ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
147-02 |
146-05 |
-0-29 |
-0.6% |
149-19 |
| High |
147-08 |
146-31 |
-0-09 |
-0.2% |
150-02 |
| Low |
145-19 |
145-27 |
0-08 |
0.2% |
147-09 |
| Close |
145-30 |
146-18 |
0-20 |
0.4% |
148-11 |
| Range |
1-21 |
1-04 |
-0-17 |
-32.1% |
2-25 |
| ATR |
1-02 |
1-02 |
0-00 |
0.3% |
0-00 |
| Volume |
483,223 |
382,075 |
-101,148 |
-20.9% |
1,777,619 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-27 |
149-10 |
147-06 |
|
| R3 |
148-23 |
148-06 |
146-28 |
|
| R2 |
147-19 |
147-19 |
146-25 |
|
| R1 |
147-02 |
147-02 |
146-21 |
147-10 |
| PP |
146-15 |
146-15 |
146-15 |
146-19 |
| S1 |
145-30 |
145-30 |
146-15 |
146-06 |
| S2 |
145-11 |
145-11 |
146-11 |
|
| S3 |
144-07 |
144-26 |
146-08 |
|
| S4 |
143-03 |
143-22 |
145-30 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-29 |
155-13 |
149-28 |
|
| R3 |
154-04 |
152-20 |
149-03 |
|
| R2 |
151-11 |
151-11 |
148-27 |
|
| R1 |
149-27 |
149-27 |
148-19 |
149-06 |
| PP |
148-18 |
148-18 |
148-18 |
148-08 |
| S1 |
147-02 |
147-02 |
148-03 |
146-14 |
| S2 |
145-25 |
145-25 |
147-27 |
|
| S3 |
143-00 |
144-09 |
147-19 |
|
| S4 |
140-07 |
141-16 |
146-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-19 |
145-19 |
3-00 |
2.0% |
1-08 |
0.9% |
32% |
False |
False |
402,276 |
| 10 |
150-28 |
145-19 |
5-09 |
3.6% |
1-05 |
0.8% |
18% |
False |
False |
371,806 |
| 20 |
150-28 |
145-19 |
5-09 |
3.6% |
1-00 |
0.7% |
18% |
False |
False |
312,769 |
| 40 |
151-10 |
144-30 |
6-12 |
4.3% |
1-00 |
0.7% |
25% |
False |
False |
157,241 |
| 60 |
151-10 |
144-27 |
6-15 |
4.4% |
0-30 |
0.6% |
27% |
False |
False |
104,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-24 |
|
2.618 |
149-29 |
|
1.618 |
148-25 |
|
1.000 |
148-03 |
|
0.618 |
147-21 |
|
HIGH |
146-31 |
|
0.618 |
146-17 |
|
0.500 |
146-13 |
|
0.382 |
146-09 |
|
LOW |
145-27 |
|
0.618 |
145-05 |
|
1.000 |
144-23 |
|
1.618 |
144-01 |
|
2.618 |
142-29 |
|
4.250 |
141-02 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-16 |
147-00 |
| PP |
146-15 |
146-27 |
| S1 |
146-13 |
146-22 |
|