ECBOT 30 Year Treasury Bond Future March 2013
| 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 |
150-04 |
150-07 |
0-03 |
0.1% |
148-21 |
| High |
150-21 |
150-28 |
0-07 |
0.1% |
150-14 |
| Low |
149-27 |
150-03 |
0-08 |
0.2% |
148-20 |
| Close |
150-08 |
150-16 |
0-08 |
0.2% |
150-02 |
| Range |
0-26 |
0-25 |
-0-01 |
-3.8% |
1-26 |
| ATR |
0-30 |
0-30 |
0-00 |
-1.3% |
0-00 |
| Volume |
359,553 |
289,054 |
-70,499 |
-19.6% |
1,466,401 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-27 |
152-14 |
150-30 |
|
| R3 |
152-02 |
151-21 |
150-23 |
|
| R2 |
151-09 |
151-09 |
150-21 |
|
| R1 |
150-28 |
150-28 |
150-18 |
151-02 |
| PP |
150-16 |
150-16 |
150-16 |
150-19 |
| S1 |
150-03 |
150-03 |
150-14 |
150-10 |
| S2 |
149-23 |
149-23 |
150-11 |
|
| S3 |
148-30 |
149-10 |
150-09 |
|
| S4 |
148-05 |
148-17 |
150-02 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-05 |
154-13 |
151-02 |
|
| R3 |
153-11 |
152-19 |
150-18 |
|
| R2 |
151-17 |
151-17 |
150-13 |
|
| R1 |
150-25 |
150-25 |
150-07 |
151-05 |
| PP |
149-23 |
149-23 |
149-23 |
149-28 |
| S1 |
148-31 |
148-31 |
149-29 |
149-11 |
| S2 |
147-29 |
147-29 |
149-23 |
|
| S3 |
146-03 |
147-05 |
149-18 |
|
| S4 |
144-09 |
145-11 |
149-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-06 |
|
2.618 |
152-29 |
|
1.618 |
152-04 |
|
1.000 |
151-21 |
|
0.618 |
151-11 |
|
HIGH |
150-28 |
|
0.618 |
150-18 |
|
0.500 |
150-16 |
|
0.382 |
150-13 |
|
LOW |
150-03 |
|
0.618 |
149-20 |
|
1.000 |
149-10 |
|
1.618 |
148-27 |
|
2.618 |
148-02 |
|
4.250 |
146-25 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-16 |
150-12 |
| PP |
150-16 |
150-09 |
| S1 |
150-16 |
150-06 |
|