ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
140-25 |
141-23 |
0-30 |
0.7% |
144-01 |
| High |
141-26 |
142-01 |
0-07 |
0.2% |
145-00 |
| Low |
139-29 |
141-03 |
1-06 |
0.8% |
142-09 |
| Close |
141-20 |
141-16 |
-0-04 |
-0.1% |
143-12 |
| Range |
1-29 |
0-30 |
-0-31 |
-50.8% |
2-23 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.6% |
0-00 |
| Volume |
951,552 |
592,627 |
-358,925 |
-37.7% |
2,975,334 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-11 |
143-28 |
142-00 |
|
| R3 |
143-13 |
142-30 |
141-24 |
|
| R2 |
142-15 |
142-15 |
141-22 |
|
| R1 |
142-00 |
142-00 |
141-19 |
141-24 |
| PP |
141-17 |
141-17 |
141-17 |
141-14 |
| S1 |
141-02 |
141-02 |
141-13 |
140-26 |
| S2 |
140-19 |
140-19 |
141-10 |
|
| S3 |
139-21 |
140-04 |
141-08 |
|
| S4 |
138-23 |
139-06 |
141-00 |
|
|
| 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 |
144-03 |
139-29 |
4-06 |
3.0% |
1-24 |
1.2% |
38% |
False |
False |
723,851 |
| 10 |
145-18 |
139-29 |
5-21 |
4.0% |
1-21 |
1.2% |
28% |
False |
False |
635,144 |
| 20 |
149-13 |
139-29 |
9-16 |
6.7% |
1-15 |
1.0% |
17% |
False |
False |
536,673 |
| 40 |
149-21 |
139-29 |
9-24 |
6.9% |
1-09 |
0.9% |
16% |
False |
False |
462,282 |
| 60 |
149-21 |
139-29 |
9-24 |
6.9% |
1-07 |
0.9% |
16% |
False |
False |
429,738 |
| 80 |
149-21 |
139-29 |
9-24 |
6.9% |
1-05 |
0.8% |
16% |
False |
False |
356,441 |
| 100 |
149-21 |
139-29 |
9-24 |
6.9% |
1-03 |
0.8% |
16% |
False |
False |
285,223 |
| 120 |
149-21 |
139-29 |
9-24 |
6.9% |
0-31 |
0.7% |
16% |
False |
False |
237,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-00 |
|
2.618 |
144-16 |
|
1.618 |
143-18 |
|
1.000 |
142-31 |
|
0.618 |
142-20 |
|
HIGH |
142-01 |
|
0.618 |
141-22 |
|
0.500 |
141-18 |
|
0.382 |
141-14 |
|
LOW |
141-03 |
|
0.618 |
140-16 |
|
1.000 |
140-05 |
|
1.618 |
139-18 |
|
2.618 |
138-20 |
|
4.250 |
137-04 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141-18 |
141-21 |
| PP |
141-17 |
141-19 |
| S1 |
141-17 |
141-18 |
|