ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
147-27 |
148-13 |
0-18 |
0.4% |
147-11 |
| High |
148-25 |
148-23 |
-0-02 |
0.0% |
148-25 |
| Low |
147-23 |
146-23 |
-1-00 |
-0.7% |
146-30 |
| Close |
148-12 |
147-16 |
-0-28 |
-0.6% |
148-12 |
| Range |
1-02 |
2-00 |
0-30 |
88.2% |
1-27 |
| ATR |
1-02 |
1-04 |
0-02 |
6.4% |
0-00 |
| Volume |
142,897 |
133,044 |
-9,853 |
-6.9% |
409,920 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-21 |
152-18 |
148-19 |
|
| R3 |
151-21 |
150-18 |
148-02 |
|
| R2 |
149-21 |
149-21 |
147-28 |
|
| R1 |
148-18 |
148-18 |
147-22 |
148-04 |
| PP |
147-21 |
147-21 |
147-21 |
147-13 |
| S1 |
146-18 |
146-18 |
147-10 |
146-04 |
| S2 |
145-21 |
145-21 |
147-04 |
|
| S3 |
143-21 |
144-18 |
146-30 |
|
| S4 |
141-21 |
142-18 |
146-13 |
|
|
| 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 |
146-23 |
2-02 |
1.4% |
1-04 |
0.8% |
38% |
False |
True |
108,592 |
| 10 |
148-25 |
145-19 |
3-06 |
2.2% |
1-06 |
0.8% |
60% |
False |
False |
237,504 |
| 20 |
150-28 |
145-19 |
5-09 |
3.6% |
1-03 |
0.7% |
36% |
False |
False |
296,736 |
| 40 |
151-10 |
145-19 |
5-23 |
3.9% |
1-02 |
0.7% |
33% |
False |
False |
186,960 |
| 60 |
151-10 |
144-27 |
6-15 |
4.4% |
1-00 |
0.7% |
41% |
False |
False |
124,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-07 |
|
2.618 |
153-31 |
|
1.618 |
151-31 |
|
1.000 |
150-23 |
|
0.618 |
149-31 |
|
HIGH |
148-23 |
|
0.618 |
147-31 |
|
0.500 |
147-23 |
|
0.382 |
147-15 |
|
LOW |
146-23 |
|
0.618 |
145-15 |
|
1.000 |
144-23 |
|
1.618 |
143-15 |
|
2.618 |
141-15 |
|
4.250 |
138-07 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-23 |
147-24 |
| PP |
147-21 |
147-21 |
| S1 |
147-18 |
147-19 |
|