ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
149-14 |
148-15 |
-0-31 |
-0.6% |
150-30 |
| High |
149-22 |
148-19 |
-1-03 |
-0.7% |
151-13 |
| Low |
148-12 |
147-00 |
-1-12 |
-0.9% |
148-22 |
| Close |
148-21 |
147-10 |
-1-11 |
-0.9% |
149-23 |
| Range |
1-10 |
1-19 |
0-09 |
21.4% |
2-23 |
| ATR |
1-02 |
1-03 |
0-01 |
4.0% |
0-00 |
| Volume |
3,076 |
1,696 |
-1,380 |
-44.9% |
31,903 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-13 |
151-15 |
148-06 |
|
| R3 |
150-26 |
149-28 |
147-24 |
|
| R2 |
149-07 |
149-07 |
147-19 |
|
| R1 |
148-09 |
148-09 |
147-15 |
147-30 |
| PP |
147-20 |
147-20 |
147-20 |
147-15 |
| S1 |
146-22 |
146-22 |
147-05 |
146-12 |
| S2 |
146-01 |
146-01 |
147-01 |
|
| S3 |
144-14 |
145-03 |
146-28 |
|
| S4 |
142-27 |
143-16 |
146-14 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-03 |
156-20 |
151-07 |
|
| R3 |
155-12 |
153-29 |
150-15 |
|
| R2 |
152-21 |
152-21 |
150-07 |
|
| R1 |
151-06 |
151-06 |
149-31 |
150-18 |
| PP |
149-30 |
149-30 |
149-30 |
149-20 |
| S1 |
148-15 |
148-15 |
149-15 |
147-27 |
| S2 |
147-07 |
147-07 |
149-07 |
|
| S3 |
144-16 |
145-24 |
148-31 |
|
| S4 |
141-25 |
143-01 |
148-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-20 |
147-00 |
3-20 |
2.5% |
1-08 |
0.8% |
9% |
False |
True |
4,456 |
| 10 |
152-17 |
147-00 |
5-17 |
3.8% |
1-04 |
0.8% |
6% |
False |
True |
10,086 |
| 20 |
152-17 |
147-00 |
5-17 |
3.8% |
1-01 |
0.7% |
6% |
False |
True |
144,010 |
| 40 |
152-21 |
146-02 |
6-19 |
4.5% |
1-03 |
0.7% |
19% |
False |
False |
226,529 |
| 60 |
152-21 |
146-02 |
6-19 |
4.5% |
1-04 |
0.8% |
19% |
False |
False |
256,863 |
| 80 |
152-21 |
144-15 |
8-06 |
5.6% |
1-06 |
0.8% |
35% |
False |
False |
271,195 |
| 100 |
153-05 |
144-15 |
8-22 |
5.9% |
1-07 |
0.8% |
33% |
False |
False |
218,052 |
| 120 |
154-17 |
144-15 |
10-02 |
6.8% |
1-06 |
0.8% |
28% |
False |
False |
181,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-12 |
|
2.618 |
152-25 |
|
1.618 |
151-06 |
|
1.000 |
150-06 |
|
0.618 |
149-19 |
|
HIGH |
148-19 |
|
0.618 |
148-00 |
|
0.500 |
147-26 |
|
0.382 |
147-19 |
|
LOW |
147-00 |
|
0.618 |
146-00 |
|
1.000 |
145-13 |
|
1.618 |
144-13 |
|
2.618 |
142-26 |
|
4.250 |
140-07 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-26 |
148-14 |
| PP |
147-20 |
148-02 |
| S1 |
147-15 |
147-22 |
|