ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
144-22 |
143-21 |
-1-01 |
-0.7% |
147-05 |
| High |
145-04 |
144-19 |
-0-17 |
-0.4% |
147-12 |
| Low |
143-16 |
143-16 |
0-00 |
0.0% |
144-17 |
| Close |
144-02 |
144-06 |
0-04 |
0.1% |
145-00 |
| Range |
1-20 |
1-03 |
-0-17 |
-32.7% |
2-27 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.5% |
0-00 |
| Volume |
433,912 |
487,989 |
54,077 |
12.5% |
2,045,870 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-12 |
146-28 |
144-25 |
|
| R3 |
146-09 |
145-25 |
144-16 |
|
| R2 |
145-06 |
145-06 |
144-12 |
|
| R1 |
144-22 |
144-22 |
144-09 |
144-30 |
| PP |
144-03 |
144-03 |
144-03 |
144-07 |
| S1 |
143-19 |
143-19 |
144-03 |
143-27 |
| S2 |
143-00 |
143-00 |
144-00 |
|
| S3 |
141-29 |
142-16 |
143-28 |
|
| S4 |
140-26 |
141-13 |
143-19 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-05 |
152-14 |
146-18 |
|
| R3 |
151-10 |
149-19 |
145-25 |
|
| R2 |
148-15 |
148-15 |
145-17 |
|
| R1 |
146-24 |
146-24 |
145-08 |
146-06 |
| PP |
145-20 |
145-20 |
145-20 |
145-12 |
| S1 |
143-29 |
143-29 |
144-24 |
143-11 |
| S2 |
142-25 |
142-25 |
144-15 |
|
| S3 |
139-30 |
141-02 |
144-07 |
|
| S4 |
137-03 |
138-07 |
143-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-12 |
143-16 |
3-28 |
2.7% |
1-12 |
0.9% |
18% |
False |
True |
487,996 |
| 10 |
149-13 |
143-16 |
5-29 |
4.1% |
1-09 |
0.9% |
12% |
False |
True |
438,202 |
| 20 |
149-21 |
143-16 |
6-05 |
4.3% |
1-03 |
0.8% |
11% |
False |
True |
396,813 |
| 40 |
149-21 |
142-18 |
7-03 |
4.9% |
1-04 |
0.8% |
23% |
False |
False |
389,968 |
| 60 |
149-21 |
140-14 |
9-07 |
6.4% |
1-04 |
0.8% |
41% |
False |
False |
368,999 |
| 80 |
149-21 |
140-14 |
9-07 |
6.4% |
1-03 |
0.8% |
41% |
False |
False |
277,127 |
| 100 |
149-21 |
140-14 |
9-07 |
6.4% |
0-31 |
0.7% |
41% |
False |
False |
221,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-08 |
|
2.618 |
147-15 |
|
1.618 |
146-12 |
|
1.000 |
145-22 |
|
0.618 |
145-09 |
|
HIGH |
144-19 |
|
0.618 |
144-06 |
|
0.500 |
144-02 |
|
0.382 |
143-29 |
|
LOW |
143-16 |
|
0.618 |
142-26 |
|
1.000 |
142-13 |
|
1.618 |
141-23 |
|
2.618 |
140-20 |
|
4.250 |
138-27 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144-04 |
144-10 |
| PP |
144-03 |
144-09 |
| S1 |
144-02 |
144-07 |
|