ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
143-01 |
143-09 |
0-08 |
0.2% |
144-01 |
| High |
143-27 |
143-13 |
-0-14 |
-0.3% |
145-00 |
| Low |
142-23 |
140-16 |
-2-07 |
-1.6% |
142-09 |
| Close |
143-12 |
141-08 |
-2-04 |
-1.5% |
143-12 |
| Range |
1-04 |
2-29 |
1-25 |
158.3% |
2-23 |
| ATR |
1-10 |
1-14 |
0-04 |
8.6% |
0-00 |
| Volume |
448,334 |
886,490 |
438,156 |
97.7% |
2,975,334 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-14 |
148-24 |
142-27 |
|
| R3 |
147-17 |
145-27 |
142-02 |
|
| R2 |
144-20 |
144-20 |
141-25 |
|
| R1 |
142-30 |
142-30 |
141-17 |
142-10 |
| PP |
141-23 |
141-23 |
141-23 |
141-13 |
| S1 |
140-01 |
140-01 |
140-31 |
139-14 |
| S2 |
138-26 |
138-26 |
140-23 |
|
| S3 |
135-29 |
137-04 |
140-14 |
|
| S4 |
133-00 |
134-07 |
139-21 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-23 |
150-08 |
144-28 |
|
| R3 |
149-00 |
147-17 |
144-04 |
|
| R2 |
146-09 |
146-09 |
143-28 |
|
| R1 |
144-26 |
144-26 |
143-20 |
144-06 |
| PP |
143-18 |
143-18 |
143-18 |
143-08 |
| S1 |
142-03 |
142-03 |
143-04 |
141-15 |
| S2 |
140-27 |
140-27 |
142-28 |
|
| S3 |
138-04 |
139-12 |
142-20 |
|
| S4 |
135-13 |
136-21 |
141-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-00 |
140-16 |
4-16 |
3.2% |
1-29 |
1.3% |
17% |
False |
True |
694,707 |
| 10 |
145-18 |
140-16 |
5-02 |
3.6% |
1-21 |
1.2% |
15% |
False |
True |
572,916 |
| 20 |
149-21 |
140-16 |
9-05 |
6.5% |
1-14 |
1.0% |
8% |
False |
True |
495,754 |
| 40 |
149-21 |
140-16 |
9-05 |
6.5% |
1-08 |
0.9% |
8% |
False |
True |
440,836 |
| 60 |
149-21 |
140-14 |
9-07 |
6.5% |
1-06 |
0.8% |
9% |
False |
False |
413,892 |
| 80 |
149-21 |
140-14 |
9-07 |
6.5% |
1-05 |
0.8% |
9% |
False |
False |
337,177 |
| 100 |
149-21 |
140-14 |
9-07 |
6.5% |
1-03 |
0.8% |
9% |
False |
False |
269,781 |
| 120 |
149-21 |
140-14 |
9-07 |
6.5% |
0-30 |
0.7% |
9% |
False |
False |
224,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-24 |
|
2.618 |
151-00 |
|
1.618 |
148-03 |
|
1.000 |
146-10 |
|
0.618 |
145-06 |
|
HIGH |
143-13 |
|
0.618 |
142-09 |
|
0.500 |
141-30 |
|
0.382 |
141-20 |
|
LOW |
140-16 |
|
0.618 |
138-23 |
|
1.000 |
137-19 |
|
1.618 |
135-26 |
|
2.618 |
132-29 |
|
4.250 |
128-05 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141-30 |
142-10 |
| PP |
141-23 |
141-30 |
| S1 |
141-16 |
141-19 |
|