7% |
70% |
False |
False |
392,959 |
| 20 |
149-06 |
143-13 |
5-25 |
3.9% |
1-04 |
0.8% |
83% |
False |
False |
386,828 |
| 40 |
149-06 |
140-14 |
8-24 |
5.9% |
1-03 |
0.7% |
89% |
False |
False |
382,217 |
| 60 |
149-06 |
140-14 |
8-24 |
5.9% |
1-02 |
0.7% |
89% |
False |
False |
269,533 |
| 80 |
149-06 |
140-14 |
8-24 |
5.9% |
1-00 |
0.7% |
89% |
False |
False |
202,179 |
| 100 |
149-11 |
140-14 |
8-29 |
6.0% |
0-27 |
0.6% |
87% |
False |
False |
161,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-11 |
|
2.618 |
150-05 |
|
1.618 |
149-14 |
|
1.000 |
149-00 |
|
0.618 |
148-23 |
|
HIGH |
148-09 |
|
0.618 |
148-00 |
|
0.500 |
147-30 |
|
0.382 |
147-27 |
|
LOW |
147-18 |
|
0.618 |
147-04 |
|
1.000 |
146-27 |
|
1.618 |
146-13 |
|
2.618 |
145-22 |
|
4.250 |
144-16 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
148-03 |
148-10 |
| PP |
148-00 |
148-09 |
| S1 |
147-30 |
148-08 |
|