ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
146-05 |
146-17 |
0-12 |
0.3% |
149-19 |
| High |
146-31 |
147-04 |
0-05 |
0.1% |
150-02 |
| Low |
145-27 |
146-09 |
0-14 |
0.3% |
147-09 |
| Close |
146-18 |
146-16 |
-0-02 |
0.0% |
148-11 |
| Range |
1-04 |
0-27 |
-0-09 |
-25.0% |
2-25 |
| ATR |
1-02 |
1-02 |
-0-01 |
-1.5% |
0-00 |
| Volume |
382,075 |
377,672 |
-4,403 |
-1.2% |
1,777,619 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-05 |
148-22 |
146-31 |
|
| R3 |
148-10 |
147-27 |
146-23 |
|
| R2 |
147-15 |
147-15 |
146-21 |
|
| R1 |
147-00 |
147-00 |
146-18 |
146-26 |
| PP |
146-20 |
146-20 |
146-20 |
146-18 |
| S1 |
146-05 |
146-05 |
146-14 |
145-31 |
| S2 |
145-25 |
145-25 |
146-11 |
|
| S3 |
144-30 |
145-10 |
146-09 |
|
| S4 |
144-03 |
144-15 |
146-01 |
|
|
| 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 |
148-19 |
145-19 |
3-00 |
2.0% |
1-07 |
0.8% |
30% |
False |
False |
376,351 |
| 10 |
150-22 |
145-19 |
5-03 |
3.5% |
1-05 |
0.8% |
18% |
False |
False |
380,668 |
| 20 |
150-28 |
145-19 |
5-09 |
3.6% |
1-00 |
0.7% |
17% |
False |
False |
331,093 |
| 40 |
151-10 |
144-30 |
6-12 |
4.4% |
1-00 |
0.7% |
25% |
False |
False |
166,675 |
| 60 |
151-10 |
144-27 |
6-15 |
4.4% |
0-30 |
0.6% |
26% |
False |
False |
111,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-23 |
|
2.618 |
149-11 |
|
1.618 |
148-16 |
|
1.000 |
147-31 |
|
0.618 |
147-21 |
|
HIGH |
147-04 |
|
0.618 |
146-26 |
|
0.500 |
146-22 |
|
0.382 |
146-19 |
|
LOW |
146-09 |
|
0.618 |
145-24 |
|
1.000 |
145-14 |
|
1.618 |
144-29 |
|
2.618 |
144-02 |
|
4.250 |
142-22 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-22 |
146-15 |
| PP |
146-20 |
146-14 |
| S1 |
146-18 |
146-14 |
|