ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
151-30 |
151-23 |
-0-07 |
-0.1% |
151-24 |
High |
151-31 |
151-23 |
-0-08 |
-0.2% |
152-21 |
Low |
151-04 |
150-09 |
-0-27 |
-0.6% |
151-10 |
Close |
151-14 |
150-17 |
-0-29 |
-0.6% |
152-07 |
Range |
0-27 |
1-14 |
0-19 |
70.4% |
1-11 |
ATR |
1-06 |
1-06 |
0-01 |
1.6% |
0-00 |
Volume |
216,019 |
310,756 |
94,737 |
43.9% |
1,387,549 |
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-05 |
154-09 |
151-10 |
|
R3 |
153-23 |
152-27 |
150-30 |
|
R2 |
152-09 |
152-09 |
150-25 |
|
R1 |
151-13 |
151-13 |
150-21 |
151-04 |
PP |
150-27 |
150-27 |
150-27 |
150-22 |
S1 |
149-31 |
149-31 |
150-13 |
149-22 |
S2 |
149-13 |
149-13 |
150-09 |
|
S3 |
147-31 |
148-17 |
150-04 |
|
S4 |
146-17 |
147-03 |
149-24 |
|
|
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 |
150-09 |
2-12 |
1.6% |
1-01 |
0.7% |
11% |
False |
True |
312,920 |
10 |
152-21 |
148-05 |
4-16 |
3.0% |
1-06 |
0.8% |
53% |
False |
False |
341,120 |
20 |
152-21 |
146-02 |
6-19 |
4.4% |
1-05 |
0.8% |
68% |
False |
False |
309,295 |
40 |
152-21 |
146-02 |
6-19 |
4.4% |
1-06 |
0.8% |
68% |
False |
False |
313,099 |
60 |
152-21 |
144-15 |
8-06 |
5.4% |
1-08 |
0.8% |
74% |
False |
False |
316,903 |
80 |
153-05 |
144-15 |
8-22 |
5.8% |
1-08 |
0.8% |
70% |
False |
False |
240,430 |
100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
60% |
False |
False |
192,446 |
120 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
60% |
False |
False |
160,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157-26 |
2.618 |
155-15 |
1.618 |
154-01 |
1.000 |
153-05 |
0.618 |
152-19 |
HIGH |
151-23 |
0.618 |
151-05 |
0.500 |
151-00 |
0.382 |
150-27 |
LOW |
150-09 |
0.618 |
149-13 |
1.000 |
148-27 |
1.618 |
147-31 |
2.618 |
146-17 |
4.250 |
144-06 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
151-00 |
151-15 |
PP |
150-27 |
151-05 |
S1 |
150-22 |
150-27 |
|