ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 07-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
150-07 |
150-12 |
0-05 |
0.1% |
149-26 |
High |
150-28 |
150-22 |
-0-06 |
-0.1% |
150-28 |
Low |
150-03 |
149-11 |
-0-24 |
-0.5% |
149-01 |
Close |
150-16 |
149-17 |
-0-31 |
-0.6% |
149-17 |
Range |
0-25 |
1-11 |
0-18 |
72.0% |
1-27 |
ATR |
0-30 |
0-31 |
0-01 |
3.1% |
0-00 |
Volume |
289,054 |
466,330 |
177,276 |
61.3% |
1,782,073 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-28 |
153-02 |
150-09 |
|
R3 |
152-17 |
151-23 |
149-29 |
|
R2 |
151-06 |
151-06 |
149-25 |
|
R1 |
150-12 |
150-12 |
149-21 |
150-04 |
PP |
149-27 |
149-27 |
149-27 |
149-23 |
S1 |
149-01 |
149-01 |
149-13 |
148-24 |
S2 |
148-16 |
148-16 |
149-09 |
|
S3 |
147-05 |
147-22 |
149-05 |
|
S4 |
145-26 |
146-11 |
148-25 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-11 |
154-09 |
150-17 |
|
R3 |
153-16 |
152-14 |
150-01 |
|
R2 |
151-21 |
151-21 |
149-28 |
|
R1 |
150-19 |
150-19 |
149-22 |
150-06 |
PP |
149-26 |
149-26 |
149-26 |
149-20 |
S1 |
148-24 |
148-24 |
149-12 |
148-12 |
S2 |
147-31 |
147-31 |
149-06 |
|
S3 |
146-04 |
146-29 |
149-01 |
|
S4 |
144-09 |
145-02 |
148-17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
150-28 |
149-01 |
1-27 |
1.2% |
0-30 |
0.6% |
27% |
False |
False |
356,414 |
10 |
150-28 |
148-20 |
2-08 |
1.5% |
0-29 |
0.6% |
40% |
False |
False |
324,847 |
20 |
151-10 |
148-11 |
2-31 |
2.0% |
0-28 |
0.6% |
40% |
False |
False |
166,001 |
40 |
151-10 |
144-27 |
6-15 |
4.3% |
0-30 |
0.6% |
72% |
False |
False |
83,187 |
60 |
151-10 |
143-08 |
8-02 |
5.4% |
0-28 |
0.6% |
78% |
False |
False |
55,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156-13 |
2.618 |
154-07 |
1.618 |
152-28 |
1.000 |
152-01 |
0.618 |
151-17 |
HIGH |
150-22 |
0.618 |
150-06 |
0.500 |
150-00 |
0.382 |
149-27 |
LOW |
149-11 |
0.618 |
148-16 |
1.000 |
148-00 |
1.618 |
147-05 |
2.618 |
145-26 |
4.250 |
143-20 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
150-00 |
150-04 |
PP |
149-27 |
149-29 |
S1 |
149-22 |
149-23 |
|