ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
144-12 |
142-22 |
-1-22 |
-1.2% |
144-24 |
| High |
145-00 |
144-03 |
-0-29 |
-0.6% |
145-18 |
| Low |
142-19 |
142-09 |
-0-10 |
-0.2% |
143-16 |
| Close |
142-27 |
143-00 |
0-05 |
0.1% |
143-31 |
| Range |
2-13 |
1-26 |
-0-19 |
-24.7% |
2-02 |
| ATR |
1-10 |
1-11 |
0-01 |
2.8% |
0-00 |
| Volume |
851,725 |
740,252 |
-111,473 |
-13.1% |
2,289,725 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-18 |
147-19 |
144-00 |
|
| R3 |
146-24 |
145-25 |
143-16 |
|
| R2 |
144-30 |
144-30 |
143-11 |
|
| R1 |
143-31 |
143-31 |
143-05 |
144-14 |
| PP |
143-04 |
143-04 |
143-04 |
143-12 |
| S1 |
142-05 |
142-05 |
142-27 |
142-20 |
| S2 |
141-10 |
141-10 |
142-21 |
|
| S3 |
139-16 |
140-11 |
142-16 |
|
| S4 |
137-22 |
138-17 |
142-00 |
|
|
| 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 |
145-17 |
142-09 |
3-08 |
2.3% |
1-20 |
1.1% |
22% |
False |
True |
593,748 |
| 10 |
146-22 |
142-09 |
4-13 |
3.1% |
1-18 |
1.1% |
16% |
False |
True |
542,999 |
| 20 |
149-21 |
142-09 |
7-12 |
5.2% |
1-11 |
0.9% |
10% |
False |
True |
458,839 |
| 40 |
149-21 |
142-09 |
7-12 |
5.2% |
1-06 |
0.8% |
10% |
False |
True |
419,724 |
| 60 |
149-21 |
140-14 |
9-07 |
6.4% |
1-05 |
0.8% |
28% |
False |
False |
406,678 |
| 80 |
149-21 |
140-14 |
9-07 |
6.4% |
1-04 |
0.8% |
28% |
False |
False |
320,505 |
| 100 |
149-21 |
140-14 |
9-07 |
6.4% |
1-02 |
0.7% |
28% |
False |
False |
256,433 |
| 120 |
149-21 |
140-14 |
9-07 |
6.4% |
0-29 |
0.6% |
28% |
False |
False |
213,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-26 |
|
2.618 |
148-27 |
|
1.618 |
147-01 |
|
1.000 |
145-29 |
|
0.618 |
145-07 |
|
HIGH |
144-03 |
|
0.618 |
143-13 |
|
0.500 |
143-06 |
|
0.382 |
142-31 |
|
LOW |
142-09 |
|
0.618 |
141-05 |
|
1.000 |
140-15 |
|
1.618 |
139-11 |
|
2.618 |
137-17 |
|
4.250 |
134-18 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143-06 |
143-20 |
| PP |
143-04 |
143-14 |
| S1 |
143-02 |
143-07 |
|