ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
147-02 |
147-20 |
0-18 |
0.4% |
148-09 |
| High |
147-22 |
148-18 |
0-28 |
0.6% |
148-12 |
| Low |
147-01 |
146-30 |
-0-03 |
-0.1% |
145-19 |
| Close |
147-15 |
148-11 |
0-28 |
0.6% |
147-17 |
| Range |
0-21 |
1-20 |
0-31 |
147.6% |
2-25 |
| ATR |
1-00 |
1-02 |
0-01 |
4.4% |
0-00 |
| Volume |
40,543 |
200,385 |
159,842 |
394.3% |
1,832,079 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-26 |
152-07 |
149-08 |
|
| R3 |
151-06 |
150-19 |
148-25 |
|
| R2 |
149-18 |
149-18 |
148-21 |
|
| R1 |
148-31 |
148-31 |
148-16 |
149-08 |
| PP |
147-30 |
147-30 |
147-30 |
148-03 |
| S1 |
147-11 |
147-11 |
148-06 |
147-20 |
| S2 |
146-10 |
146-10 |
148-01 |
|
| S3 |
144-22 |
145-23 |
147-29 |
|
| S4 |
143-02 |
144-03 |
147-14 |
|
|
| 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 |
148-18 |
146-09 |
2-09 |
1.5% |
0-31 |
0.6% |
90% |
True |
False |
182,808 |
| 10 |
148-19 |
145-19 |
3-00 |
2.0% |
1-04 |
0.7% |
92% |
False |
False |
292,542 |
| 20 |
150-28 |
145-19 |
5-09 |
3.6% |
1-01 |
0.7% |
52% |
False |
False |
317,882 |
| 40 |
151-10 |
145-19 |
5-23 |
3.9% |
1-01 |
0.7% |
48% |
False |
False |
180,077 |
| 60 |
151-10 |
144-27 |
6-15 |
4.4% |
0-31 |
0.7% |
54% |
False |
False |
120,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-15 |
|
2.618 |
152-26 |
|
1.618 |
151-06 |
|
1.000 |
150-06 |
|
0.618 |
149-18 |
|
HIGH |
148-18 |
|
0.618 |
147-30 |
|
0.500 |
147-24 |
|
0.382 |
147-18 |
|
LOW |
146-30 |
|
0.618 |
145-30 |
|
1.000 |
145-10 |
|
1.618 |
144-10 |
|
2.618 |
142-22 |
|
4.250 |
140-01 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-05 |
148-05 |
| PP |
147-30 |
147-30 |
| S1 |
147-24 |
147-24 |
|