ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
150-18 |
150-31 |
0-13 |
0.3% |
151-30 |
| High |
151-02 |
151-25 |
0-23 |
0.5% |
151-31 |
| Low |
150-10 |
150-29 |
0-19 |
0.4% |
149-23 |
| Close |
150-28 |
151-12 |
0-16 |
0.3% |
150-01 |
| Range |
0-24 |
0-28 |
0-04 |
16.7% |
2-08 |
| ATR |
1-04 |
1-04 |
-0-01 |
-1.4% |
0-00 |
| Volume |
489,987 |
591,609 |
101,622 |
20.7% |
905,159 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-31 |
153-18 |
151-27 |
|
| R3 |
153-03 |
152-22 |
151-20 |
|
| R2 |
152-07 |
152-07 |
151-17 |
|
| R1 |
151-26 |
151-26 |
151-15 |
152-00 |
| PP |
151-11 |
151-11 |
151-11 |
151-15 |
| S1 |
150-30 |
150-30 |
151-09 |
151-04 |
| S2 |
150-15 |
150-15 |
151-07 |
|
| S3 |
149-19 |
150-02 |
151-04 |
|
| S4 |
148-23 |
149-06 |
150-29 |
|
|
| 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 |
151-25 |
149-23 |
2-02 |
1.4% |
0-30 |
0.6% |
80% |
True |
False |
372,979 |
| 10 |
152-21 |
149-23 |
2-30 |
1.9% |
0-31 |
0.6% |
56% |
False |
False |
342,949 |
| 20 |
152-21 |
147-18 |
5-03 |
3.4% |
1-04 |
0.7% |
75% |
False |
False |
339,352 |
| 40 |
152-21 |
146-02 |
6-19 |
4.4% |
1-05 |
0.8% |
81% |
False |
False |
317,284 |
| 60 |
152-21 |
144-15 |
8-06 |
5.4% |
1-08 |
0.8% |
84% |
False |
False |
324,067 |
| 80 |
152-21 |
144-15 |
8-06 |
5.4% |
1-07 |
0.8% |
84% |
False |
False |
263,701 |
| 100 |
154-17 |
144-15 |
10-02 |
6.6% |
1-07 |
0.8% |
69% |
False |
False |
211,064 |
| 120 |
154-17 |
144-15 |
10-02 |
6.6% |
1-07 |
0.8% |
69% |
False |
False |
175,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-16 |
|
2.618 |
154-02 |
|
1.618 |
153-06 |
|
1.000 |
152-21 |
|
0.618 |
152-10 |
|
HIGH |
151-25 |
|
0.618 |
151-14 |
|
0.500 |
151-11 |
|
0.382 |
151-08 |
|
LOW |
150-29 |
|
0.618 |
150-12 |
|
1.000 |
150-01 |
|
1.618 |
149-16 |
|
2.618 |
148-20 |
|
4.250 |
147-06 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-12 |
151-06 |
| PP |
151-11 |
151-01 |
| S1 |
151-11 |
150-28 |
|