ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
147-00 |
148-24 |
1-24 |
1.2% |
147-00 |
High |
149-05 |
150-05 |
1-00 |
0.7% |
148-00 |
Low |
147-00 |
148-15 |
1-15 |
1.0% |
146-08 |
Close |
148-31 |
149-27 |
0-28 |
0.6% |
147-02 |
Range |
2-05 |
1-22 |
-0-15 |
-21.7% |
1-24 |
ATR |
1-03 |
1-04 |
0-01 |
3.9% |
0-00 |
Volume |
1,543 |
2,278 |
735 |
47.6% |
1,369 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-18 |
153-28 |
150-25 |
|
R3 |
152-28 |
152-06 |
150-10 |
|
R2 |
151-06 |
151-06 |
150-05 |
|
R1 |
150-16 |
150-16 |
150-00 |
150-27 |
PP |
149-16 |
149-16 |
149-16 |
149-21 |
S1 |
148-26 |
148-26 |
149-22 |
149-05 |
S2 |
147-26 |
147-26 |
149-17 |
|
S3 |
146-04 |
147-04 |
149-12 |
|
S4 |
144-14 |
145-14 |
148-29 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-11 |
151-15 |
148-01 |
|
R3 |
150-19 |
149-23 |
147-17 |
|
R2 |
148-27 |
148-27 |
147-12 |
|
R1 |
147-31 |
147-31 |
147-07 |
148-13 |
PP |
147-03 |
147-03 |
147-03 |
147-10 |
S1 |
146-07 |
146-07 |
146-29 |
146-21 |
S2 |
145-11 |
145-11 |
146-24 |
|
S3 |
143-19 |
144-15 |
146-19 |
|
S4 |
141-27 |
142-23 |
146-03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
157-10 |
2.618 |
154-18 |
1.618 |
152-28 |
1.000 |
151-27 |
0.618 |
151-06 |
HIGH |
150-05 |
0.618 |
149-16 |
0.500 |
149-10 |
0.382 |
149-04 |
LOW |
148-15 |
0.618 |
147-14 |
1.000 |
146-25 |
1.618 |
145-24 |
2.618 |
144-02 |
4.250 |
141-10 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
149-21 |
149-12 |
PP |
149-16 |
148-30 |
S1 |
149-10 |
148-15 |
|