ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
147-25 |
148-09 |
0-16 |
0.3% |
149-19 |
| High |
148-19 |
148-12 |
-0-07 |
-0.1% |
150-02 |
| Low |
147-15 |
147-00 |
-0-15 |
-0.3% |
147-09 |
| Close |
148-11 |
147-09 |
-1-02 |
-0.7% |
148-11 |
| Range |
1-04 |
1-12 |
0-08 |
22.2% |
2-25 |
| ATR |
1-00 |
1-01 |
0-01 |
2.7% |
0-00 |
| Volume |
319,021 |
319,764 |
743 |
0.2% |
1,777,619 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-22 |
150-27 |
148-01 |
|
| R3 |
150-10 |
149-15 |
147-21 |
|
| R2 |
148-30 |
148-30 |
147-17 |
|
| R1 |
148-03 |
148-03 |
147-13 |
147-26 |
| PP |
147-18 |
147-18 |
147-18 |
147-13 |
| S1 |
146-23 |
146-23 |
147-05 |
146-14 |
| S2 |
146-06 |
146-06 |
147-01 |
|
| S3 |
144-26 |
145-11 |
146-29 |
|
| S4 |
143-14 |
143-31 |
146-17 |
|
|
| 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 |
149-27 |
147-00 |
2-27 |
1.9% |
1-07 |
0.8% |
10% |
False |
True |
375,962 |
| 10 |
150-28 |
147-00 |
3-28 |
2.6% |
1-01 |
0.7% |
7% |
False |
True |
352,921 |
| 20 |
150-28 |
147-00 |
3-28 |
2.6% |
0-31 |
0.7% |
7% |
False |
True |
270,084 |
| 40 |
151-10 |
144-30 |
6-12 |
4.3% |
0-31 |
0.7% |
37% |
False |
False |
135,614 |
| 60 |
151-10 |
144-27 |
6-15 |
4.4% |
0-29 |
0.6% |
38% |
False |
False |
90,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-07 |
|
2.618 |
151-31 |
|
1.618 |
150-19 |
|
1.000 |
149-24 |
|
0.618 |
149-07 |
|
HIGH |
148-12 |
|
0.618 |
147-27 |
|
0.500 |
147-22 |
|
0.382 |
147-17 |
|
LOW |
147-00 |
|
0.618 |
146-05 |
|
1.000 |
145-20 |
|
1.618 |
144-25 |
|
2.618 |
143-13 |
|
4.250 |
141-05 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-22 |
147-26 |
| PP |
147-18 |
147-20 |
| S1 |
147-13 |
147-14 |
|