ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
147-20 |
147-27 |
0-07 |
0.1% |
147-11 |
| High |
148-18 |
148-25 |
0-07 |
0.1% |
148-25 |
| Low |
146-30 |
147-23 |
0-25 |
0.5% |
146-30 |
| Close |
148-11 |
148-12 |
0-01 |
0.0% |
148-12 |
| Range |
1-20 |
1-02 |
-0-18 |
-34.6% |
1-27 |
| ATR |
1-02 |
1-02 |
0-00 |
0.1% |
0-00 |
| Volume |
200,385 |
142,897 |
-57,488 |
-28.7% |
409,920 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-15 |
151-00 |
148-31 |
|
| R3 |
150-13 |
149-30 |
148-21 |
|
| R2 |
149-11 |
149-11 |
148-18 |
|
| R1 |
148-28 |
148-28 |
148-15 |
149-04 |
| PP |
148-09 |
148-09 |
148-09 |
148-13 |
| S1 |
147-26 |
147-26 |
148-09 |
148-02 |
| S2 |
147-07 |
147-07 |
148-06 |
|
| S3 |
146-05 |
146-24 |
148-03 |
|
| S4 |
145-03 |
145-22 |
147-25 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-18 |
152-26 |
149-12 |
|
| R3 |
151-23 |
150-31 |
148-28 |
|
| R2 |
149-28 |
149-28 |
148-23 |
|
| R1 |
149-04 |
149-04 |
148-17 |
149-16 |
| PP |
148-01 |
148-01 |
148-01 |
148-07 |
| S1 |
147-09 |
147-09 |
148-07 |
147-21 |
| S2 |
146-06 |
146-06 |
148-01 |
|
| S3 |
144-11 |
145-14 |
147-28 |
|
| S4 |
142-16 |
143-19 |
147-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-25 |
146-12 |
2-13 |
1.6% |
1-00 |
0.7% |
83% |
True |
False |
135,853 |
| 10 |
148-25 |
145-19 |
3-06 |
2.1% |
1-04 |
0.8% |
87% |
True |
False |
256,102 |
| 20 |
150-28 |
145-19 |
5-09 |
3.6% |
1-01 |
0.7% |
53% |
False |
False |
310,928 |
| 40 |
151-10 |
145-19 |
5-23 |
3.9% |
1-01 |
0.7% |
49% |
False |
False |
183,650 |
| 60 |
151-10 |
144-27 |
6-15 |
4.4% |
0-31 |
0.7% |
55% |
False |
False |
122,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-10 |
|
2.618 |
151-18 |
|
1.618 |
150-16 |
|
1.000 |
149-27 |
|
0.618 |
149-14 |
|
HIGH |
148-25 |
|
0.618 |
148-12 |
|
0.500 |
148-08 |
|
0.382 |
148-04 |
|
LOW |
147-23 |
|
0.618 |
147-02 |
|
1.000 |
146-21 |
|
1.618 |
146-00 |
|
2.618 |
144-30 |
|
4.250 |
143-06 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-11 |
148-06 |
| PP |
148-09 |
148-01 |
| S1 |
148-08 |
147-28 |
|