ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
151-05 |
151-14 |
0-09 |
0.2% |
150-01 |
| High |
151-20 |
152-00 |
0-12 |
0.2% |
151-25 |
| Low |
150-25 |
151-06 |
0-13 |
0.3% |
149-30 |
| Close |
151-15 |
151-19 |
0-04 |
0.1% |
151-13 |
| Range |
0-27 |
0-26 |
-0-01 |
-3.7% |
1-27 |
| ATR |
1-01 |
1-01 |
-0-01 |
-1.6% |
0-00 |
| Volume |
23,628 |
29,326 |
5,698 |
24.1% |
2,018,826 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-01 |
153-20 |
152-01 |
|
| R3 |
153-07 |
152-26 |
151-26 |
|
| R2 |
152-13 |
152-13 |
151-24 |
|
| R1 |
152-00 |
152-00 |
151-21 |
152-06 |
| PP |
151-19 |
151-19 |
151-19 |
151-22 |
| S1 |
151-06 |
151-06 |
151-17 |
151-12 |
| S2 |
150-25 |
150-25 |
151-14 |
|
| S3 |
149-31 |
150-12 |
151-12 |
|
| S4 |
149-05 |
149-18 |
151-05 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-18 |
155-27 |
152-13 |
|
| R3 |
154-23 |
154-00 |
151-29 |
|
| R2 |
152-28 |
152-28 |
151-24 |
|
| R1 |
152-05 |
152-05 |
151-18 |
152-16 |
| PP |
151-01 |
151-01 |
151-01 |
151-07 |
| S1 |
150-10 |
150-10 |
151-08 |
150-22 |
| S2 |
149-06 |
149-06 |
151-02 |
|
| S3 |
147-11 |
148-15 |
150-29 |
|
| S4 |
145-16 |
146-20 |
150-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-00 |
150-12 |
1-20 |
1.1% |
0-26 |
0.5% |
75% |
True |
False |
126,603 |
| 10 |
152-00 |
149-23 |
2-09 |
1.5% |
0-28 |
0.6% |
82% |
True |
False |
249,791 |
| 20 |
152-21 |
148-05 |
4-16 |
3.0% |
1-01 |
0.7% |
76% |
False |
False |
295,456 |
| 40 |
152-21 |
146-02 |
6-19 |
4.3% |
1-04 |
0.7% |
84% |
False |
False |
299,974 |
| 60 |
152-21 |
144-15 |
8-06 |
5.4% |
1-06 |
0.8% |
87% |
False |
False |
307,030 |
| 80 |
152-21 |
144-15 |
8-06 |
5.4% |
1-07 |
0.8% |
87% |
False |
False |
271,525 |
| 100 |
154-17 |
144-15 |
10-02 |
6.6% |
1-07 |
0.8% |
71% |
False |
False |
217,387 |
| 120 |
154-17 |
144-15 |
10-02 |
6.6% |
1-06 |
0.8% |
71% |
False |
False |
181,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-14 |
|
2.618 |
154-04 |
|
1.618 |
153-10 |
|
1.000 |
152-26 |
|
0.618 |
152-16 |
|
HIGH |
152-00 |
|
0.618 |
151-22 |
|
0.500 |
151-19 |
|
0.382 |
151-16 |
|
LOW |
151-06 |
|
0.618 |
150-22 |
|
1.000 |
150-12 |
|
1.618 |
149-28 |
|
2.618 |
149-02 |
|
4.250 |
147-24 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-19 |
151-15 |
| PP |
151-19 |
151-10 |
| S1 |
151-19 |
151-06 |
|