ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
146-17 |
147-11 |
0-26 |
0.6% |
148-09 |
| High |
147-23 |
147-14 |
-0-09 |
-0.2% |
148-12 |
| Low |
146-12 |
147-03 |
0-23 |
0.5% |
145-19 |
| Close |
147-17 |
147-08 |
-0-09 |
-0.2% |
147-17 |
| Range |
1-11 |
0-11 |
-1-00 |
-74.4% |
2-25 |
| ATR |
1-03 |
1-01 |
-0-01 |
-4.2% |
0-00 |
| Volume |
269,345 |
26,095 |
-243,250 |
-90.3% |
1,832,079 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-09 |
148-04 |
147-14 |
|
| R3 |
147-30 |
147-25 |
147-11 |
|
| R2 |
147-19 |
147-19 |
147-10 |
|
| R1 |
147-14 |
147-14 |
147-09 |
147-11 |
| PP |
147-08 |
147-08 |
147-08 |
147-07 |
| S1 |
147-03 |
147-03 |
147-07 |
147-00 |
| S2 |
146-29 |
146-29 |
147-06 |
|
| S3 |
146-18 |
146-24 |
147-05 |
|
| S4 |
146-07 |
146-13 |
147-02 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-16 |
154-10 |
149-02 |
|
| R3 |
152-23 |
151-17 |
148-09 |
|
| R2 |
149-30 |
149-30 |
148-01 |
|
| R1 |
148-24 |
148-24 |
147-25 |
147-30 |
| PP |
147-05 |
147-05 |
147-05 |
146-25 |
| S1 |
145-31 |
145-31 |
147-09 |
145-06 |
| S2 |
144-12 |
144-12 |
147-01 |
|
| S3 |
141-19 |
143-06 |
146-25 |
|
| S4 |
138-26 |
140-13 |
146-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-23 |
145-19 |
2-04 |
1.4% |
1-02 |
0.7% |
78% |
False |
False |
307,682 |
| 10 |
149-27 |
145-19 |
4-08 |
2.9% |
1-04 |
0.8% |
39% |
False |
False |
341,822 |
| 20 |
150-28 |
145-19 |
5-09 |
3.6% |
1-00 |
0.7% |
31% |
False |
False |
334,710 |
| 40 |
151-10 |
145-19 |
5-23 |
3.9% |
1-00 |
0.7% |
29% |
False |
False |
174,057 |
| 60 |
151-10 |
144-27 |
6-15 |
4.4% |
0-30 |
0.6% |
37% |
False |
False |
116,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-29 |
|
2.618 |
148-11 |
|
1.618 |
148-00 |
|
1.000 |
147-25 |
|
0.618 |
147-21 |
|
HIGH |
147-14 |
|
0.618 |
147-10 |
|
0.500 |
147-08 |
|
0.382 |
147-07 |
|
LOW |
147-03 |
|
0.618 |
146-28 |
|
1.000 |
146-24 |
|
1.618 |
146-17 |
|
2.618 |
146-06 |
|
4.250 |
145-20 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-08 |
147-05 |
| PP |
147-08 |
147-03 |
| S1 |
147-08 |
147-00 |
|