ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
148-31 |
148-02 |
-0-29 |
-0.6% |
149-26 |
High |
149-12 |
148-10 |
-1-02 |
-0.7% |
150-28 |
Low |
147-28 |
147-09 |
-0-19 |
-0.4% |
149-01 |
Close |
148-02 |
147-26 |
-0-08 |
-0.2% |
149-17 |
Range |
1-16 |
1-01 |
-0-15 |
-31.3% |
1-27 |
ATR |
1-00 |
1-00 |
0-00 |
0.3% |
0-00 |
Volume |
455,098 |
507,299 |
52,201 |
11.5% |
1,782,073 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-29 |
150-12 |
148-12 |
|
R3 |
149-28 |
149-11 |
148-03 |
|
R2 |
148-27 |
148-27 |
148-00 |
|
R1 |
148-10 |
148-10 |
147-29 |
148-02 |
PP |
147-26 |
147-26 |
147-26 |
147-22 |
S1 |
147-09 |
147-09 |
147-23 |
147-01 |
S2 |
146-25 |
146-25 |
147-20 |
|
S3 |
145-24 |
146-08 |
147-17 |
|
S4 |
144-23 |
145-07 |
147-08 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-11 |
154-09 |
150-17 |
|
R3 |
153-16 |
152-14 |
150-01 |
|
R2 |
151-21 |
151-21 |
149-28 |
|
R1 |
150-19 |
150-19 |
149-22 |
150-06 |
PP |
149-26 |
149-26 |
149-26 |
149-20 |
S1 |
148-24 |
148-24 |
149-12 |
148-12 |
S2 |
147-31 |
147-31 |
149-06 |
|
S3 |
146-04 |
146-29 |
149-01 |
|
S4 |
144-09 |
145-02 |
148-17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
150-22 |
147-09 |
3-13 |
2.3% |
1-03 |
0.7% |
16% |
False |
True |
384,985 |
10 |
150-28 |
147-09 |
3-19 |
2.4% |
0-31 |
0.6% |
15% |
False |
True |
365,754 |
20 |
151-10 |
147-09 |
4-01 |
2.7% |
0-30 |
0.6% |
13% |
False |
True |
238,578 |
40 |
151-10 |
144-27 |
6-15 |
4.4% |
0-31 |
0.6% |
46% |
False |
False |
119,648 |
60 |
151-10 |
144-27 |
6-15 |
4.4% |
0-28 |
0.6% |
46% |
False |
False |
79,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152-22 |
2.618 |
151-00 |
1.618 |
149-31 |
1.000 |
149-11 |
0.618 |
148-30 |
HIGH |
148-10 |
0.618 |
147-29 |
0.500 |
147-26 |
0.382 |
147-22 |
LOW |
147-09 |
0.618 |
146-21 |
1.000 |
146-08 |
1.618 |
145-20 |
2.618 |
144-19 |
4.250 |
142-29 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
147-26 |
148-18 |
PP |
147-26 |
148-10 |
S1 |
147-26 |
148-02 |
|