ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
148-15 |
148-20 |
0-05 |
0.1% |
148-08 |
| High |
148-24 |
149-15 |
0-23 |
0.5% |
149-11 |
| Low |
147-18 |
148-14 |
0-28 |
0.6% |
147-18 |
| Close |
148-13 |
149-08 |
0-27 |
0.6% |
148-13 |
| Range |
1-06 |
1-01 |
-0-05 |
-13.2% |
1-25 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.9% |
0-00 |
| Volume |
349,986 |
245,166 |
-104,820 |
-29.9% |
1,152,089 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-05 |
151-23 |
149-26 |
|
| R3 |
151-04 |
150-22 |
149-17 |
|
| R2 |
150-03 |
150-03 |
149-14 |
|
| R1 |
149-21 |
149-21 |
149-11 |
149-28 |
| PP |
149-02 |
149-02 |
149-02 |
149-05 |
| S1 |
148-20 |
148-20 |
149-05 |
148-27 |
| S2 |
148-01 |
148-01 |
149-02 |
|
| S3 |
147-00 |
147-19 |
148-31 |
|
| S4 |
145-31 |
146-18 |
148-22 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-25 |
152-28 |
149-12 |
|
| R3 |
152-00 |
151-03 |
148-29 |
|
| R2 |
150-07 |
150-07 |
148-23 |
|
| R1 |
149-10 |
149-10 |
148-18 |
149-24 |
| PP |
148-14 |
148-14 |
148-14 |
148-21 |
| S1 |
147-17 |
147-17 |
148-08 |
148-00 |
| S2 |
146-21 |
146-21 |
148-03 |
|
| S3 |
144-28 |
145-24 |
147-29 |
|
| S4 |
143-03 |
143-31 |
147-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-15 |
147-18 |
1-29 |
1.3% |
1-02 |
0.7% |
89% |
True |
False |
258,898 |
| 10 |
149-15 |
146-02 |
3-13 |
2.3% |
1-04 |
0.8% |
94% |
True |
False |
279,761 |
| 20 |
150-07 |
146-02 |
4-05 |
2.8% |
1-07 |
0.8% |
77% |
False |
False |
303,988 |
| 40 |
150-09 |
144-15 |
5-26 |
3.9% |
1-08 |
0.8% |
82% |
False |
False |
311,663 |
| 60 |
151-29 |
144-15 |
7-14 |
5.0% |
1-08 |
0.8% |
64% |
False |
False |
258,850 |
| 80 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
48% |
False |
False |
194,338 |
| 100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
48% |
False |
False |
155,546 |
| 120 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
48% |
False |
False |
129,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-27 |
|
2.618 |
152-05 |
|
1.618 |
151-04 |
|
1.000 |
150-16 |
|
0.618 |
150-03 |
|
HIGH |
149-15 |
|
0.618 |
149-02 |
|
0.500 |
148-30 |
|
0.382 |
148-27 |
|
LOW |
148-14 |
|
0.618 |
147-26 |
|
1.000 |
147-13 |
|
1.618 |
146-25 |
|
2.618 |
145-24 |
|
4.250 |
144-02 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-05 |
149-00 |
| PP |
149-02 |
148-24 |
| S1 |
148-30 |
148-16 |
|