ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
149-05 |
148-06 |
-0-31 |
-0.6% |
148-08 |
| High |
149-08 |
150-19 |
1-11 |
0.9% |
149-11 |
| Low |
148-03 |
148-05 |
0-02 |
0.0% |
147-18 |
| Close |
148-09 |
150-10 |
2-01 |
1.4% |
148-13 |
| Range |
1-05 |
2-14 |
1-09 |
110.8% |
1-25 |
| ATR |
1-07 |
1-09 |
0-03 |
7.3% |
0-00 |
| Volume |
282,892 |
585,323 |
302,431 |
106.9% |
1,152,089 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-00 |
156-03 |
151-21 |
|
| R3 |
154-18 |
153-21 |
150-31 |
|
| R2 |
152-04 |
152-04 |
150-24 |
|
| R1 |
151-07 |
151-07 |
150-17 |
151-22 |
| PP |
149-22 |
149-22 |
149-22 |
149-29 |
| S1 |
148-25 |
148-25 |
150-03 |
149-08 |
| S2 |
147-08 |
147-08 |
149-28 |
|
| S3 |
144-26 |
146-11 |
149-21 |
|
| S4 |
142-12 |
143-29 |
148-31 |
|
|
| 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 |
150-19 |
147-18 |
3-01 |
2.0% |
1-11 |
0.9% |
91% |
True |
False |
350,395 |
| 10 |
150-19 |
146-02 |
4-17 |
3.0% |
1-08 |
0.8% |
94% |
True |
False |
303,486 |
| 20 |
150-19 |
146-02 |
4-17 |
3.0% |
1-09 |
0.8% |
94% |
True |
False |
317,942 |
| 40 |
150-19 |
144-15 |
6-04 |
4.1% |
1-09 |
0.8% |
95% |
True |
False |
319,103 |
| 60 |
151-29 |
144-15 |
7-14 |
4.9% |
1-09 |
0.9% |
79% |
False |
False |
273,294 |
| 80 |
154-17 |
144-15 |
10-02 |
6.7% |
1-09 |
0.9% |
58% |
False |
False |
205,182 |
| 100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
58% |
False |
False |
164,226 |
| 120 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
58% |
False |
False |
136,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-30 |
|
2.618 |
156-31 |
|
1.618 |
154-17 |
|
1.000 |
153-01 |
|
0.618 |
152-03 |
|
HIGH |
150-19 |
|
0.618 |
149-21 |
|
0.500 |
149-12 |
|
0.382 |
149-03 |
|
LOW |
148-05 |
|
0.618 |
146-21 |
|
1.000 |
145-23 |
|
1.618 |
144-07 |
|
2.618 |
141-25 |
|
4.250 |
137-26 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-00 |
150-00 |
| PP |
149-22 |
149-21 |
| S1 |
149-12 |
149-11 |
|