ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
149-07 |
149-10 |
0-03 |
0.1% |
148-23 |
| High |
149-12 |
149-13 |
0-01 |
0.0% |
149-21 |
| Low |
148-18 |
146-27 |
-1-23 |
-1.2% |
146-27 |
| Close |
149-06 |
147-02 |
-2-04 |
-1.4% |
147-02 |
| Range |
0-26 |
2-18 |
1-24 |
215.4% |
2-26 |
| ATR |
1-01 |
1-04 |
0-04 |
10.7% |
0-00 |
| Volume |
390,266 |
601,607 |
211,341 |
54.2% |
1,981,090 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-15 |
153-26 |
148-15 |
|
| R3 |
152-29 |
151-08 |
147-25 |
|
| R2 |
150-11 |
150-11 |
147-17 |
|
| R1 |
148-22 |
148-22 |
147-10 |
148-08 |
| PP |
147-25 |
147-25 |
147-25 |
147-17 |
| S1 |
146-04 |
146-04 |
146-26 |
145-22 |
| S2 |
145-07 |
145-07 |
146-19 |
|
| S3 |
142-21 |
143-18 |
146-11 |
|
| S4 |
140-03 |
141-00 |
145-21 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-09 |
154-16 |
148-20 |
|
| R3 |
153-15 |
151-22 |
147-27 |
|
| R2 |
150-21 |
150-21 |
147-18 |
|
| R1 |
148-28 |
148-28 |
147-10 |
148-12 |
| PP |
147-27 |
147-27 |
147-27 |
147-19 |
| S1 |
146-02 |
146-02 |
146-26 |
145-18 |
| S2 |
145-01 |
145-01 |
146-18 |
|
| S3 |
142-07 |
143-08 |
146-09 |
|
| S4 |
139-13 |
140-14 |
145-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-21 |
146-27 |
2-26 |
1.9% |
1-09 |
0.9% |
8% |
False |
True |
396,218 |
| 10 |
149-21 |
146-27 |
2-26 |
1.9% |
1-04 |
0.8% |
8% |
False |
True |
380,041 |
| 20 |
149-21 |
145-26 |
3-27 |
2.6% |
1-02 |
0.7% |
33% |
False |
False |
381,941 |
| 40 |
149-21 |
140-14 |
9-07 |
6.3% |
1-04 |
0.8% |
72% |
False |
False |
382,464 |
| 60 |
149-21 |
140-14 |
9-07 |
6.3% |
1-02 |
0.7% |
72% |
False |
False |
312,860 |
| 80 |
149-21 |
140-14 |
9-07 |
6.3% |
1-01 |
0.7% |
72% |
False |
False |
234,758 |
| 100 |
149-21 |
140-14 |
9-07 |
6.3% |
0-29 |
0.6% |
72% |
False |
False |
187,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-10 |
|
2.618 |
156-04 |
|
1.618 |
153-18 |
|
1.000 |
151-31 |
|
0.618 |
151-00 |
|
HIGH |
149-13 |
|
0.618 |
148-14 |
|
0.500 |
148-04 |
|
0.382 |
147-26 |
|
LOW |
146-27 |
|
0.618 |
145-08 |
|
1.000 |
144-09 |
|
1.618 |
142-22 |
|
2.618 |
140-04 |
|
4.250 |
135-30 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
148-04 |
148-08 |
| PP |
147-25 |
147-27 |
| S1 |
147-13 |
147-15 |
|