ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
146-17 |
146-17 |
0-00 |
0.0% |
148-09 |
| High |
147-04 |
147-23 |
0-19 |
0.4% |
148-12 |
| Low |
146-09 |
146-12 |
0-03 |
0.1% |
145-19 |
| Close |
146-16 |
147-17 |
1-01 |
0.7% |
147-17 |
| Range |
0-27 |
1-11 |
0-16 |
59.3% |
2-25 |
| ATR |
1-02 |
1-03 |
0-01 |
1.9% |
0-00 |
| Volume |
377,672 |
269,345 |
-108,327 |
-28.7% |
1,832,079 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-08 |
150-23 |
148-09 |
|
| R3 |
149-29 |
149-12 |
147-29 |
|
| R2 |
148-18 |
148-18 |
147-25 |
|
| R1 |
148-01 |
148-01 |
147-21 |
148-10 |
| PP |
147-07 |
147-07 |
147-07 |
147-11 |
| S1 |
146-22 |
146-22 |
147-13 |
146-30 |
| S2 |
145-28 |
145-28 |
147-09 |
|
| S3 |
144-17 |
145-11 |
147-05 |
|
| S4 |
143-06 |
144-00 |
146-25 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-16 |
154-10 |
149-02 |
|
| R3 |
152-23 |
151-17 |
148-09 |
|
| R2 |
149-30 |
149-30 |
148-01 |
|
| R1 |
148-24 |
148-24 |
147-25 |
147-30 |
| PP |
147-05 |
147-05 |
147-05 |
146-25 |
| S1 |
145-31 |
145-31 |
147-09 |
145-06 |
| S2 |
144-12 |
144-12 |
147-01 |
|
| S3 |
141-19 |
143-06 |
146-25 |
|
| S4 |
138-26 |
140-13 |
146-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-12 |
145-19 |
2-25 |
1.9% |
1-09 |
0.9% |
70% |
False |
False |
366,415 |
| 10 |
150-02 |
145-19 |
4-15 |
3.0% |
1-05 |
0.8% |
43% |
False |
False |
360,969 |
| 20 |
150-28 |
145-19 |
5-09 |
3.6% |
1-01 |
0.7% |
37% |
False |
False |
342,908 |
| 40 |
151-10 |
145-19 |
5-23 |
3.9% |
1-00 |
0.7% |
34% |
False |
False |
173,407 |
| 60 |
151-10 |
144-27 |
6-15 |
4.4% |
0-31 |
0.6% |
42% |
False |
False |
115,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-14 |
|
2.618 |
151-08 |
|
1.618 |
149-29 |
|
1.000 |
149-02 |
|
0.618 |
148-18 |
|
HIGH |
147-23 |
|
0.618 |
147-07 |
|
0.500 |
147-02 |
|
0.382 |
146-28 |
|
LOW |
146-12 |
|
0.618 |
145-17 |
|
1.000 |
145-01 |
|
1.618 |
144-06 |
|
2.618 |
142-27 |
|
4.250 |
140-21 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-12 |
147-09 |
| PP |
147-07 |
147-01 |
| S1 |
147-02 |
146-25 |
|