ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
150-13 |
149-31 |
-0-14 |
-0.3% |
151-30 |
| High |
150-25 |
150-20 |
-0-05 |
-0.1% |
151-31 |
| Low |
149-29 |
149-23 |
-0-06 |
-0.1% |
149-23 |
| Close |
150-03 |
150-01 |
-0-02 |
0.0% |
150-01 |
| Range |
0-28 |
0-29 |
0-01 |
3.6% |
2-08 |
| ATR |
1-05 |
1-05 |
-0-01 |
-1.6% |
0-00 |
| Volume |
230,315 |
148,069 |
-82,246 |
-35.7% |
905,159 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-27 |
152-11 |
150-17 |
|
| R3 |
151-30 |
151-14 |
150-09 |
|
| R2 |
151-01 |
151-01 |
150-06 |
|
| R1 |
150-17 |
150-17 |
150-04 |
150-25 |
| PP |
150-04 |
150-04 |
150-04 |
150-08 |
| S1 |
149-20 |
149-20 |
149-30 |
149-28 |
| S2 |
149-07 |
149-07 |
149-28 |
|
| S3 |
148-10 |
148-23 |
149-25 |
|
| S4 |
147-13 |
147-26 |
149-17 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-10 |
155-30 |
151-09 |
|
| R3 |
155-02 |
153-22 |
150-21 |
|
| R2 |
152-26 |
152-26 |
150-14 |
|
| R1 |
151-14 |
151-14 |
150-08 |
151-00 |
| PP |
150-18 |
150-18 |
150-18 |
150-12 |
| S1 |
149-06 |
149-06 |
149-26 |
148-24 |
| S2 |
148-10 |
148-10 |
149-20 |
|
| S3 |
146-02 |
146-30 |
149-13 |
|
| S4 |
143-26 |
144-22 |
148-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-21 |
149-23 |
2-30 |
2.0% |
1-00 |
0.7% |
11% |
False |
True |
248,783 |
| 10 |
152-21 |
149-23 |
2-30 |
2.0% |
0-31 |
0.6% |
11% |
False |
True |
270,291 |
| 20 |
152-21 |
146-19 |
6-02 |
4.0% |
1-04 |
0.8% |
57% |
False |
False |
291,277 |
| 40 |
152-21 |
146-02 |
6-19 |
4.4% |
1-05 |
0.8% |
60% |
False |
False |
305,624 |
| 60 |
152-21 |
144-15 |
8-06 |
5.5% |
1-08 |
0.8% |
68% |
False |
False |
314,199 |
| 80 |
153-05 |
144-15 |
8-22 |
5.8% |
1-08 |
0.8% |
64% |
False |
False |
245,147 |
| 100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-07 |
0.8% |
55% |
False |
False |
196,211 |
| 120 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
55% |
False |
False |
163,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-15 |
|
2.618 |
153-00 |
|
1.618 |
152-03 |
|
1.000 |
151-17 |
|
0.618 |
151-06 |
|
HIGH |
150-20 |
|
0.618 |
150-09 |
|
0.500 |
150-06 |
|
0.382 |
150-02 |
|
LOW |
149-23 |
|
0.618 |
149-05 |
|
1.000 |
148-26 |
|
1.618 |
148-08 |
|
2.618 |
147-11 |
|
4.250 |
145-28 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-06 |
150-23 |
| PP |
150-04 |
150-16 |
| S1 |
150-02 |
150-08 |
|