ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
152-01 |
152-00 |
-0-01 |
0.0% |
151-24 |
| High |
152-15 |
152-21 |
0-06 |
0.1% |
152-21 |
| Low |
151-17 |
151-25 |
0-08 |
0.2% |
151-10 |
| Close |
152-02 |
152-07 |
0-05 |
0.1% |
152-07 |
| Range |
0-30 |
0-28 |
-0-02 |
-6.7% |
1-11 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.9% |
0-00 |
| Volume |
340,663 |
338,759 |
-1,904 |
-0.6% |
1,387,549 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-27 |
154-13 |
152-22 |
|
| R3 |
153-31 |
153-17 |
152-15 |
|
| R2 |
153-03 |
153-03 |
152-12 |
|
| R1 |
152-21 |
152-21 |
152-10 |
152-28 |
| PP |
152-07 |
152-07 |
152-07 |
152-10 |
| S1 |
151-25 |
151-25 |
152-04 |
152-00 |
| S2 |
151-11 |
151-11 |
152-02 |
|
| S3 |
150-15 |
150-29 |
151-31 |
|
| S4 |
149-19 |
150-01 |
151-24 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-03 |
155-16 |
152-31 |
|
| R3 |
154-24 |
154-05 |
152-19 |
|
| R2 |
153-13 |
153-13 |
152-15 |
|
| R1 |
152-26 |
152-26 |
152-11 |
153-04 |
| PP |
152-02 |
152-02 |
152-02 |
152-07 |
| S1 |
151-15 |
151-15 |
152-03 |
151-24 |
| S2 |
150-23 |
150-23 |
151-31 |
|
| S3 |
149-12 |
150-04 |
151-27 |
|
| S4 |
148-01 |
148-25 |
151-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-21 |
151-10 |
1-11 |
0.9% |
0-27 |
0.6% |
67% |
True |
False |
277,509 |
| 10 |
152-21 |
148-03 |
4-18 |
3.0% |
1-06 |
0.8% |
90% |
True |
False |
341,248 |
| 20 |
152-21 |
146-02 |
6-19 |
4.3% |
1-05 |
0.8% |
93% |
True |
False |
312,271 |
| 40 |
152-21 |
146-02 |
6-19 |
4.3% |
1-06 |
0.8% |
93% |
True |
False |
312,695 |
| 60 |
152-21 |
144-15 |
8-06 |
5.4% |
1-08 |
0.8% |
95% |
True |
False |
310,681 |
| 80 |
153-10 |
144-15 |
8-27 |
5.8% |
1-09 |
0.8% |
88% |
False |
False |
233,872 |
| 100 |
154-17 |
144-15 |
10-02 |
6.6% |
1-08 |
0.8% |
77% |
False |
False |
187,188 |
| 120 |
154-17 |
144-15 |
10-02 |
6.6% |
1-08 |
0.8% |
77% |
False |
False |
156,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-12 |
|
2.618 |
154-30 |
|
1.618 |
154-02 |
|
1.000 |
153-17 |
|
0.618 |
153-06 |
|
HIGH |
152-21 |
|
0.618 |
152-10 |
|
0.500 |
152-07 |
|
0.382 |
152-04 |
|
LOW |
151-25 |
|
0.618 |
151-08 |
|
1.000 |
150-29 |
|
1.618 |
150-12 |
|
2.618 |
149-16 |
|
4.250 |
148-02 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
152-07 |
152-04 |
| PP |
152-07 |
152-02 |
| S1 |
152-07 |
152-00 |
|