ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
139-30 |
141-02 |
1-04 |
0.8% |
140-17 |
| High |
141-01 |
141-27 |
0-26 |
0.6% |
141-27 |
| Low |
139-30 |
141-02 |
1-04 |
0.8% |
138-28 |
| Close |
140-23 |
141-10 |
0-19 |
0.4% |
141-10 |
| Range |
1-03 |
0-25 |
-0-10 |
-28.6% |
2-31 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.8% |
0-00 |
| Volume |
2,238 |
2,150 |
-88 |
-3.9% |
19,292 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-24 |
143-10 |
141-24 |
|
| R3 |
142-31 |
142-17 |
141-17 |
|
| R2 |
142-06 |
142-06 |
141-15 |
|
| R1 |
141-24 |
141-24 |
141-12 |
141-31 |
| PP |
141-13 |
141-13 |
141-13 |
141-16 |
| S1 |
140-31 |
140-31 |
141-08 |
141-06 |
| S2 |
140-20 |
140-20 |
141-05 |
|
| S3 |
139-27 |
140-06 |
141-03 |
|
| S4 |
139-02 |
139-13 |
140-28 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-19 |
148-13 |
142-30 |
|
| R3 |
146-20 |
145-14 |
142-04 |
|
| R2 |
143-21 |
143-21 |
141-27 |
|
| R1 |
142-15 |
142-15 |
141-19 |
143-02 |
| PP |
140-22 |
140-22 |
140-22 |
140-31 |
| S1 |
139-16 |
139-16 |
141-01 |
140-03 |
| S2 |
137-23 |
137-23 |
140-25 |
|
| S3 |
134-24 |
136-17 |
140-16 |
|
| S4 |
131-25 |
133-18 |
139-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-27 |
138-28 |
2-31 |
2.1% |
1-06 |
0.8% |
82% |
True |
False |
3,858 |
| 10 |
143-09 |
138-28 |
4-13 |
3.1% |
1-14 |
1.0% |
55% |
False |
False |
17,607 |
| 20 |
145-17 |
138-28 |
6-21 |
4.7% |
1-19 |
1.1% |
37% |
False |
False |
309,535 |
| 40 |
149-21 |
138-28 |
10-25 |
7.6% |
1-12 |
1.0% |
23% |
False |
False |
355,365 |
| 60 |
149-21 |
138-28 |
10-25 |
7.6% |
1-09 |
0.9% |
23% |
False |
False |
364,769 |
| 80 |
149-21 |
138-28 |
10-25 |
7.6% |
1-08 |
0.9% |
23% |
False |
False |
360,338 |
| 100 |
149-21 |
138-28 |
10-25 |
7.6% |
1-06 |
0.8% |
23% |
False |
False |
288,644 |
| 120 |
149-21 |
138-28 |
10-25 |
7.6% |
1-03 |
0.8% |
23% |
False |
False |
240,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-05 |
|
2.618 |
143-28 |
|
1.618 |
143-03 |
|
1.000 |
142-20 |
|
0.618 |
142-10 |
|
HIGH |
141-27 |
|
0.618 |
141-17 |
|
0.500 |
141-14 |
|
0.382 |
141-12 |
|
LOW |
141-02 |
|
0.618 |
140-19 |
|
1.000 |
140-09 |
|
1.618 |
139-26 |
|
2.618 |
139-01 |
|
4.250 |
137-24 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141-14 |
141-04 |
| PP |
141-13 |
140-31 |
| S1 |
141-12 |
140-25 |
|