ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
149-22 |
148-31 |
-0-23 |
-0.5% |
149-26 |
| High |
149-27 |
149-12 |
-0-15 |
-0.3% |
150-28 |
| Low |
148-27 |
147-28 |
-0-31 |
-0.7% |
149-01 |
| Close |
149-01 |
148-02 |
-0-31 |
-0.7% |
149-17 |
| Range |
1-00 |
1-16 |
0-16 |
50.0% |
1-27 |
| ATR |
0-30 |
1-00 |
0-01 |
4.2% |
0-00 |
| Volume |
278,630 |
455,098 |
176,468 |
63.3% |
1,782,073 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-30 |
152-00 |
148-28 |
|
| R3 |
151-14 |
150-16 |
148-15 |
|
| R2 |
149-30 |
149-30 |
148-11 |
|
| R1 |
149-00 |
149-00 |
148-06 |
148-23 |
| PP |
148-14 |
148-14 |
148-14 |
148-10 |
| S1 |
147-16 |
147-16 |
147-30 |
147-07 |
| S2 |
146-30 |
146-30 |
147-25 |
|
| S3 |
145-14 |
146-00 |
147-21 |
|
| S4 |
143-30 |
144-16 |
147-08 |
|
|
| 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 |
147-28 |
3-00 |
2.0% |
1-01 |
0.7% |
6% |
False |
True |
341,336 |
| 10 |
150-28 |
147-28 |
3-00 |
2.0% |
0-30 |
0.6% |
6% |
False |
True |
343,222 |
| 20 |
151-10 |
147-28 |
3-14 |
2.3% |
0-30 |
0.6% |
5% |
False |
True |
213,269 |
| 40 |
151-10 |
144-27 |
6-15 |
4.4% |
0-31 |
0.7% |
50% |
False |
False |
106,967 |
| 60 |
151-10 |
144-27 |
6-15 |
4.4% |
0-28 |
0.6% |
50% |
False |
False |
71,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-24 |
|
2.618 |
153-10 |
|
1.618 |
151-26 |
|
1.000 |
150-28 |
|
0.618 |
150-10 |
|
HIGH |
149-12 |
|
0.618 |
148-26 |
|
0.500 |
148-20 |
|
0.382 |
148-14 |
|
LOW |
147-28 |
|
0.618 |
146-30 |
|
1.000 |
146-12 |
|
1.618 |
145-14 |
|
2.618 |
143-30 |
|
4.250 |
141-16 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-20 |
148-31 |
| PP |
148-14 |
148-21 |
| S1 |
148-08 |
148-12 |
|