ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
149-19 |
149-22 |
0-03 |
0.1% |
149-26 |
| High |
150-02 |
149-27 |
-0-07 |
-0.1% |
150-28 |
| Low |
149-15 |
148-27 |
-0-20 |
-0.4% |
149-01 |
| Close |
149-23 |
149-01 |
-0-22 |
-0.5% |
149-17 |
| Range |
0-19 |
1-00 |
0-13 |
68.4% |
1-27 |
| ATR |
0-30 |
0-30 |
0-00 |
0.4% |
0-00 |
| Volume |
217,571 |
278,630 |
61,059 |
28.1% |
1,782,073 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-08 |
151-20 |
149-19 |
|
| R3 |
151-08 |
150-20 |
149-10 |
|
| R2 |
150-08 |
150-08 |
149-07 |
|
| R1 |
149-20 |
149-20 |
149-04 |
149-14 |
| PP |
149-08 |
149-08 |
149-08 |
149-04 |
| S1 |
148-20 |
148-20 |
148-30 |
148-14 |
| S2 |
148-08 |
148-08 |
148-27 |
|
| S3 |
147-08 |
147-20 |
148-24 |
|
| S4 |
146-08 |
146-20 |
148-15 |
|
|
| 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 |
148-27 |
2-01 |
1.4% |
0-29 |
0.6% |
9% |
False |
True |
322,227 |
| 10 |
150-28 |
148-27 |
2-01 |
1.4% |
0-28 |
0.6% |
9% |
False |
True |
333,095 |
| 20 |
151-10 |
148-11 |
2-31 |
2.0% |
0-28 |
0.6% |
23% |
False |
False |
190,533 |
| 40 |
151-10 |
144-27 |
6-15 |
4.3% |
0-30 |
0.6% |
65% |
False |
False |
95,590 |
| 60 |
151-10 |
144-22 |
6-20 |
4.4% |
0-27 |
0.6% |
66% |
False |
False |
63,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-03 |
|
2.618 |
152-15 |
|
1.618 |
151-15 |
|
1.000 |
150-27 |
|
0.618 |
150-15 |
|
HIGH |
149-27 |
|
0.618 |
149-15 |
|
0.500 |
149-11 |
|
0.382 |
149-07 |
|
LOW |
148-27 |
|
0.618 |
148-07 |
|
1.000 |
147-27 |
|
1.618 |
147-07 |
|
2.618 |
146-07 |
|
4.250 |
144-19 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-11 |
149-24 |
| PP |
149-08 |
149-17 |
| S1 |
149-04 |
149-09 |
|