ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
151-23 |
150-30 |
-0-25 |
-0.5% |
151-04 |
| High |
152-17 |
151-13 |
-1-04 |
-0.7% |
152-17 |
| Low |
150-22 |
150-26 |
0-04 |
0.1% |
150-12 |
| Close |
150-28 |
151-02 |
0-06 |
0.1% |
150-28 |
| Range |
1-27 |
0-19 |
-1-08 |
-67.8% |
2-05 |
| ATR |
1-02 |
1-01 |
-0-01 |
-3.2% |
0-00 |
| Volume |
23,549 |
7,151 |
-16,398 |
-69.6% |
135,572 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-28 |
152-18 |
151-12 |
|
| R3 |
152-09 |
151-31 |
151-07 |
|
| R2 |
151-22 |
151-22 |
151-05 |
|
| R1 |
151-12 |
151-12 |
151-04 |
151-17 |
| PP |
151-03 |
151-03 |
151-03 |
151-06 |
| S1 |
150-25 |
150-25 |
151-00 |
150-30 |
| S2 |
150-16 |
150-16 |
150-31 |
|
| S3 |
149-29 |
150-06 |
150-29 |
|
| S4 |
149-10 |
149-19 |
150-24 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-23 |
156-15 |
152-02 |
|
| R3 |
155-18 |
154-10 |
151-15 |
|
| R2 |
153-13 |
153-13 |
151-09 |
|
| R1 |
152-05 |
152-05 |
151-02 |
151-22 |
| PP |
151-08 |
151-08 |
151-08 |
151-01 |
| S1 |
150-00 |
150-00 |
150-22 |
149-18 |
| S2 |
149-03 |
149-03 |
150-15 |
|
| S3 |
146-30 |
147-27 |
150-09 |
|
| S4 |
144-25 |
145-22 |
149-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-17 |
150-22 |
1-27 |
1.2% |
0-31 |
0.6% |
20% |
False |
False |
18,994 |
| 10 |
152-17 |
150-10 |
2-07 |
1.5% |
0-28 |
0.6% |
34% |
False |
False |
175,663 |
| 20 |
152-21 |
149-23 |
2-30 |
1.9% |
0-29 |
0.6% |
46% |
False |
False |
222,712 |
| 40 |
152-21 |
146-02 |
6-19 |
4.4% |
1-03 |
0.7% |
76% |
False |
False |
273,977 |
| 60 |
152-21 |
144-15 |
8-06 |
5.4% |
1-04 |
0.7% |
81% |
False |
False |
284,722 |
| 80 |
152-21 |
144-15 |
8-06 |
5.4% |
1-06 |
0.8% |
81% |
False |
False |
271,961 |
| 100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-07 |
0.8% |
66% |
False |
False |
217,798 |
| 120 |
154-17 |
144-15 |
10-02 |
6.7% |
1-06 |
0.8% |
66% |
False |
False |
181,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-30 |
|
2.618 |
152-31 |
|
1.618 |
152-12 |
|
1.000 |
152-00 |
|
0.618 |
151-25 |
|
HIGH |
151-13 |
|
0.618 |
151-06 |
|
0.500 |
151-04 |
|
0.382 |
151-01 |
|
LOW |
150-26 |
|
0.618 |
150-14 |
|
1.000 |
150-07 |
|
1.618 |
149-27 |
|
2.618 |
149-08 |
|
4.250 |
148-09 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-04 |
151-20 |
| PP |
151-03 |
151-14 |
| S1 |
151-02 |
151-08 |
|