ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
149-25 |
149-25 |
0-00 |
0.0% |
146-31 |
| High |
150-06 |
149-28 |
-0-10 |
-0.2% |
150-09 |
| Low |
149-10 |
148-20 |
-0-22 |
-0.5% |
146-29 |
| Close |
149-22 |
148-26 |
-0-28 |
-0.6% |
149-12 |
| Range |
0-28 |
1-08 |
0-12 |
42.9% |
3-12 |
| ATR |
1-07 |
1-07 |
0-00 |
0.1% |
0-00 |
| Volume |
301,757 |
326,521 |
24,764 |
8.2% |
1,592,359 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-27 |
152-03 |
149-16 |
|
| R3 |
151-19 |
150-27 |
149-05 |
|
| R2 |
150-11 |
150-11 |
149-01 |
|
| R1 |
149-19 |
149-19 |
148-30 |
149-11 |
| PP |
149-03 |
149-03 |
149-03 |
149-00 |
| S1 |
148-11 |
148-11 |
148-22 |
148-03 |
| S2 |
147-27 |
147-27 |
148-19 |
|
| S3 |
146-19 |
147-03 |
148-15 |
|
| S4 |
145-11 |
145-27 |
148-04 |
|
|
| 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 |
148-20 |
1-21 |
1.1% |
0-31 |
0.7% |
11% |
False |
True |
329,680 |
| 10 |
150-09 |
146-10 |
3-31 |
2.7% |
1-01 |
0.7% |
63% |
False |
False |
311,570 |
| 20 |
150-28 |
144-15 |
6-13 |
4.3% |
1-11 |
0.9% |
68% |
False |
False |
337,084 |
| 40 |
151-29 |
144-15 |
7-14 |
5.0% |
1-08 |
0.8% |
58% |
False |
False |
225,772 |
| 60 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
43% |
False |
False |
150,718 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
43% |
False |
False |
113,138 |
| 100 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
43% |
False |
False |
90,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-06 |
|
2.618 |
153-05 |
|
1.618 |
151-29 |
|
1.000 |
151-04 |
|
0.618 |
150-21 |
|
HIGH |
149-28 |
|
0.618 |
149-13 |
|
0.500 |
149-08 |
|
0.382 |
149-03 |
|
LOW |
148-20 |
|
0.618 |
147-27 |
|
1.000 |
147-12 |
|
1.618 |
146-19 |
|
2.618 |
145-11 |
|
4.250 |
143-10 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-08 |
149-13 |
| PP |
149-03 |
149-07 |
| S1 |
148-31 |
149-00 |
|