ECBOT 30 Year Treasury Bond Future June 2013
Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
148-28 |
146-27 |
-2-01 |
-1.4% |
148-18 |
High |
148-28 |
146-27 |
-2-01 |
-1.4% |
149-11 |
Low |
147-26 |
146-27 |
-0-31 |
-0.7% |
148-02 |
Close |
147-26 |
146-27 |
-0-31 |
-0.7% |
148-10 |
Range |
1-02 |
0-00 |
-1-02 |
-100.0% |
1-09 |
ATR |
|
|
|
|
|
Volume |
1 |
4 |
3 |
300.0% |
20 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-27 |
146-27 |
146-27 |
|
R3 |
146-27 |
146-27 |
146-27 |
|
R2 |
146-27 |
146-27 |
146-27 |
|
R1 |
146-27 |
146-27 |
146-27 |
146-27 |
PP |
146-27 |
146-27 |
146-27 |
146-27 |
S1 |
146-27 |
146-27 |
146-27 |
146-27 |
S2 |
146-27 |
146-27 |
146-27 |
|
S3 |
146-27 |
146-27 |
146-27 |
|
S4 |
146-27 |
146-27 |
146-27 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-13 |
151-21 |
149-01 |
|
R3 |
151-04 |
150-12 |
148-21 |
|
R2 |
149-27 |
149-27 |
148-18 |
|
R1 |
149-03 |
149-03 |
148-14 |
148-26 |
PP |
148-18 |
148-18 |
148-18 |
148-14 |
S1 |
147-26 |
147-26 |
148-06 |
147-18 |
S2 |
147-09 |
147-09 |
148-02 |
|
S3 |
146-00 |
146-17 |
147-31 |
|
S4 |
144-23 |
145-08 |
147-19 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
146-27 |
2.618 |
146-27 |
1.618 |
146-27 |
1.000 |
146-27 |
0.618 |
146-27 |
HIGH |
146-27 |
0.618 |
146-27 |
0.500 |
146-27 |
0.382 |
146-27 |
LOW |
146-27 |
0.618 |
146-27 |
1.000 |
146-27 |
1.618 |
146-27 |
2.618 |
146-27 |
4.250 |
146-27 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
146-27 |
147-28 |
PP |
146-27 |
147-17 |
S1 |
146-27 |
147-06 |
|