ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
152-00 |
151-30 |
-0-02 |
0.0% |
151-24 |
| High |
152-21 |
151-31 |
-0-22 |
-0.5% |
152-21 |
| Low |
151-25 |
151-04 |
-0-21 |
-0.4% |
151-10 |
| Close |
152-07 |
151-14 |
-0-25 |
-0.5% |
152-07 |
| Range |
0-28 |
0-27 |
-0-01 |
-3.6% |
1-11 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.5% |
0-00 |
| Volume |
338,759 |
216,019 |
-122,740 |
-36.2% |
1,387,549 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-01 |
153-19 |
151-29 |
|
| R3 |
153-06 |
152-24 |
151-21 |
|
| R2 |
152-11 |
152-11 |
151-19 |
|
| R1 |
151-29 |
151-29 |
151-16 |
151-22 |
| PP |
151-16 |
151-16 |
151-16 |
151-13 |
| S1 |
151-02 |
151-02 |
151-12 |
150-28 |
| S2 |
150-21 |
150-21 |
151-09 |
|
| S3 |
149-26 |
150-07 |
151-07 |
|
| S4 |
148-31 |
149-12 |
150-31 |
|
|
| 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 |
151-04 |
1-17 |
1.0% |
0-29 |
0.6% |
20% |
False |
True |
310,428 |
| 10 |
152-21 |
148-03 |
4-18 |
3.0% |
1-06 |
0.8% |
73% |
False |
False |
338,334 |
| 20 |
152-21 |
146-02 |
6-19 |
4.4% |
1-05 |
0.8% |
82% |
False |
False |
309,047 |
| 40 |
152-21 |
146-02 |
6-19 |
4.4% |
1-06 |
0.8% |
82% |
False |
False |
313,290 |
| 60 |
152-21 |
144-15 |
8-06 |
5.4% |
1-08 |
0.8% |
85% |
False |
False |
313,590 |
| 80 |
153-05 |
144-15 |
8-22 |
5.7% |
1-08 |
0.8% |
80% |
False |
False |
236,562 |
| 100 |
154-17 |
144-15 |
10-02 |
6.6% |
1-07 |
0.8% |
69% |
False |
False |
189,343 |
| 120 |
154-17 |
144-15 |
10-02 |
6.6% |
1-08 |
0.8% |
69% |
False |
False |
157,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-18 |
|
2.618 |
154-06 |
|
1.618 |
153-11 |
|
1.000 |
152-26 |
|
0.618 |
152-16 |
|
HIGH |
151-31 |
|
0.618 |
151-21 |
|
0.500 |
151-18 |
|
0.382 |
151-14 |
|
LOW |
151-04 |
|
0.618 |
150-19 |
|
1.000 |
150-09 |
|
1.618 |
149-24 |
|
2.618 |
148-29 |
|
4.250 |
147-17 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-18 |
151-28 |
| PP |
151-16 |
151-24 |
| S1 |
151-15 |
151-19 |
|