ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
150-12 |
149-17 |
-0-27 |
-0.6% |
151-04 |
| High |
150-20 |
149-21 |
-0-31 |
-0.6% |
152-17 |
| Low |
149-09 |
148-22 |
-0-19 |
-0.4% |
150-12 |
| Close |
149-14 |
149-06 |
-0-08 |
-0.2% |
150-28 |
| Range |
1-11 |
0-31 |
-0-12 |
-27.9% |
2-05 |
| ATR |
1-01 |
1-01 |
0-00 |
-0.5% |
0-00 |
| Volume |
7,451 |
4,113 |
-3,338 |
-44.8% |
135,572 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-03 |
151-19 |
149-23 |
|
| R3 |
151-04 |
150-20 |
149-15 |
|
| R2 |
150-05 |
150-05 |
149-12 |
|
| R1 |
149-21 |
149-21 |
149-09 |
149-14 |
| PP |
149-06 |
149-06 |
149-06 |
149-02 |
| S1 |
148-22 |
148-22 |
149-03 |
148-14 |
| S2 |
148-07 |
148-07 |
149-00 |
|
| S3 |
147-08 |
147-23 |
148-29 |
|
| S4 |
146-09 |
146-24 |
148-21 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-23 |
156-15 |
152-02 |
|
| R3 |
155-18 |
154-10 |
151-15 |
|
| R2 |
153-13 |
153-13 |
151-09 |
|
| R1 |
152-05 |
152-05 |
151-02 |
151-22 |
| PP |
151-08 |
151-08 |
151-08 |
151-01 |
| S1 |
150-00 |
150-00 |
150-22 |
149-18 |
| S2 |
149-03 |
149-03 |
150-15 |
|
| S3 |
146-30 |
147-27 |
150-09 |
|
| S4 |
144-25 |
145-22 |
149-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-17 |
148-22 |
3-27 |
2.6% |
1-04 |
0.8% |
13% |
False |
True |
9,901 |
| 10 |
152-17 |
148-22 |
3-27 |
2.6% |
0-31 |
0.7% |
13% |
False |
True |
26,646 |
| 20 |
152-21 |
148-22 |
3-31 |
2.7% |
0-31 |
0.6% |
13% |
False |
True |
188,246 |
| 40 |
152-21 |
146-02 |
6-19 |
4.4% |
1-02 |
0.7% |
47% |
False |
False |
250,969 |
| 60 |
152-21 |
146-02 |
6-19 |
4.4% |
1-03 |
0.7% |
47% |
False |
False |
270,182 |
| 80 |
152-21 |
144-15 |
8-06 |
5.5% |
1-06 |
0.8% |
58% |
False |
False |
271,960 |
| 100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-07 |
0.8% |
47% |
False |
False |
217,970 |
| 120 |
154-17 |
144-15 |
10-02 |
6.7% |
1-06 |
0.8% |
47% |
False |
False |
181,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-25 |
|
2.618 |
152-06 |
|
1.618 |
151-07 |
|
1.000 |
150-20 |
|
0.618 |
150-08 |
|
HIGH |
149-21 |
|
0.618 |
149-09 |
|
0.500 |
149-06 |
|
0.382 |
149-02 |
|
LOW |
148-22 |
|
0.618 |
148-03 |
|
1.000 |
147-23 |
|
1.618 |
147-04 |
|
2.618 |
146-05 |
|
4.250 |
144-18 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-06 |
149-30 |
| PP |
149-06 |
149-22 |
| S1 |
149-06 |
149-14 |
|