ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
150-12 |
149-19 |
-0-25 |
-0.5% |
149-26 |
| High |
150-22 |
150-02 |
-0-20 |
-0.4% |
150-28 |
| Low |
149-11 |
149-15 |
0-04 |
0.1% |
149-01 |
| Close |
149-17 |
149-23 |
0-06 |
0.1% |
149-17 |
| Range |
1-11 |
0-19 |
-0-24 |
-55.8% |
1-27 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.8% |
0-00 |
| Volume |
466,330 |
217,571 |
-248,759 |
-53.3% |
1,782,073 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-17 |
151-07 |
150-01 |
|
| R3 |
150-30 |
150-20 |
149-28 |
|
| R2 |
150-11 |
150-11 |
149-26 |
|
| R1 |
150-01 |
150-01 |
149-25 |
150-06 |
| PP |
149-24 |
149-24 |
149-24 |
149-26 |
| S1 |
149-14 |
149-14 |
149-21 |
149-19 |
| S2 |
149-05 |
149-05 |
149-20 |
|
| S3 |
148-18 |
148-27 |
149-18 |
|
| S4 |
147-31 |
148-08 |
149-13 |
|
|
| 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 |
149-11 |
1-17 |
1.0% |
0-28 |
0.6% |
24% |
False |
False |
329,880 |
| 10 |
150-28 |
148-31 |
1-29 |
1.3% |
0-27 |
0.6% |
39% |
False |
False |
327,597 |
| 20 |
151-10 |
148-11 |
2-31 |
2.0% |
0-28 |
0.6% |
46% |
False |
False |
176,721 |
| 40 |
151-10 |
144-27 |
6-15 |
4.3% |
0-30 |
0.6% |
75% |
False |
False |
88,625 |
| 60 |
151-10 |
143-08 |
8-02 |
5.4% |
0-27 |
0.6% |
80% |
False |
False |
59,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-19 |
|
2.618 |
151-20 |
|
1.618 |
151-01 |
|
1.000 |
150-21 |
|
0.618 |
150-14 |
|
HIGH |
150-02 |
|
0.618 |
149-27 |
|
0.500 |
149-24 |
|
0.382 |
149-22 |
|
LOW |
149-15 |
|
0.618 |
149-03 |
|
1.000 |
148-28 |
|
1.618 |
148-16 |
|
2.618 |
147-29 |
|
4.250 |
146-30 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-24 |
150-04 |
| PP |
149-24 |
149-31 |
| S1 |
149-24 |
149-27 |
|