ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
143-23 |
144-12 |
0-21 |
0.5% |
144-24 |
| High |
144-15 |
145-00 |
0-17 |
0.4% |
145-18 |
| Low |
143-08 |
142-19 |
-0-21 |
-0.5% |
143-16 |
| Close |
144-03 |
142-27 |
-1-08 |
-0.9% |
143-31 |
| Range |
1-07 |
2-13 |
1-06 |
97.4% |
2-02 |
| ATR |
1-07 |
1-10 |
0-03 |
7.0% |
0-00 |
| Volume |
546,738 |
851,725 |
304,987 |
55.8% |
2,289,725 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-22 |
149-06 |
144-05 |
|
| R3 |
148-09 |
146-25 |
143-16 |
|
| R2 |
145-28 |
145-28 |
143-09 |
|
| R1 |
144-12 |
144-12 |
143-02 |
143-30 |
| PP |
143-15 |
143-15 |
143-15 |
143-08 |
| S1 |
141-31 |
141-31 |
142-20 |
141-16 |
| S2 |
141-02 |
141-02 |
142-13 |
|
| S3 |
138-21 |
139-18 |
142-06 |
|
| S4 |
136-08 |
137-05 |
141-17 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-17 |
149-10 |
145-03 |
|
| R3 |
148-15 |
147-08 |
144-17 |
|
| R2 |
146-13 |
146-13 |
144-11 |
|
| R1 |
145-06 |
145-06 |
144-05 |
144-24 |
| PP |
144-11 |
144-11 |
144-11 |
144-04 |
| S1 |
143-04 |
143-04 |
143-25 |
142-22 |
| S2 |
142-09 |
142-09 |
143-19 |
|
| S3 |
140-07 |
141-02 |
143-13 |
|
| S4 |
138-05 |
139-00 |
142-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-18 |
142-19 |
2-31 |
2.1% |
1-19 |
1.1% |
8% |
False |
True |
546,437 |
| 10 |
147-12 |
142-19 |
4-25 |
3.3% |
1-15 |
1.0% |
5% |
False |
True |
517,217 |
| 20 |
149-21 |
142-19 |
7-02 |
4.9% |
1-09 |
0.9% |
4% |
False |
True |
436,438 |
| 40 |
149-21 |
142-19 |
7-02 |
4.9% |
1-06 |
0.8% |
4% |
False |
True |
411,633 |
| 60 |
149-21 |
140-14 |
9-07 |
6.5% |
1-05 |
0.8% |
26% |
False |
False |
400,291 |
| 80 |
149-21 |
140-14 |
9-07 |
6.5% |
1-04 |
0.8% |
26% |
False |
False |
311,259 |
| 100 |
149-21 |
140-14 |
9-07 |
6.5% |
1-02 |
0.7% |
26% |
False |
False |
249,031 |
| 120 |
149-21 |
140-14 |
9-07 |
6.5% |
0-29 |
0.6% |
26% |
False |
False |
207,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-07 |
|
2.618 |
151-10 |
|
1.618 |
148-29 |
|
1.000 |
147-13 |
|
0.618 |
146-16 |
|
HIGH |
145-00 |
|
0.618 |
144-03 |
|
0.500 |
143-26 |
|
0.382 |
143-16 |
|
LOW |
142-19 |
|
0.618 |
141-03 |
|
1.000 |
140-06 |
|
1.618 |
138-22 |
|
2.618 |
136-09 |
|
4.250 |
132-12 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-26 |
143-26 |
| PP |
143-15 |
143-15 |
| S1 |
143-05 |
143-05 |
|