ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
147-29 |
148-01 |
0-04 |
0.1% |
147-15 |
| High |
148-09 |
148-06 |
-0-03 |
-0.1% |
148-20 |
| Low |
147-18 |
147-20 |
0-02 |
0.0% |
147-05 |
| Close |
148-06 |
147-30 |
-0-08 |
-0.2% |
148-04 |
| Range |
0-23 |
0-18 |
-0-05 |
-21.7% |
1-15 |
| ATR |
1-03 |
1-01 |
-0-01 |
-3.4% |
0-00 |
| Volume |
334,310 |
292,224 |
-42,086 |
-12.6% |
1,948,139 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-19 |
149-11 |
148-08 |
|
| R3 |
149-01 |
148-25 |
148-03 |
|
| R2 |
148-15 |
148-15 |
148-01 |
|
| R1 |
148-07 |
148-07 |
148-00 |
148-02 |
| PP |
147-29 |
147-29 |
147-29 |
147-27 |
| S1 |
147-21 |
147-21 |
147-28 |
147-16 |
| S2 |
147-11 |
147-11 |
147-27 |
|
| S3 |
146-25 |
147-03 |
147-25 |
|
| S4 |
146-07 |
146-17 |
147-20 |
|
|
| 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% |
0-28 |
0.6% |
27% |
False |
False |
363,171 |
| 10 |
149-06 |
146-05 |
3-01 |
2.0% |
1-01 |
0.7% |
59% |
False |
False |
384,138 |
| 20 |
149-06 |
144-00 |
5-06 |
3.5% |
1-02 |
0.7% |
76% |
False |
False |
380,609 |
| 40 |
149-06 |
140-14 |
8-24 |
5.9% |
1-02 |
0.7% |
86% |
False |
False |
380,597 |
| 60 |
149-06 |
140-14 |
8-24 |
5.9% |
1-02 |
0.7% |
86% |
False |
False |
274,393 |
| 80 |
149-06 |
140-14 |
8-24 |
5.9% |
1-00 |
0.7% |
86% |
False |
False |
205,832 |
| 100 |
149-11 |
140-14 |
8-29 |
6.0% |
0-27 |
0.6% |
84% |
False |
False |
164,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-18 |
|
2.618 |
149-21 |
|
1.618 |
149-03 |
|
1.000 |
148-24 |
|
0.618 |
148-17 |
|
HIGH |
148-06 |
|
0.618 |
147-31 |
|
0.500 |
147-29 |
|
0.382 |
147-27 |
|
LOW |
147-20 |
|
0.618 |
147-09 |
|
1.000 |
147-02 |
|
1.618 |
146-23 |
|
2.618 |
146-05 |
|
4.250 |
145-08 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
147-30 |
148-12 |
| PP |
147-29 |
148-07 |
| S1 |
147-29 |
148-03 |
|