ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
150-02 |
151-16 |
1-14 |
1.0% |
148-20 |
| High |
151-17 |
152-08 |
0-23 |
0.5% |
152-08 |
| Low |
149-24 |
151-01 |
1-09 |
0.9% |
148-03 |
| Close |
151-06 |
151-20 |
0-14 |
0.3% |
151-20 |
| Range |
1-25 |
1-07 |
-0-18 |
-31.6% |
4-05 |
| ATR |
1-10 |
1-10 |
0-00 |
-0.6% |
0-00 |
| Volume |
501,356 |
410,203 |
-91,153 |
-18.2% |
2,024,940 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-09 |
154-22 |
152-09 |
|
| R3 |
154-02 |
153-15 |
151-31 |
|
| R2 |
152-27 |
152-27 |
151-27 |
|
| R1 |
152-08 |
152-08 |
151-24 |
152-18 |
| PP |
151-20 |
151-20 |
151-20 |
151-25 |
| S1 |
151-01 |
151-01 |
151-16 |
151-10 |
| S2 |
150-13 |
150-13 |
151-13 |
|
| S3 |
149-06 |
149-26 |
151-09 |
|
| S4 |
147-31 |
148-19 |
150-31 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-04 |
161-17 |
153-29 |
|
| R3 |
158-31 |
157-12 |
152-25 |
|
| R2 |
154-26 |
154-26 |
152-12 |
|
| R1 |
153-07 |
153-07 |
152-00 |
154-00 |
| PP |
150-21 |
150-21 |
150-21 |
151-02 |
| S1 |
149-02 |
149-02 |
151-08 |
149-28 |
| S2 |
146-16 |
146-16 |
150-28 |
|
| S3 |
142-11 |
144-29 |
150-15 |
|
| S4 |
138-06 |
140-24 |
149-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-08 |
148-03 |
4-05 |
2.7% |
1-17 |
1.0% |
85% |
True |
False |
404,988 |
| 10 |
152-08 |
147-18 |
4-22 |
3.1% |
1-09 |
0.8% |
87% |
True |
False |
317,702 |
| 20 |
152-08 |
146-02 |
6-06 |
4.1% |
1-09 |
0.8% |
90% |
True |
False |
325,241 |
| 40 |
152-08 |
144-15 |
7-25 |
5.1% |
1-07 |
0.8% |
92% |
True |
False |
315,726 |
| 60 |
152-08 |
144-15 |
7-25 |
5.1% |
1-09 |
0.8% |
92% |
True |
False |
288,377 |
| 80 |
154-17 |
144-15 |
10-02 |
6.6% |
1-10 |
0.9% |
71% |
False |
False |
216,570 |
| 100 |
154-17 |
144-15 |
10-02 |
6.6% |
1-08 |
0.8% |
71% |
False |
False |
173,337 |
| 120 |
154-17 |
144-15 |
10-02 |
6.6% |
1-09 |
0.8% |
71% |
False |
False |
144,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-14 |
|
2.618 |
155-14 |
|
1.618 |
154-07 |
|
1.000 |
153-15 |
|
0.618 |
153-00 |
|
HIGH |
152-08 |
|
0.618 |
151-25 |
|
0.500 |
151-20 |
|
0.382 |
151-16 |
|
LOW |
151-01 |
|
0.618 |
150-09 |
|
1.000 |
149-26 |
|
1.618 |
149-02 |
|
2.618 |
147-27 |
|
4.250 |
145-27 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-20 |
151-05 |
| PP |
151-20 |
150-22 |
| S1 |
151-20 |
150-06 |
|