ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
149-31 |
149-26 |
-0-05 |
-0.1% |
148-21 |
High |
150-14 |
150-00 |
-0-14 |
-0.3% |
150-14 |
Low |
149-23 |
149-01 |
-0-22 |
-0.5% |
148-20 |
Close |
150-02 |
149-23 |
-0-11 |
-0.2% |
150-02 |
Range |
0-23 |
0-31 |
0-08 |
34.8% |
1-26 |
ATR |
0-31 |
0-31 |
0-00 |
0.5% |
0-00 |
Volume |
416,877 |
350,244 |
-66,633 |
-16.0% |
1,466,401 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-16 |
152-02 |
150-08 |
|
R3 |
151-17 |
151-03 |
150-00 |
|
R2 |
150-18 |
150-18 |
149-29 |
|
R1 |
150-04 |
150-04 |
149-26 |
149-28 |
PP |
149-19 |
149-19 |
149-19 |
149-14 |
S1 |
149-05 |
149-05 |
149-20 |
148-28 |
S2 |
148-20 |
148-20 |
149-17 |
|
S3 |
147-21 |
148-06 |
149-14 |
|
S4 |
146-22 |
147-07 |
149-06 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-05 |
154-13 |
151-02 |
|
R3 |
153-11 |
152-19 |
150-18 |
|
R2 |
151-17 |
151-17 |
150-13 |
|
R1 |
150-25 |
150-25 |
150-07 |
151-05 |
PP |
149-23 |
149-23 |
149-23 |
149-28 |
S1 |
148-31 |
148-31 |
149-29 |
149-11 |
S2 |
147-29 |
147-29 |
149-23 |
|
S3 |
146-03 |
147-05 |
149-18 |
|
S4 |
144-09 |
145-11 |
149-02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-04 |
2.618 |
152-17 |
1.618 |
151-18 |
1.000 |
150-31 |
0.618 |
150-19 |
HIGH |
150-00 |
0.618 |
149-20 |
0.500 |
149-16 |
0.382 |
149-13 |
LOW |
149-01 |
0.618 |
148-14 |
1.000 |
148-02 |
1.618 |
147-15 |
2.618 |
146-16 |
4.250 |
144-29 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
149-21 |
149-24 |
PP |
149-19 |
149-23 |
S1 |
149-16 |
149-23 |
|