ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
149-11 |
149-23 |
0-12 |
0.3% |
146-31 |
| High |
149-31 |
150-00 |
0-01 |
0.0% |
150-09 |
| Low |
149-03 |
149-08 |
0-05 |
0.1% |
146-29 |
| Close |
149-21 |
149-29 |
0-08 |
0.2% |
149-12 |
| Range |
0-28 |
0-24 |
-0-04 |
-14.3% |
3-12 |
| ATR |
1-10 |
1-08 |
-0-01 |
-3.0% |
0-00 |
| Volume |
368,209 |
247,544 |
-120,665 |
-32.8% |
1,592,359 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-31 |
151-22 |
150-10 |
|
| R3 |
151-07 |
150-30 |
150-04 |
|
| R2 |
150-15 |
150-15 |
150-01 |
|
| R1 |
150-06 |
150-06 |
149-31 |
150-10 |
| PP |
149-23 |
149-23 |
149-23 |
149-25 |
| S1 |
149-14 |
149-14 |
149-27 |
149-18 |
| S2 |
148-31 |
148-31 |
149-25 |
|
| S3 |
148-07 |
148-22 |
149-22 |
|
| S4 |
147-15 |
147-30 |
149-16 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-31 |
157-18 |
151-07 |
|
| R3 |
155-19 |
154-06 |
150-10 |
|
| R2 |
152-07 |
152-07 |
150-00 |
|
| R1 |
150-26 |
150-26 |
149-22 |
151-16 |
| PP |
148-27 |
148-27 |
148-27 |
149-07 |
| S1 |
147-14 |
147-14 |
149-02 |
148-04 |
| S2 |
145-15 |
145-15 |
148-24 |
|
| S3 |
142-03 |
144-02 |
148-14 |
|
| S4 |
138-23 |
140-22 |
147-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-09 |
148-15 |
1-26 |
1.2% |
1-01 |
0.7% |
79% |
False |
False |
339,504 |
| 10 |
150-09 |
145-19 |
4-22 |
3.1% |
1-02 |
0.7% |
92% |
False |
False |
312,860 |
| 20 |
151-24 |
144-15 |
7-09 |
4.9% |
1-12 |
0.9% |
75% |
False |
False |
337,633 |
| 40 |
151-29 |
144-15 |
7-14 |
5.0% |
1-09 |
0.8% |
73% |
False |
False |
210,118 |
| 60 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
54% |
False |
False |
140,251 |
| 80 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
54% |
False |
False |
105,287 |
| 100 |
154-17 |
144-00 |
10-17 |
7.0% |
1-08 |
0.8% |
56% |
False |
False |
84,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-06 |
|
2.618 |
151-31 |
|
1.618 |
151-07 |
|
1.000 |
150-24 |
|
0.618 |
150-15 |
|
HIGH |
150-00 |
|
0.618 |
149-23 |
|
0.500 |
149-20 |
|
0.382 |
149-17 |
|
LOW |
149-08 |
|
0.618 |
148-25 |
|
1.000 |
148-16 |
|
1.618 |
148-01 |
|
2.618 |
147-09 |
|
4.250 |
146-02 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-26 |
149-27 |
| PP |
149-23 |
149-24 |
| S1 |
149-20 |
149-22 |
|