ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
150-10 |
149-01 |
-1-09 |
-0.9% |
150-11 |
High |
150-10 |
149-13 |
-0-29 |
-0.6% |
151-10 |
Low |
148-31 |
148-19 |
-0-12 |
-0.3% |
150-00 |
Close |
149-06 |
148-24 |
-0-14 |
-0.3% |
150-28 |
Range |
1-11 |
0-26 |
-0-17 |
-39.5% |
1-10 |
ATR |
1-02 |
1-01 |
-0-01 |
-1.6% |
0-00 |
Volume |
9,912 |
11,182 |
1,270 |
12.8% |
12,563 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151-11 |
150-28 |
149-06 |
|
R3 |
150-17 |
150-02 |
148-31 |
|
R2 |
149-23 |
149-23 |
148-29 |
|
R1 |
149-08 |
149-08 |
148-26 |
149-02 |
PP |
148-29 |
148-29 |
148-29 |
148-27 |
S1 |
148-14 |
148-14 |
148-22 |
148-08 |
S2 |
148-03 |
148-03 |
148-19 |
|
S3 |
147-09 |
147-20 |
148-17 |
|
S4 |
146-15 |
146-26 |
148-10 |
|
|
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 |
152-28 |
2.618 |
151-17 |
1.618 |
150-23 |
1.000 |
150-07 |
0.618 |
149-29 |
HIGH |
149-13 |
0.618 |
149-03 |
0.500 |
149-00 |
0.382 |
148-29 |
LOW |
148-19 |
0.618 |
148-03 |
1.000 |
147-25 |
1.618 |
147-09 |
2.618 |
146-15 |
4.250 |
145-04 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
149-00 |
149-18 |
PP |
148-29 |
149-09 |
S1 |
148-27 |
149-01 |
|