ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
149-06 |
149-14 |
0-08 |
0.2% |
150-30 |
| High |
149-29 |
149-22 |
-0-07 |
-0.1% |
151-13 |
| Low |
148-29 |
148-12 |
-0-17 |
-0.4% |
148-22 |
| Close |
149-23 |
148-21 |
-1-02 |
-0.7% |
149-23 |
| Range |
1-00 |
1-10 |
0-10 |
31.3% |
2-23 |
| ATR |
1-01 |
1-02 |
0-01 |
2.1% |
0-00 |
| Volume |
5,945 |
3,076 |
-2,869 |
-48.3% |
31,903 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-27 |
152-02 |
149-12 |
|
| R3 |
151-17 |
150-24 |
149-01 |
|
| R2 |
150-07 |
150-07 |
148-29 |
|
| R1 |
149-14 |
149-14 |
148-25 |
149-06 |
| PP |
148-29 |
148-29 |
148-29 |
148-25 |
| S1 |
148-04 |
148-04 |
148-17 |
147-28 |
| S2 |
147-19 |
147-19 |
148-13 |
|
| S3 |
146-09 |
146-26 |
148-09 |
|
| S4 |
144-31 |
145-16 |
147-30 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-03 |
156-20 |
151-07 |
|
| R3 |
155-12 |
153-29 |
150-15 |
|
| R2 |
152-21 |
152-21 |
150-07 |
|
| R1 |
151-06 |
151-06 |
149-31 |
150-18 |
| PP |
149-30 |
149-30 |
149-30 |
149-20 |
| S1 |
148-15 |
148-15 |
149-15 |
147-27 |
| S2 |
147-07 |
147-07 |
149-07 |
|
| S3 |
144-16 |
145-24 |
148-31 |
|
| S4 |
141-25 |
143-01 |
148-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-05 |
148-12 |
2-25 |
1.9% |
1-03 |
0.7% |
10% |
False |
True |
5,565 |
| 10 |
152-17 |
148-12 |
4-05 |
2.8% |
1-01 |
0.7% |
7% |
False |
True |
12,280 |
| 20 |
152-17 |
148-12 |
4-05 |
2.8% |
0-31 |
0.7% |
7% |
False |
True |
154,726 |
| 40 |
152-21 |
146-02 |
6-19 |
4.4% |
1-02 |
0.7% |
39% |
False |
False |
233,499 |
| 60 |
152-21 |
146-02 |
6-19 |
4.4% |
1-04 |
0.7% |
39% |
False |
False |
260,039 |
| 80 |
152-21 |
144-15 |
8-06 |
5.5% |
1-06 |
0.8% |
51% |
False |
False |
271,692 |
| 100 |
153-10 |
144-15 |
8-27 |
5.9% |
1-07 |
0.8% |
47% |
False |
False |
218,043 |
| 120 |
154-17 |
144-15 |
10-02 |
6.8% |
1-06 |
0.8% |
42% |
False |
False |
181,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-08 |
|
2.618 |
153-04 |
|
1.618 |
151-26 |
|
1.000 |
151-00 |
|
0.618 |
150-16 |
|
HIGH |
149-22 |
|
0.618 |
149-06 |
|
0.500 |
149-01 |
|
0.382 |
148-28 |
|
LOW |
148-12 |
|
0.618 |
147-18 |
|
1.000 |
147-02 |
|
1.618 |
146-08 |
|
2.618 |
144-30 |
|
4.250 |
142-26 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-01 |
149-04 |
| PP |
148-29 |
148-31 |
| S1 |
148-25 |
148-26 |
|