ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
149-20 |
149-23 |
0-03 |
0.1% |
150-17 |
| High |
150-14 |
150-05 |
-0-09 |
-0.2% |
150-17 |
| Low |
149-19 |
149-14 |
-0-05 |
-0.1% |
148-11 |
| Close |
150-02 |
149-29 |
-0-05 |
-0.1% |
148-22 |
| Range |
0-27 |
0-23 |
-0-04 |
-14.8% |
2-06 |
| ATR |
1-00 |
1-00 |
-0-01 |
-2.0% |
0-00 |
| Volume |
353,827 |
281,976 |
-71,851 |
-20.3% |
55,826 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-00 |
151-21 |
150-10 |
|
| R3 |
151-09 |
150-30 |
150-03 |
|
| R2 |
150-18 |
150-18 |
150-01 |
|
| R1 |
150-07 |
150-07 |
149-31 |
150-12 |
| PP |
149-27 |
149-27 |
149-27 |
149-29 |
| S1 |
149-16 |
149-16 |
149-27 |
149-22 |
| S2 |
149-04 |
149-04 |
149-25 |
|
| S3 |
148-13 |
148-25 |
149-23 |
|
| S4 |
147-22 |
148-02 |
149-16 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-24 |
154-13 |
149-28 |
|
| R3 |
153-18 |
152-07 |
149-09 |
|
| R2 |
151-12 |
151-12 |
149-03 |
|
| R1 |
150-01 |
150-01 |
148-28 |
149-20 |
| PP |
149-06 |
149-06 |
149-06 |
148-31 |
| S1 |
147-27 |
147-27 |
148-16 |
147-14 |
| S2 |
147-00 |
147-00 |
148-09 |
|
| S3 |
144-26 |
145-21 |
148-03 |
|
| S4 |
142-20 |
143-15 |
147-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-07 |
|
2.618 |
152-01 |
|
1.618 |
151-10 |
|
1.000 |
150-28 |
|
0.618 |
150-19 |
|
HIGH |
150-05 |
|
0.618 |
149-28 |
|
0.500 |
149-26 |
|
0.382 |
149-23 |
|
LOW |
149-14 |
|
0.618 |
149-00 |
|
1.000 |
148-23 |
|
1.618 |
148-09 |
|
2.618 |
147-18 |
|
4.250 |
146-12 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-28 |
149-27 |
| PP |
149-27 |
149-25 |
| S1 |
149-26 |
149-22 |
|