ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
148-20 |
149-05 |
0-17 |
0.4% |
148-08 |
| High |
149-15 |
149-08 |
-0-07 |
-0.1% |
149-11 |
| Low |
148-14 |
148-03 |
-0-11 |
-0.2% |
147-18 |
| Close |
149-08 |
148-09 |
-0-31 |
-0.6% |
148-13 |
| Range |
1-01 |
1-05 |
0-04 |
12.1% |
1-25 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.3% |
0-00 |
| Volume |
245,166 |
282,892 |
37,726 |
15.4% |
1,152,089 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-00 |
151-10 |
148-29 |
|
| R3 |
150-27 |
150-05 |
148-19 |
|
| R2 |
149-22 |
149-22 |
148-16 |
|
| R1 |
149-00 |
149-00 |
148-12 |
148-24 |
| PP |
148-17 |
148-17 |
148-17 |
148-14 |
| S1 |
147-27 |
147-27 |
148-06 |
147-20 |
| S2 |
147-12 |
147-12 |
148-02 |
|
| S3 |
146-07 |
146-22 |
147-31 |
|
| S4 |
145-02 |
145-17 |
147-21 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-25 |
152-28 |
149-12 |
|
| R3 |
152-00 |
151-03 |
148-29 |
|
| R2 |
150-07 |
150-07 |
148-23 |
|
| R1 |
149-10 |
149-10 |
148-18 |
149-24 |
| PP |
148-14 |
148-14 |
148-14 |
148-21 |
| S1 |
147-17 |
147-17 |
148-08 |
148-00 |
| S2 |
146-21 |
146-21 |
148-03 |
|
| S3 |
144-28 |
145-24 |
147-29 |
|
| S4 |
143-03 |
143-31 |
147-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-15 |
147-18 |
1-29 |
1.3% |
1-04 |
0.8% |
38% |
False |
False |
302,190 |
| 10 |
149-15 |
146-02 |
3-13 |
2.3% |
1-03 |
0.7% |
65% |
False |
False |
277,469 |
| 20 |
150-07 |
146-02 |
4-05 |
2.8% |
1-07 |
0.8% |
53% |
False |
False |
304,493 |
| 40 |
150-09 |
144-15 |
5-26 |
3.9% |
1-08 |
0.8% |
66% |
False |
False |
312,817 |
| 60 |
151-29 |
144-15 |
7-14 |
5.0% |
1-08 |
0.9% |
51% |
False |
False |
263,548 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.9% |
38% |
False |
False |
197,869 |
| 100 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
38% |
False |
False |
158,373 |
| 120 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
38% |
False |
False |
132,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-05 |
|
2.618 |
152-09 |
|
1.618 |
151-04 |
|
1.000 |
150-13 |
|
0.618 |
149-31 |
|
HIGH |
149-08 |
|
0.618 |
148-26 |
|
0.500 |
148-22 |
|
0.382 |
148-17 |
|
LOW |
148-03 |
|
0.618 |
147-12 |
|
1.000 |
146-30 |
|
1.618 |
146-07 |
|
2.618 |
145-02 |
|
4.250 |
143-06 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-22 |
148-16 |
| PP |
148-17 |
148-14 |
| S1 |
148-13 |
148-12 |
|