ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
149-07 |
149-20 |
0-13 |
0.3% |
150-17 |
High |
149-23 |
150-14 |
0-23 |
0.5% |
150-17 |
Low |
148-31 |
149-19 |
0-20 |
0.4% |
148-11 |
Close |
149-18 |
150-02 |
0-16 |
0.3% |
148-22 |
Range |
0-24 |
0-27 |
0-03 |
12.5% |
2-06 |
ATR |
1-01 |
1-00 |
0-00 |
-1.0% |
0-00 |
Volume |
223,655 |
353,827 |
130,172 |
58.2% |
55,826 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-18 |
152-05 |
150-17 |
|
R3 |
151-23 |
151-10 |
150-09 |
|
R2 |
150-28 |
150-28 |
150-07 |
|
R1 |
150-15 |
150-15 |
150-04 |
150-22 |
PP |
150-01 |
150-01 |
150-01 |
150-04 |
S1 |
149-20 |
149-20 |
150-00 |
149-26 |
S2 |
149-06 |
149-06 |
149-29 |
|
S3 |
148-11 |
148-25 |
149-27 |
|
S4 |
147-16 |
147-30 |
149-19 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-24 |
154-13 |
149-28 |
|
R3 |
153-18 |
152-07 |
149-09 |
|
R2 |
151-12 |
151-12 |
149-03 |
|
R1 |
150-01 |
150-01 |
148-28 |
149-20 |
PP |
149-06 |
149-06 |
149-06 |
148-31 |
S1 |
147-27 |
147-27 |
148-16 |
147-14 |
S2 |
147-00 |
147-00 |
148-09 |
|
S3 |
144-26 |
145-21 |
148-03 |
|
S4 |
142-20 |
143-15 |
147-16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-01 |
2.618 |
152-21 |
1.618 |
151-26 |
1.000 |
151-09 |
0.618 |
150-31 |
HIGH |
150-14 |
0.618 |
150-04 |
0.500 |
150-00 |
0.382 |
149-29 |
LOW |
149-19 |
0.618 |
149-02 |
1.000 |
148-24 |
1.618 |
148-07 |
2.618 |
147-12 |
4.250 |
146-00 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
150-02 |
149-28 |
PP |
150-01 |
149-23 |
S1 |
150-00 |
149-17 |
|