ECBOT 30 Year Treasury Bond Future June 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
145-31 |
146-05 |
0-06 |
0.1% |
146-08 |
| High |
145-31 |
146-05 |
0-06 |
0.1% |
146-08 |
| Low |
145-31 |
146-02 |
0-03 |
0.1% |
144-22 |
| Close |
145-31 |
146-02 |
0-03 |
0.1% |
146-08 |
| Range |
0-00 |
0-03 |
0-03 |
|
1-18 |
| ATR |
0-20 |
0-19 |
-0-01 |
-5.0% |
0-00 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-12 |
146-10 |
146-04 |
|
| R3 |
146-09 |
146-07 |
146-03 |
|
| R2 |
146-06 |
146-06 |
146-03 |
|
| R1 |
146-04 |
146-04 |
146-02 |
146-04 |
| PP |
146-03 |
146-03 |
146-03 |
146-03 |
| S1 |
146-01 |
146-01 |
146-02 |
146-00 |
| S2 |
146-00 |
146-00 |
146-01 |
|
| S3 |
145-29 |
145-30 |
146-01 |
|
| S4 |
145-26 |
145-27 |
146-00 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-13 |
149-29 |
147-04 |
|
| R3 |
148-27 |
148-11 |
146-22 |
|
| R2 |
147-09 |
147-09 |
146-17 |
|
| R1 |
146-25 |
146-25 |
146-13 |
147-01 |
| PP |
145-23 |
145-23 |
145-23 |
145-28 |
| S1 |
145-07 |
145-07 |
146-03 |
145-15 |
| S2 |
144-05 |
144-05 |
145-31 |
|
| S3 |
142-19 |
143-21 |
145-26 |
|
| S4 |
141-01 |
142-03 |
145-12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-18 |
|
2.618 |
146-13 |
|
1.618 |
146-10 |
|
1.000 |
146-08 |
|
0.618 |
146-07 |
|
HIGH |
146-05 |
|
0.618 |
146-04 |
|
0.500 |
146-04 |
|
0.382 |
146-03 |
|
LOW |
146-02 |
|
0.618 |
146-00 |
|
1.000 |
145-31 |
|
1.618 |
145-29 |
|
2.618 |
145-26 |
|
4.250 |
145-21 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-04 |
146-04 |
| PP |
146-03 |
146-03 |
| S1 |
146-02 |
146-02 |
|