ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
151-01 |
151-08 |
0-07 |
0.1% |
150-01 |
| High |
151-14 |
151-24 |
0-10 |
0.2% |
151-25 |
| Low |
150-24 |
151-01 |
0-09 |
0.2% |
149-30 |
| Close |
151-07 |
151-13 |
0-06 |
0.1% |
151-13 |
| Range |
0-22 |
0-23 |
0-01 |
4.5% |
1-27 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.4% |
0-00 |
| Volume |
427,385 |
104,930 |
-322,455 |
-75.4% |
2,018,826 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-18 |
153-06 |
151-26 |
|
| R3 |
152-27 |
152-15 |
151-19 |
|
| R2 |
152-04 |
152-04 |
151-17 |
|
| R1 |
151-24 |
151-24 |
151-15 |
151-30 |
| PP |
151-13 |
151-13 |
151-13 |
151-16 |
| S1 |
151-01 |
151-01 |
151-11 |
151-07 |
| S2 |
150-22 |
150-22 |
151-09 |
|
| S3 |
149-31 |
150-10 |
151-07 |
|
| S4 |
149-08 |
149-19 |
151-00 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-18 |
155-27 |
152-13 |
|
| R3 |
154-23 |
154-00 |
151-29 |
|
| R2 |
152-28 |
152-28 |
151-24 |
|
| R1 |
152-05 |
152-05 |
151-18 |
152-16 |
| PP |
151-01 |
151-01 |
151-01 |
151-07 |
| S1 |
150-10 |
150-10 |
151-08 |
150-22 |
| S2 |
149-06 |
149-06 |
151-02 |
|
| S3 |
147-11 |
148-15 |
150-29 |
|
| S4 |
145-16 |
146-20 |
150-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-25 |
149-30 |
1-27 |
1.2% |
0-27 |
0.6% |
80% |
False |
False |
403,765 |
| 10 |
152-21 |
149-23 |
2-30 |
1.9% |
0-29 |
0.6% |
57% |
False |
False |
326,274 |
| 20 |
152-21 |
147-18 |
5-03 |
3.4% |
1-02 |
0.7% |
75% |
False |
False |
334,323 |
| 40 |
152-21 |
146-02 |
6-19 |
4.4% |
1-05 |
0.8% |
81% |
False |
False |
314,885 |
| 60 |
152-21 |
144-15 |
8-06 |
5.4% |
1-07 |
0.8% |
85% |
False |
False |
322,284 |
| 80 |
152-21 |
144-15 |
8-06 |
5.4% |
1-07 |
0.8% |
85% |
False |
False |
270,328 |
| 100 |
154-17 |
144-15 |
10-02 |
6.6% |
1-07 |
0.8% |
69% |
False |
False |
216,385 |
| 120 |
154-17 |
144-15 |
10-02 |
6.6% |
1-07 |
0.8% |
69% |
False |
False |
180,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-26 |
|
2.618 |
153-20 |
|
1.618 |
152-29 |
|
1.000 |
152-15 |
|
0.618 |
152-06 |
|
HIGH |
151-24 |
|
0.618 |
151-15 |
|
0.500 |
151-12 |
|
0.382 |
151-10 |
|
LOW |
151-01 |
|
0.618 |
150-19 |
|
1.000 |
150-10 |
|
1.618 |
149-28 |
|
2.618 |
149-05 |
|
4.250 |
147-31 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-13 |
151-12 |
| PP |
151-13 |
151-10 |
| S1 |
151-12 |
151-08 |
|