ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
150-01 |
150-18 |
0-17 |
0.4% |
151-30 |
| High |
151-05 |
151-02 |
-0-03 |
-0.1% |
151-31 |
| Low |
149-30 |
150-10 |
0-12 |
0.3% |
149-23 |
| Close |
150-19 |
150-28 |
0-09 |
0.2% |
150-01 |
| Range |
1-07 |
0-24 |
-0-15 |
-38.5% |
2-08 |
| ATR |
1-05 |
1-04 |
-0-01 |
-2.5% |
0-00 |
| Volume |
404,915 |
489,987 |
85,072 |
21.0% |
905,159 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-00 |
152-22 |
151-09 |
|
| R3 |
152-08 |
151-30 |
151-03 |
|
| R2 |
151-16 |
151-16 |
151-00 |
|
| R1 |
151-06 |
151-06 |
150-30 |
151-11 |
| PP |
150-24 |
150-24 |
150-24 |
150-26 |
| S1 |
150-14 |
150-14 |
150-26 |
150-19 |
| S2 |
150-00 |
150-00 |
150-24 |
|
| S3 |
149-08 |
149-22 |
150-21 |
|
| S4 |
148-16 |
148-30 |
150-15 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-10 |
155-30 |
151-09 |
|
| R3 |
155-02 |
153-22 |
150-21 |
|
| R2 |
152-26 |
152-26 |
150-14 |
|
| R1 |
151-14 |
151-14 |
150-08 |
151-00 |
| PP |
150-18 |
150-18 |
150-18 |
150-12 |
| S1 |
149-06 |
149-06 |
149-26 |
148-24 |
| S2 |
148-10 |
148-10 |
149-20 |
|
| S3 |
146-02 |
146-30 |
149-13 |
|
| S4 |
143-26 |
144-22 |
148-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-23 |
149-23 |
2-00 |
1.3% |
1-01 |
0.7% |
58% |
False |
False |
316,808 |
| 10 |
152-21 |
149-23 |
2-30 |
1.9% |
0-31 |
0.6% |
39% |
False |
False |
313,618 |
| 20 |
152-21 |
147-18 |
5-03 |
3.4% |
1-04 |
0.7% |
65% |
False |
False |
313,093 |
| 40 |
152-21 |
146-02 |
6-19 |
4.4% |
1-05 |
0.8% |
73% |
False |
False |
308,682 |
| 60 |
152-21 |
144-15 |
8-06 |
5.4% |
1-08 |
0.8% |
78% |
False |
False |
320,130 |
| 80 |
152-21 |
144-15 |
8-06 |
5.4% |
1-07 |
0.8% |
78% |
False |
False |
256,320 |
| 100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-07 |
0.8% |
64% |
False |
False |
205,153 |
| 120 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
64% |
False |
False |
171,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-08 |
|
2.618 |
153-01 |
|
1.618 |
152-09 |
|
1.000 |
151-26 |
|
0.618 |
151-17 |
|
HIGH |
151-02 |
|
0.618 |
150-25 |
|
0.500 |
150-22 |
|
0.382 |
150-19 |
|
LOW |
150-10 |
|
0.618 |
149-27 |
|
1.000 |
149-18 |
|
1.618 |
149-03 |
|
2.618 |
148-11 |
|
4.250 |
147-04 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-26 |
150-23 |
| PP |
150-24 |
150-19 |
| S1 |
150-22 |
150-14 |
|