ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
151-23 |
150-13 |
-1-10 |
-0.9% |
151-24 |
| High |
151-23 |
150-25 |
-0-30 |
-0.6% |
152-21 |
| Low |
150-09 |
149-29 |
-0-12 |
-0.2% |
151-10 |
| Close |
150-17 |
150-03 |
-0-14 |
-0.3% |
152-07 |
| Range |
1-14 |
0-28 |
-0-18 |
-39.1% |
1-11 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.9% |
0-00 |
| Volume |
310,756 |
230,315 |
-80,441 |
-25.9% |
1,387,549 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-28 |
152-12 |
150-18 |
|
| R3 |
152-00 |
151-16 |
150-11 |
|
| R2 |
151-04 |
151-04 |
150-08 |
|
| R1 |
150-20 |
150-20 |
150-06 |
150-14 |
| PP |
150-08 |
150-08 |
150-08 |
150-06 |
| S1 |
149-24 |
149-24 |
150-00 |
149-18 |
| S2 |
149-12 |
149-12 |
149-30 |
|
| S3 |
148-16 |
148-28 |
149-27 |
|
| S4 |
147-20 |
148-00 |
149-20 |
|
|
| 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 |
149-29 |
2-24 |
1.8% |
1-00 |
0.7% |
7% |
False |
True |
287,302 |
| 10 |
152-21 |
149-24 |
2-29 |
1.9% |
1-01 |
0.7% |
12% |
False |
False |
305,619 |
| 20 |
152-21 |
146-02 |
6-19 |
4.4% |
1-05 |
0.8% |
61% |
False |
False |
304,553 |
| 40 |
152-21 |
146-02 |
6-19 |
4.4% |
1-05 |
0.8% |
61% |
False |
False |
310,364 |
| 60 |
152-21 |
144-15 |
8-06 |
5.5% |
1-08 |
0.8% |
69% |
False |
False |
316,870 |
| 80 |
153-05 |
144-15 |
8-22 |
5.8% |
1-08 |
0.8% |
65% |
False |
False |
243,304 |
| 100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-07 |
0.8% |
56% |
False |
False |
194,741 |
| 120 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
56% |
False |
False |
162,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-16 |
|
2.618 |
153-02 |
|
1.618 |
152-06 |
|
1.000 |
151-21 |
|
0.618 |
151-10 |
|
HIGH |
150-25 |
|
0.618 |
150-14 |
|
0.500 |
150-11 |
|
0.382 |
150-08 |
|
LOW |
149-29 |
|
0.618 |
149-12 |
|
1.000 |
149-01 |
|
1.618 |
148-16 |
|
2.618 |
147-20 |
|
4.250 |
146-06 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-11 |
150-30 |
| PP |
150-08 |
150-21 |
| S1 |
150-06 |
150-12 |
|