ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
150-11 |
150-15 |
0-04 |
0.1% |
147-08 |
High |
150-20 |
151-03 |
0-15 |
0.3% |
150-27 |
Low |
150-05 |
150-12 |
0-07 |
0.1% |
146-25 |
Close |
150-10 |
150-24 |
0-14 |
0.3% |
150-09 |
Range |
0-15 |
0-23 |
0-08 |
53.3% |
4-02 |
ATR |
1-03 |
1-02 |
-0-01 |
-2.0% |
0-00 |
Volume |
2,393 |
375 |
-2,018 |
-84.3% |
8,281 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-29 |
152-17 |
151-05 |
|
R3 |
152-06 |
151-26 |
150-30 |
|
R2 |
151-15 |
151-15 |
150-28 |
|
R1 |
151-03 |
151-03 |
150-26 |
151-09 |
PP |
150-24 |
150-24 |
150-24 |
150-26 |
S1 |
150-12 |
150-12 |
150-22 |
150-18 |
S2 |
150-01 |
150-01 |
150-20 |
|
S3 |
149-10 |
149-21 |
150-18 |
|
S4 |
148-19 |
148-30 |
150-11 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-16 |
159-30 |
152-16 |
|
R3 |
157-14 |
155-28 |
151-13 |
|
R2 |
153-12 |
153-12 |
151-01 |
|
R1 |
151-26 |
151-26 |
150-21 |
152-19 |
PP |
149-10 |
149-10 |
149-10 |
149-22 |
S1 |
147-24 |
147-24 |
149-29 |
148-17 |
S2 |
145-08 |
145-08 |
149-17 |
|
S3 |
141-06 |
143-22 |
149-05 |
|
S4 |
137-04 |
139-20 |
148-02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-05 |
2.618 |
152-31 |
1.618 |
152-08 |
1.000 |
151-26 |
0.618 |
151-17 |
HIGH |
151-03 |
0.618 |
150-26 |
0.500 |
150-24 |
0.382 |
150-21 |
LOW |
150-12 |
0.618 |
149-30 |
1.000 |
149-21 |
1.618 |
149-07 |
2.618 |
148-16 |
4.250 |
147-10 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
150-24 |
150-20 |
PP |
150-24 |
150-17 |
S1 |
150-24 |
150-14 |
|