ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
148-02 |
147-25 |
-0-09 |
-0.2% |
149-19 |
| High |
148-10 |
148-19 |
0-09 |
0.2% |
150-02 |
| Low |
147-09 |
147-15 |
0-06 |
0.1% |
147-09 |
| Close |
147-26 |
148-11 |
0-17 |
0.4% |
148-11 |
| Range |
1-01 |
1-04 |
0-03 |
9.1% |
2-25 |
| ATR |
1-00 |
1-00 |
0-00 |
1.0% |
0-00 |
| Volume |
507,299 |
319,021 |
-188,278 |
-37.1% |
1,777,619 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-16 |
151-02 |
148-31 |
|
| R3 |
150-12 |
149-30 |
148-21 |
|
| R2 |
149-08 |
149-08 |
148-18 |
|
| R1 |
148-26 |
148-26 |
148-14 |
149-01 |
| PP |
148-04 |
148-04 |
148-04 |
148-08 |
| S1 |
147-22 |
147-22 |
148-08 |
147-29 |
| S2 |
147-00 |
147-00 |
148-04 |
|
| S3 |
145-28 |
146-18 |
148-01 |
|
| S4 |
144-24 |
145-14 |
147-23 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-29 |
155-13 |
149-28 |
|
| R3 |
154-04 |
152-20 |
149-03 |
|
| R2 |
151-11 |
151-11 |
148-27 |
|
| R1 |
149-27 |
149-27 |
148-19 |
149-06 |
| PP |
148-18 |
148-18 |
148-18 |
148-08 |
| S1 |
147-02 |
147-02 |
148-03 |
146-14 |
| S2 |
145-25 |
145-25 |
147-27 |
|
| S3 |
143-00 |
144-09 |
147-19 |
|
| S4 |
140-07 |
141-16 |
146-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-02 |
147-09 |
2-25 |
1.9% |
1-02 |
0.7% |
38% |
False |
False |
355,523 |
| 10 |
150-28 |
147-09 |
3-19 |
2.4% |
1-00 |
0.7% |
30% |
False |
False |
355,969 |
| 20 |
151-10 |
147-09 |
4-01 |
2.7% |
0-30 |
0.6% |
26% |
False |
False |
254,348 |
| 40 |
151-10 |
144-30 |
6-12 |
4.3% |
0-31 |
0.6% |
53% |
False |
False |
127,623 |
| 60 |
151-10 |
144-27 |
6-15 |
4.4% |
0-29 |
0.6% |
54% |
False |
False |
85,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-12 |
|
2.618 |
151-17 |
|
1.618 |
150-13 |
|
1.000 |
149-23 |
|
0.618 |
149-09 |
|
HIGH |
148-19 |
|
0.618 |
148-05 |
|
0.500 |
148-01 |
|
0.382 |
147-29 |
|
LOW |
147-15 |
|
0.618 |
146-25 |
|
1.000 |
146-11 |
|
1.618 |
145-21 |
|
2.618 |
144-17 |
|
4.250 |
142-22 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-08 |
148-11 |
| PP |
148-04 |
148-11 |
| S1 |
148-01 |
148-10 |
|