ECBOT 30 Year Treasury Bond Future June 2013
Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
146-02 |
147-03 |
1-01 |
0.7% |
148-16 |
High |
146-19 |
147-03 |
0-16 |
0.3% |
148-28 |
Low |
146-02 |
147-03 |
1-01 |
0.7% |
146-02 |
Close |
146-19 |
147-03 |
0-16 |
0.3% |
147-03 |
Range |
0-17 |
0-00 |
-0-17 |
-100.0% |
2-26 |
ATR |
|
|
|
|
|
Volume |
4 |
1 |
-3 |
-75.0% |
11 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-03 |
147-03 |
147-03 |
|
R3 |
147-03 |
147-03 |
147-03 |
|
R2 |
147-03 |
147-03 |
147-03 |
|
R1 |
147-03 |
147-03 |
147-03 |
147-03 |
PP |
147-03 |
147-03 |
147-03 |
147-03 |
S1 |
147-03 |
147-03 |
147-03 |
147-03 |
S2 |
147-03 |
147-03 |
147-03 |
|
S3 |
147-03 |
147-03 |
147-03 |
|
S4 |
147-03 |
147-03 |
147-03 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-25 |
154-08 |
148-20 |
|
R3 |
152-31 |
151-14 |
147-28 |
|
R2 |
150-05 |
150-05 |
147-20 |
|
R1 |
148-20 |
148-20 |
147-11 |
148-00 |
PP |
147-11 |
147-11 |
147-11 |
147-01 |
S1 |
145-26 |
145-26 |
146-27 |
145-06 |
S2 |
144-17 |
144-17 |
146-18 |
|
S3 |
141-23 |
143-00 |
146-10 |
|
S4 |
138-29 |
140-06 |
145-18 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-03 |
2.618 |
147-03 |
1.618 |
147-03 |
1.000 |
147-03 |
0.618 |
147-03 |
HIGH |
147-03 |
0.618 |
147-03 |
0.500 |
147-03 |
0.382 |
147-03 |
LOW |
147-03 |
0.618 |
147-03 |
1.000 |
147-03 |
1.618 |
147-03 |
2.618 |
147-03 |
4.250 |
147-03 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
147-03 |
146-30 |
PP |
147-03 |
146-24 |
S1 |
147-03 |
146-18 |
|