ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
149-27 |
150-04 |
0-09 |
0.2% |
148-21 |
High |
150-10 |
150-21 |
0-11 |
0.2% |
150-14 |
Low |
149-15 |
149-27 |
0-12 |
0.3% |
148-20 |
Close |
150-04 |
150-08 |
0-04 |
0.1% |
150-02 |
Range |
0-27 |
0-26 |
-0-01 |
-3.7% |
1-26 |
ATR |
0-31 |
0-30 |
0-00 |
-1.1% |
0-00 |
Volume |
316,892 |
359,553 |
42,661 |
13.5% |
1,466,401 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-22 |
152-09 |
150-22 |
|
R3 |
151-28 |
151-15 |
150-15 |
|
R2 |
151-02 |
151-02 |
150-13 |
|
R1 |
150-21 |
150-21 |
150-10 |
150-28 |
PP |
150-08 |
150-08 |
150-08 |
150-11 |
S1 |
149-27 |
149-27 |
150-06 |
150-02 |
S2 |
149-14 |
149-14 |
150-03 |
|
S3 |
148-20 |
149-01 |
150-01 |
|
S4 |
147-26 |
148-07 |
149-26 |
|
|
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 |
152-25 |
1.618 |
151-31 |
1.000 |
151-15 |
0.618 |
151-05 |
HIGH |
150-21 |
0.618 |
150-11 |
0.500 |
150-08 |
0.382 |
150-05 |
LOW |
149-27 |
0.618 |
149-11 |
1.000 |
149-01 |
1.618 |
148-17 |
2.618 |
147-23 |
4.250 |
146-12 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
150-08 |
150-04 |
PP |
150-08 |
149-31 |
S1 |
150-08 |
149-27 |
|