ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
151-26 |
151-31 |
0-05 |
0.1% |
148-20 |
| High |
152-15 |
152-12 |
-0-03 |
-0.1% |
152-08 |
| Low |
151-19 |
151-10 |
-0-09 |
-0.2% |
148-03 |
| Close |
152-03 |
152-01 |
-0-02 |
0.0% |
151-20 |
| Range |
0-28 |
1-02 |
0-06 |
21.4% |
4-05 |
| ATR |
1-08 |
1-07 |
0-00 |
-1.0% |
0-00 |
| Volume |
298,294 |
358,405 |
60,111 |
20.2% |
2,024,940 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-03 |
154-20 |
152-20 |
|
| R3 |
154-01 |
153-18 |
152-10 |
|
| R2 |
152-31 |
152-31 |
152-07 |
|
| R1 |
152-16 |
152-16 |
152-04 |
152-24 |
| PP |
151-29 |
151-29 |
151-29 |
152-01 |
| S1 |
151-14 |
151-14 |
151-30 |
151-22 |
| S2 |
150-27 |
150-27 |
151-27 |
|
| S3 |
149-25 |
150-12 |
151-24 |
|
| S4 |
148-23 |
149-10 |
151-14 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-04 |
161-17 |
153-29 |
|
| R3 |
158-31 |
157-12 |
152-25 |
|
| R2 |
154-26 |
154-26 |
152-12 |
|
| R1 |
153-07 |
153-07 |
152-00 |
154-00 |
| PP |
150-21 |
150-21 |
150-21 |
151-02 |
| S1 |
149-02 |
149-02 |
151-08 |
149-28 |
| S2 |
146-16 |
146-16 |
150-28 |
|
| S3 |
142-11 |
144-29 |
150-15 |
|
| S4 |
138-06 |
140-24 |
149-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-15 |
149-24 |
2-23 |
1.8% |
1-03 |
0.7% |
84% |
False |
False |
323,937 |
| 10 |
152-15 |
147-18 |
4-29 |
3.2% |
1-07 |
0.8% |
91% |
False |
False |
337,166 |
| 20 |
152-15 |
146-02 |
6-13 |
4.2% |
1-06 |
0.8% |
93% |
False |
False |
313,692 |
| 40 |
152-15 |
146-02 |
6-13 |
4.2% |
1-06 |
0.8% |
93% |
False |
False |
311,150 |
| 60 |
152-15 |
144-15 |
8-00 |
5.3% |
1-08 |
0.8% |
95% |
False |
False |
299,865 |
| 80 |
154-17 |
144-15 |
10-02 |
6.6% |
1-09 |
0.8% |
75% |
False |
False |
225,401 |
| 100 |
154-17 |
144-15 |
10-02 |
6.6% |
1-07 |
0.8% |
75% |
False |
False |
180,405 |
| 120 |
154-17 |
144-15 |
10-02 |
6.6% |
1-09 |
0.8% |
75% |
False |
False |
150,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-28 |
|
2.618 |
155-05 |
|
1.618 |
154-03 |
|
1.000 |
153-14 |
|
0.618 |
153-01 |
|
HIGH |
152-12 |
|
0.618 |
151-31 |
|
0.500 |
151-27 |
|
0.382 |
151-23 |
|
LOW |
151-10 |
|
0.618 |
150-21 |
|
1.000 |
150-08 |
|
1.618 |
149-19 |
|
2.618 |
148-17 |
|
4.250 |
146-26 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-31 |
152-00 |
| PP |
151-29 |
151-30 |
| S1 |
151-27 |
151-28 |
|