ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
151-14 |
151-16 |
0-02 |
0.0% |
150-01 |
| High |
152-00 |
152-06 |
0-06 |
0.1% |
151-25 |
| Low |
151-06 |
151-14 |
0-08 |
0.2% |
149-30 |
| Close |
151-19 |
151-27 |
0-08 |
0.2% |
151-13 |
| Range |
0-26 |
0-24 |
-0-02 |
-7.7% |
1-27 |
| ATR |
1-01 |
1-00 |
-0-01 |
-1.9% |
0-00 |
| Volume |
29,326 |
11,319 |
-18,007 |
-61.4% |
2,018,826 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-02 |
153-23 |
152-08 |
|
| R3 |
153-10 |
152-31 |
152-02 |
|
| R2 |
152-18 |
152-18 |
151-31 |
|
| R1 |
152-07 |
152-07 |
151-29 |
152-12 |
| PP |
151-26 |
151-26 |
151-26 |
151-29 |
| S1 |
151-15 |
151-15 |
151-25 |
151-20 |
| S2 |
151-02 |
151-02 |
151-23 |
|
| S3 |
150-10 |
150-23 |
151-20 |
|
| S4 |
149-18 |
149-31 |
151-14 |
|
|
| 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 |
152-06 |
150-12 |
1-26 |
1.2% |
0-26 |
0.5% |
81% |
True |
False |
43,390 |
| 10 |
152-06 |
149-23 |
2-15 |
1.6% |
0-27 |
0.6% |
86% |
True |
False |
227,891 |
| 20 |
152-21 |
149-23 |
2-30 |
1.9% |
0-30 |
0.6% |
72% |
False |
False |
266,755 |
| 40 |
152-21 |
146-02 |
6-19 |
4.3% |
1-03 |
0.7% |
88% |
False |
False |
292,349 |
| 60 |
152-21 |
144-15 |
8-06 |
5.4% |
1-05 |
0.8% |
90% |
False |
False |
301,654 |
| 80 |
152-21 |
144-15 |
8-06 |
5.4% |
1-06 |
0.8% |
90% |
False |
False |
271,660 |
| 100 |
154-17 |
144-15 |
10-02 |
6.6% |
1-07 |
0.8% |
73% |
False |
False |
217,496 |
| 120 |
154-17 |
144-15 |
10-02 |
6.6% |
1-06 |
0.8% |
73% |
False |
False |
181,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-12 |
|
2.618 |
154-05 |
|
1.618 |
153-13 |
|
1.000 |
152-30 |
|
0.618 |
152-21 |
|
HIGH |
152-06 |
|
0.618 |
151-29 |
|
0.500 |
151-26 |
|
0.382 |
151-23 |
|
LOW |
151-14 |
|
0.618 |
150-31 |
|
1.000 |
150-22 |
|
1.618 |
150-07 |
|
2.618 |
149-15 |
|
4.250 |
148-08 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-27 |
151-23 |
| PP |
151-26 |
151-19 |
| S1 |
151-26 |
151-16 |
|