ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
150-18 |
150-17 |
-0-01 |
0.0% |
150-11 |
High |
151-10 |
150-17 |
-0-25 |
-0.5% |
151-10 |
Low |
150-15 |
149-26 |
-0-21 |
-0.4% |
150-00 |
Close |
150-28 |
150-03 |
-0-25 |
-0.5% |
150-28 |
Range |
0-27 |
0-23 |
-0-04 |
-14.8% |
1-10 |
ATR |
1-01 |
1-01 |
0-00 |
0.2% |
0-00 |
Volume |
5,058 |
1,680 |
-3,378 |
-66.8% |
12,563 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-10 |
151-29 |
150-16 |
|
R3 |
151-19 |
151-06 |
150-09 |
|
R2 |
150-28 |
150-28 |
150-07 |
|
R1 |
150-15 |
150-15 |
150-05 |
150-10 |
PP |
150-05 |
150-05 |
150-05 |
150-02 |
S1 |
149-24 |
149-24 |
150-01 |
149-19 |
S2 |
149-14 |
149-14 |
149-31 |
|
S3 |
148-23 |
149-01 |
149-29 |
|
S4 |
148-00 |
148-10 |
149-22 |
|
|
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 |
153-19 |
2.618 |
152-13 |
1.618 |
151-22 |
1.000 |
151-08 |
0.618 |
150-31 |
HIGH |
150-17 |
0.618 |
150-08 |
0.500 |
150-06 |
0.382 |
150-03 |
LOW |
149-26 |
0.618 |
149-12 |
1.000 |
149-03 |
1.618 |
148-21 |
2.618 |
147-30 |
4.250 |
146-24 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
150-06 |
150-18 |
PP |
150-05 |
150-13 |
S1 |
150-04 |
150-08 |
|