ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
149-31 |
150-01 |
0-02 |
0.0% |
151-30 |
High |
150-20 |
151-05 |
0-17 |
0.4% |
151-31 |
Low |
149-23 |
149-30 |
0-07 |
0.1% |
149-23 |
Close |
150-01 |
150-19 |
0-18 |
0.4% |
150-01 |
Range |
0-29 |
1-07 |
0-10 |
34.5% |
2-08 |
ATR |
1-05 |
1-05 |
0-00 |
0.4% |
0-00 |
Volume |
148,069 |
404,915 |
256,846 |
173.5% |
905,159 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-07 |
153-20 |
151-08 |
|
R3 |
153-00 |
152-13 |
150-30 |
|
R2 |
151-25 |
151-25 |
150-26 |
|
R1 |
151-06 |
151-06 |
150-23 |
151-16 |
PP |
150-18 |
150-18 |
150-18 |
150-23 |
S1 |
149-31 |
149-31 |
150-15 |
150-08 |
S2 |
149-11 |
149-11 |
150-12 |
|
S3 |
148-04 |
148-24 |
150-08 |
|
S4 |
146-29 |
147-17 |
149-30 |
|
|
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 |
151-31 |
149-23 |
2-08 |
1.5% |
1-02 |
0.7% |
39% |
False |
False |
262,014 |
10 |
152-21 |
149-23 |
2-30 |
2.0% |
0-31 |
0.6% |
30% |
False |
False |
269,762 |
20 |
152-21 |
147-18 |
5-03 |
3.4% |
1-04 |
0.7% |
60% |
False |
False |
293,732 |
40 |
152-21 |
146-02 |
6-19 |
4.4% |
1-05 |
0.8% |
69% |
False |
False |
305,638 |
60 |
152-21 |
144-15 |
8-06 |
5.4% |
1-08 |
0.8% |
75% |
False |
False |
318,536 |
80 |
152-21 |
144-15 |
8-06 |
5.4% |
1-08 |
0.8% |
75% |
False |
False |
250,204 |
100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-07 |
0.8% |
61% |
False |
False |
200,255 |
120 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
61% |
False |
False |
166,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156-11 |
2.618 |
154-11 |
1.618 |
153-04 |
1.000 |
152-12 |
0.618 |
151-29 |
HIGH |
151-05 |
0.618 |
150-22 |
0.500 |
150-18 |
0.382 |
150-13 |
LOW |
149-30 |
0.618 |
149-06 |
1.000 |
148-23 |
1.618 |
147-31 |
2.618 |
146-24 |
4.250 |
144-24 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
150-18 |
150-17 |
PP |
150-18 |
150-16 |
S1 |
150-18 |
150-14 |
|