ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
140-00 |
140-19 |
0-19 |
0.4% |
141-07 |
| High |
140-22 |
140-27 |
0-05 |
0.1% |
143-09 |
| Low |
138-28 |
139-23 |
0-27 |
0.6% |
140-10 |
| Close |
140-11 |
139-25 |
-0-18 |
-0.4% |
140-25 |
| Range |
1-26 |
1-04 |
-0-22 |
-37.9% |
2-31 |
| ATR |
1-18 |
1-17 |
-0-01 |
-2.0% |
0-00 |
| Volume |
5,540 |
2,622 |
-2,918 |
-52.7% |
156,783 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-16 |
142-24 |
140-13 |
|
| R3 |
142-12 |
141-20 |
140-03 |
|
| R2 |
141-08 |
141-08 |
140-00 |
|
| R1 |
140-16 |
140-16 |
139-28 |
140-10 |
| PP |
140-04 |
140-04 |
140-04 |
140-00 |
| S1 |
139-12 |
139-12 |
139-22 |
139-06 |
| S2 |
139-00 |
139-00 |
139-18 |
|
| S3 |
137-28 |
138-08 |
139-15 |
|
| S4 |
136-24 |
137-04 |
139-05 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-12 |
148-17 |
142-13 |
|
| R3 |
147-13 |
145-18 |
141-19 |
|
| R2 |
144-14 |
144-14 |
141-10 |
|
| R1 |
142-19 |
142-19 |
141-02 |
142-01 |
| PP |
141-15 |
141-15 |
141-15 |
141-06 |
| S1 |
139-20 |
139-20 |
140-16 |
139-02 |
| S2 |
138-16 |
138-16 |
140-08 |
|
| S3 |
135-17 |
136-21 |
139-31 |
|
| S4 |
132-18 |
133-22 |
139-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-09 |
138-28 |
4-13 |
3.2% |
1-21 |
1.2% |
21% |
False |
False |
8,914 |
| 10 |
143-09 |
138-28 |
4-13 |
3.2% |
1-18 |
1.1% |
21% |
False |
False |
93,121 |
| 20 |
145-18 |
138-28 |
6-22 |
4.8% |
1-20 |
1.2% |
14% |
False |
False |
358,900 |
| 40 |
149-21 |
138-28 |
10-25 |
7.7% |
1-12 |
1.0% |
8% |
False |
False |
376,618 |
| 60 |
149-21 |
138-28 |
10-25 |
7.7% |
1-10 |
0.9% |
8% |
False |
False |
379,457 |
| 80 |
149-21 |
138-28 |
10-25 |
7.7% |
1-08 |
0.9% |
8% |
False |
False |
360,451 |
| 100 |
149-21 |
138-28 |
10-25 |
7.7% |
1-06 |
0.8% |
8% |
False |
False |
288,604 |
| 120 |
149-21 |
138-28 |
10-25 |
7.7% |
1-03 |
0.8% |
8% |
False |
False |
240,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-20 |
|
2.618 |
143-25 |
|
1.618 |
142-21 |
|
1.000 |
141-31 |
|
0.618 |
141-17 |
|
HIGH |
140-27 |
|
0.618 |
140-13 |
|
0.500 |
140-09 |
|
0.382 |
140-05 |
|
LOW |
139-23 |
|
0.618 |
139-01 |
|
1.000 |
138-19 |
|
1.618 |
137-29 |
|
2.618 |
136-25 |
|
4.250 |
134-30 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140-09 |
139-28 |
| PP |
140-04 |
139-27 |
| S1 |
139-30 |
139-26 |
|