ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
148-06 |
150-02 |
1-28 |
1.3% |
148-08 |
| High |
150-19 |
151-17 |
0-30 |
0.6% |
149-11 |
| Low |
148-05 |
149-24 |
1-19 |
1.1% |
147-18 |
| Close |
150-10 |
151-06 |
0-28 |
0.6% |
148-13 |
| Range |
2-14 |
1-25 |
-0-21 |
-26.9% |
1-25 |
| ATR |
1-09 |
1-10 |
0-01 |
2.7% |
0-00 |
| Volume |
585,323 |
501,356 |
-83,967 |
-14.3% |
1,152,089 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-05 |
155-15 |
152-05 |
|
| R3 |
154-12 |
153-22 |
151-22 |
|
| R2 |
152-19 |
152-19 |
151-16 |
|
| R1 |
151-29 |
151-29 |
151-11 |
152-08 |
| PP |
150-26 |
150-26 |
150-26 |
151-00 |
| S1 |
150-04 |
150-04 |
151-01 |
150-15 |
| S2 |
149-01 |
149-01 |
150-28 |
|
| S3 |
147-08 |
148-11 |
150-22 |
|
| S4 |
145-15 |
146-18 |
150-07 |
|
|
| 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 |
151-17 |
147-18 |
3-31 |
2.6% |
1-17 |
1.0% |
91% |
True |
False |
392,944 |
| 10 |
151-17 |
146-19 |
4-30 |
3.3% |
1-10 |
0.9% |
93% |
True |
False |
312,264 |
| 20 |
151-17 |
146-02 |
5-15 |
3.6% |
1-09 |
0.9% |
94% |
True |
False |
321,769 |
| 40 |
151-17 |
144-15 |
7-02 |
4.7% |
1-08 |
0.8% |
95% |
True |
False |
318,275 |
| 60 |
151-29 |
144-15 |
7-14 |
4.9% |
1-09 |
0.8% |
90% |
False |
False |
281,613 |
| 80 |
154-17 |
144-15 |
10-02 |
6.7% |
1-10 |
0.9% |
67% |
False |
False |
211,444 |
| 100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
67% |
False |
False |
169,239 |
| 120 |
154-17 |
144-15 |
10-02 |
6.7% |
1-09 |
0.8% |
67% |
False |
False |
141,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-03 |
|
2.618 |
156-06 |
|
1.618 |
154-13 |
|
1.000 |
153-10 |
|
0.618 |
152-20 |
|
HIGH |
151-17 |
|
0.618 |
150-27 |
|
0.500 |
150-20 |
|
0.382 |
150-14 |
|
LOW |
149-24 |
|
0.618 |
148-21 |
|
1.000 |
147-31 |
|
1.618 |
146-28 |
|
2.618 |
145-03 |
|
4.250 |
142-06 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-00 |
150-23 |
| PP |
150-26 |
150-09 |
| S1 |
150-20 |
149-26 |
|