ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
150-26 |
150-18 |
-0-08 |
-0.2% |
150-11 |
High |
151-02 |
151-10 |
0-08 |
0.2% |
151-10 |
Low |
150-08 |
150-15 |
0-07 |
0.1% |
150-00 |
Close |
150-23 |
150-28 |
0-05 |
0.1% |
150-28 |
Range |
0-26 |
0-27 |
0-01 |
3.8% |
1-10 |
ATR |
1-01 |
1-01 |
0-00 |
-1.4% |
0-00 |
Volume |
3,617 |
5,058 |
1,441 |
39.8% |
12,563 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-13 |
153-00 |
151-11 |
|
R3 |
152-18 |
152-05 |
151-03 |
|
R2 |
151-23 |
151-23 |
151-01 |
|
R1 |
151-10 |
151-10 |
150-30 |
151-16 |
PP |
150-28 |
150-28 |
150-28 |
151-00 |
S1 |
150-15 |
150-15 |
150-26 |
150-22 |
S2 |
150-01 |
150-01 |
150-23 |
|
S3 |
149-06 |
149-20 |
150-21 |
|
S4 |
148-11 |
148-25 |
150-13 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-21 |
154-03 |
151-19 |
|
R3 |
153-11 |
152-25 |
151-08 |
|
R2 |
152-01 |
152-01 |
151-04 |
|
R1 |
151-15 |
151-15 |
151-00 |
151-24 |
PP |
150-23 |
150-23 |
150-23 |
150-28 |
S1 |
150-05 |
150-05 |
150-24 |
150-14 |
S2 |
149-13 |
149-13 |
150-20 |
|
S3 |
148-03 |
148-27 |
150-16 |
|
S4 |
146-25 |
147-17 |
150-05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-29 |
2.618 |
153-17 |
1.618 |
152-22 |
1.000 |
152-05 |
0.618 |
151-27 |
HIGH |
151-10 |
0.618 |
151-00 |
0.500 |
150-28 |
0.382 |
150-25 |
LOW |
150-15 |
0.618 |
149-30 |
1.000 |
149-20 |
1.618 |
149-03 |
2.618 |
148-08 |
4.250 |
146-28 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
150-28 |
150-26 |
PP |
150-28 |
150-23 |
S1 |
150-28 |
150-21 |
|